Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
908.75 |
907.50 |
-1.25 |
-0.1% |
876.00 |
High |
915.25 |
911.25 |
-4.00 |
-0.4% |
929.50 |
Low |
894.00 |
880.00 |
-14.00 |
-1.6% |
876.00 |
Close |
906.75 |
885.25 |
-21.50 |
-2.4% |
924.75 |
Range |
21.25 |
31.25 |
10.00 |
47.1% |
53.50 |
ATR |
24.38 |
24.87 |
0.49 |
2.0% |
0.00 |
Volume |
2,061,930 |
2,530,397 |
468,467 |
22.7% |
11,365,477 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
986.00 |
966.75 |
902.50 |
|
R3 |
954.75 |
935.50 |
893.75 |
|
R2 |
923.50 |
923.50 |
891.00 |
|
R1 |
904.25 |
904.25 |
888.00 |
898.25 |
PP |
892.25 |
892.25 |
892.25 |
889.00 |
S1 |
873.00 |
873.00 |
882.50 |
867.00 |
S2 |
861.00 |
861.00 |
879.50 |
|
S3 |
829.75 |
841.75 |
876.75 |
|
S4 |
798.50 |
810.50 |
868.00 |
|
|
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 |
880.00 |
49.50 |
5.6% |
25.25 |
2.8% |
11% |
False |
True |
2,525,581 |
10 |
929.50 |
862.50 |
67.00 |
7.6% |
23.25 |
2.6% |
34% |
False |
False |
2,372,982 |
20 |
929.50 |
823.00 |
106.50 |
12.0% |
24.00 |
2.7% |
58% |
False |
False |
2,389,586 |
40 |
929.50 |
761.50 |
168.00 |
19.0% |
26.00 |
2.9% |
74% |
False |
False |
2,436,372 |
60 |
929.50 |
662.75 |
266.75 |
30.1% |
27.50 |
3.1% |
83% |
False |
False |
1,776,992 |
80 |
929.50 |
662.75 |
266.75 |
30.1% |
27.50 |
3.1% |
83% |
False |
False |
1,334,157 |
100 |
939.25 |
662.75 |
276.50 |
31.2% |
27.50 |
3.1% |
80% |
False |
False |
1,068,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,044.00 |
2.618 |
993.00 |
1.618 |
961.75 |
1.000 |
942.50 |
0.618 |
930.50 |
HIGH |
911.25 |
0.618 |
899.25 |
0.500 |
895.50 |
0.382 |
892.00 |
LOW |
880.00 |
0.618 |
860.75 |
1.000 |
848.75 |
1.618 |
829.50 |
2.618 |
798.25 |
4.250 |
747.25 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
895.50 |
901.50 |
PP |
892.25 |
896.00 |
S1 |
888.75 |
890.75 |
|