Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
902.75 |
903.00 |
0.25 |
0.0% |
863.25 |
High |
905.00 |
918.00 |
13.00 |
1.4% |
887.00 |
Low |
893.50 |
891.00 |
-2.50 |
-0.3% |
838.50 |
Close |
903.50 |
917.25 |
13.75 |
1.5% |
876.00 |
Range |
11.50 |
27.00 |
15.50 |
134.8% |
48.50 |
ATR |
24.39 |
24.58 |
0.19 |
0.8% |
0.00 |
Volume |
2,171,103 |
1,997,855 |
-173,248 |
-8.0% |
12,222,896 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
989.75 |
980.50 |
932.00 |
|
R3 |
962.75 |
953.50 |
924.75 |
|
R2 |
935.75 |
935.75 |
922.25 |
|
R1 |
926.50 |
926.50 |
919.75 |
931.00 |
PP |
908.75 |
908.75 |
908.75 |
911.00 |
S1 |
899.50 |
899.50 |
914.75 |
904.00 |
S2 |
881.75 |
881.75 |
912.25 |
|
S3 |
854.75 |
872.50 |
909.75 |
|
S4 |
827.75 |
845.50 |
902.50 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,012.75 |
992.75 |
902.75 |
|
R3 |
964.25 |
944.25 |
889.25 |
|
R2 |
915.75 |
915.75 |
885.00 |
|
R1 |
895.75 |
895.75 |
880.50 |
905.75 |
PP |
867.25 |
867.25 |
867.25 |
872.00 |
S1 |
847.25 |
847.25 |
871.50 |
857.25 |
S2 |
818.75 |
818.75 |
867.00 |
|
S3 |
770.25 |
798.75 |
862.75 |
|
S4 |
721.75 |
750.25 |
849.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
918.00 |
862.50 |
55.50 |
6.1% |
21.00 |
2.3% |
99% |
True |
False |
2,220,384 |
10 |
918.00 |
831.25 |
86.75 |
9.5% |
22.25 |
2.4% |
99% |
True |
False |
2,361,808 |
20 |
918.00 |
802.25 |
115.75 |
12.6% |
23.50 |
2.6% |
99% |
True |
False |
2,271,120 |
40 |
918.00 |
708.00 |
210.00 |
22.9% |
26.25 |
2.9% |
100% |
True |
False |
2,337,650 |
60 |
918.00 |
662.75 |
255.25 |
27.8% |
27.25 |
3.0% |
100% |
True |
False |
1,567,093 |
80 |
918.00 |
662.75 |
255.25 |
27.8% |
28.50 |
3.1% |
100% |
True |
False |
1,176,889 |
100 |
939.25 |
662.75 |
276.50 |
30.1% |
27.75 |
3.0% |
92% |
False |
False |
941,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,032.75 |
2.618 |
988.75 |
1.618 |
961.75 |
1.000 |
945.00 |
0.618 |
934.75 |
HIGH |
918.00 |
0.618 |
907.75 |
0.500 |
904.50 |
0.382 |
901.25 |
LOW |
891.00 |
0.618 |
874.25 |
1.000 |
864.00 |
1.618 |
847.25 |
2.618 |
820.25 |
4.250 |
776.25 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
913.00 |
910.50 |
PP |
908.75 |
903.75 |
S1 |
904.50 |
897.00 |
|