Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
903.00 |
916.75 |
13.75 |
1.5% |
863.25 |
High |
918.00 |
929.50 |
11.50 |
1.3% |
887.00 |
Low |
891.00 |
898.00 |
7.00 |
0.8% |
838.50 |
Close |
917.25 |
907.00 |
-10.25 |
-1.1% |
876.00 |
Range |
27.00 |
31.50 |
4.50 |
16.7% |
48.50 |
ATR |
24.58 |
25.07 |
0.49 |
2.0% |
0.00 |
Volume |
1,997,855 |
2,650,152 |
652,297 |
32.6% |
12,222,896 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,006.00 |
988.00 |
924.25 |
|
R3 |
974.50 |
956.50 |
915.75 |
|
R2 |
943.00 |
943.00 |
912.75 |
|
R1 |
925.00 |
925.00 |
910.00 |
918.25 |
PP |
911.50 |
911.50 |
911.50 |
908.00 |
S1 |
893.50 |
893.50 |
904.00 |
886.75 |
S2 |
880.00 |
880.00 |
901.25 |
|
S3 |
848.50 |
862.00 |
898.25 |
|
S4 |
817.00 |
830.50 |
889.75 |
|
|
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 |
929.50 |
862.50 |
67.00 |
7.4% |
23.00 |
2.5% |
66% |
True |
False |
2,266,786 |
10 |
929.50 |
838.50 |
91.00 |
10.0% |
23.50 |
2.6% |
75% |
True |
False |
2,333,435 |
20 |
929.50 |
822.25 |
107.25 |
11.8% |
24.00 |
2.6% |
79% |
True |
False |
2,298,538 |
40 |
929.50 |
708.00 |
221.50 |
24.4% |
26.50 |
2.9% |
90% |
True |
False |
2,399,291 |
60 |
929.50 |
662.75 |
266.75 |
29.4% |
27.50 |
3.0% |
92% |
True |
False |
1,611,071 |
80 |
929.50 |
662.75 |
266.75 |
29.4% |
28.50 |
3.1% |
92% |
True |
False |
1,209,973 |
100 |
939.25 |
662.75 |
276.50 |
30.5% |
27.75 |
3.0% |
88% |
False |
False |
968,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,063.50 |
2.618 |
1,012.00 |
1.618 |
980.50 |
1.000 |
961.00 |
0.618 |
949.00 |
HIGH |
929.50 |
0.618 |
917.50 |
0.500 |
913.75 |
0.382 |
910.00 |
LOW |
898.00 |
0.618 |
878.50 |
1.000 |
866.50 |
1.618 |
847.00 |
2.618 |
815.50 |
4.250 |
764.00 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
913.75 |
910.25 |
PP |
911.50 |
909.25 |
S1 |
909.25 |
908.00 |
|