Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
885.00 |
890.00 |
5.00 |
0.6% |
921.00 |
High |
896.75 |
895.50 |
-1.25 |
-0.1% |
923.00 |
Low |
878.75 |
876.75 |
-2.00 |
-0.2% |
876.75 |
Close |
889.50 |
883.00 |
-6.50 |
-0.7% |
883.00 |
Range |
18.00 |
18.75 |
0.75 |
4.2% |
46.25 |
ATR |
24.38 |
23.97 |
-0.40 |
-1.6% |
0.00 |
Volume |
2,461,178 |
2,200,806 |
-260,372 |
-10.6% |
11,896,169 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
941.25 |
931.00 |
893.25 |
|
R3 |
922.50 |
912.25 |
888.25 |
|
R2 |
903.75 |
903.75 |
886.50 |
|
R1 |
893.50 |
893.50 |
884.75 |
889.25 |
PP |
885.00 |
885.00 |
885.00 |
883.00 |
S1 |
874.75 |
874.75 |
881.25 |
870.50 |
S2 |
866.25 |
866.25 |
879.50 |
|
S3 |
847.50 |
856.00 |
877.75 |
|
S4 |
828.75 |
837.25 |
872.75 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.00 |
1,004.25 |
908.50 |
|
R3 |
986.75 |
958.00 |
895.75 |
|
R2 |
940.50 |
940.50 |
891.50 |
|
R1 |
911.75 |
911.75 |
887.25 |
903.00 |
PP |
894.25 |
894.25 |
894.25 |
890.00 |
S1 |
865.50 |
865.50 |
878.75 |
856.75 |
S2 |
848.00 |
848.00 |
874.50 |
|
S3 |
801.75 |
819.25 |
870.25 |
|
S4 |
755.50 |
773.00 |
857.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
923.00 |
876.75 |
46.25 |
5.2% |
21.25 |
2.4% |
14% |
False |
True |
2,379,233 |
10 |
929.50 |
876.00 |
53.50 |
6.1% |
23.00 |
2.6% |
13% |
False |
False |
2,326,164 |
20 |
929.50 |
823.00 |
106.50 |
12.1% |
23.50 |
2.7% |
56% |
False |
False |
2,384,543 |
40 |
929.50 |
761.50 |
168.00 |
19.0% |
25.25 |
2.9% |
72% |
False |
False |
2,399,141 |
60 |
929.50 |
662.75 |
266.75 |
30.2% |
27.25 |
3.1% |
83% |
False |
False |
1,854,488 |
80 |
929.50 |
662.75 |
266.75 |
30.2% |
27.25 |
3.1% |
83% |
False |
False |
1,392,273 |
100 |
939.25 |
662.75 |
276.50 |
31.3% |
27.25 |
3.1% |
80% |
False |
False |
1,114,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
975.25 |
2.618 |
944.50 |
1.618 |
925.75 |
1.000 |
914.25 |
0.618 |
907.00 |
HIGH |
895.50 |
0.618 |
888.25 |
0.500 |
886.00 |
0.382 |
884.00 |
LOW |
876.75 |
0.618 |
865.25 |
1.000 |
858.00 |
1.618 |
846.50 |
2.618 |
827.75 |
4.250 |
797.00 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
886.00 |
894.00 |
PP |
885.00 |
890.25 |
S1 |
884.00 |
886.75 |
|