Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
921.00 |
908.75 |
-12.25 |
-1.3% |
876.00 |
High |
923.00 |
915.25 |
-7.75 |
-0.8% |
929.50 |
Low |
905.75 |
894.00 |
-11.75 |
-1.3% |
876.00 |
Close |
909.00 |
906.75 |
-2.25 |
-0.2% |
924.75 |
Range |
17.25 |
21.25 |
4.00 |
23.2% |
53.50 |
ATR |
24.62 |
24.38 |
-0.24 |
-1.0% |
0.00 |
Volume |
2,641,858 |
2,061,930 |
-579,928 |
-22.0% |
11,365,477 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
969.00 |
959.25 |
918.50 |
|
R3 |
947.75 |
938.00 |
912.50 |
|
R2 |
926.50 |
926.50 |
910.75 |
|
R1 |
916.75 |
916.75 |
908.75 |
911.00 |
PP |
905.25 |
905.25 |
905.25 |
902.50 |
S1 |
895.50 |
895.50 |
904.75 |
889.75 |
S2 |
884.00 |
884.00 |
902.75 |
|
S3 |
862.75 |
874.25 |
901.00 |
|
S4 |
841.50 |
853.00 |
895.00 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,070.50 |
1,051.25 |
954.25 |
|
R3 |
1,017.00 |
997.75 |
939.50 |
|
R2 |
963.50 |
963.50 |
934.50 |
|
R1 |
944.25 |
944.25 |
929.75 |
954.00 |
PP |
910.00 |
910.00 |
910.00 |
915.00 |
S1 |
890.75 |
890.75 |
919.75 |
900.50 |
S2 |
856.50 |
856.50 |
915.00 |
|
S3 |
803.00 |
837.25 |
910.00 |
|
S4 |
749.50 |
783.75 |
895.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
929.50 |
891.00 |
38.50 |
4.2% |
24.25 |
2.7% |
41% |
False |
False |
2,419,073 |
10 |
929.50 |
849.25 |
80.25 |
8.9% |
23.00 |
2.5% |
72% |
False |
False |
2,342,389 |
20 |
929.50 |
823.00 |
106.50 |
11.7% |
23.50 |
2.6% |
79% |
False |
False |
2,380,627 |
40 |
929.50 |
746.00 |
183.50 |
20.2% |
26.00 |
2.9% |
88% |
False |
False |
2,444,315 |
60 |
929.50 |
662.75 |
266.75 |
29.4% |
27.50 |
3.0% |
91% |
False |
False |
1,734,878 |
80 |
929.50 |
662.75 |
266.75 |
29.4% |
28.00 |
3.1% |
91% |
False |
False |
1,302,596 |
100 |
939.25 |
662.75 |
276.50 |
30.5% |
27.25 |
3.0% |
88% |
False |
False |
1,042,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,005.50 |
2.618 |
971.00 |
1.618 |
949.75 |
1.000 |
936.50 |
0.618 |
928.50 |
HIGH |
915.25 |
0.618 |
907.25 |
0.500 |
904.50 |
0.382 |
902.00 |
LOW |
894.00 |
0.618 |
880.75 |
1.000 |
872.75 |
1.618 |
859.50 |
2.618 |
838.25 |
4.250 |
803.75 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
906.00 |
911.00 |
PP |
905.25 |
909.50 |
S1 |
904.50 |
908.00 |
|