Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
890.00 |
882.25 |
-7.75 |
-0.9% |
921.00 |
High |
895.50 |
908.75 |
13.25 |
1.5% |
923.00 |
Low |
876.75 |
875.25 |
-1.50 |
-0.2% |
876.75 |
Close |
883.00 |
907.00 |
24.00 |
2.7% |
883.00 |
Range |
18.75 |
33.50 |
14.75 |
78.7% |
46.25 |
ATR |
23.97 |
24.65 |
0.68 |
2.8% |
0.00 |
Volume |
2,200,806 |
2,204,790 |
3,984 |
0.2% |
11,896,169 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
997.50 |
985.75 |
925.50 |
|
R3 |
964.00 |
952.25 |
916.25 |
|
R2 |
930.50 |
930.50 |
913.25 |
|
R1 |
918.75 |
918.75 |
910.00 |
924.50 |
PP |
897.00 |
897.00 |
897.00 |
900.00 |
S1 |
885.25 |
885.25 |
904.00 |
891.00 |
S2 |
863.50 |
863.50 |
900.75 |
|
S3 |
830.00 |
851.75 |
897.75 |
|
S4 |
796.50 |
818.25 |
888.50 |
|
|
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 |
915.25 |
875.25 |
40.00 |
4.4% |
24.50 |
2.7% |
79% |
False |
True |
2,291,820 |
10 |
929.50 |
875.25 |
54.25 |
6.0% |
23.50 |
2.6% |
59% |
False |
True |
2,366,363 |
20 |
929.50 |
823.00 |
106.50 |
11.7% |
23.50 |
2.6% |
79% |
False |
False |
2,401,083 |
40 |
929.50 |
765.50 |
164.00 |
18.1% |
25.50 |
2.8% |
86% |
False |
False |
2,385,781 |
60 |
929.50 |
662.75 |
266.75 |
29.4% |
27.50 |
3.0% |
92% |
False |
False |
1,891,047 |
80 |
929.50 |
662.75 |
266.75 |
29.4% |
27.00 |
3.0% |
92% |
False |
False |
1,419,789 |
100 |
939.25 |
662.75 |
276.50 |
30.5% |
27.50 |
3.0% |
88% |
False |
False |
1,136,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,051.00 |
2.618 |
996.50 |
1.618 |
963.00 |
1.000 |
942.25 |
0.618 |
929.50 |
HIGH |
908.75 |
0.618 |
896.00 |
0.500 |
892.00 |
0.382 |
888.00 |
LOW |
875.25 |
0.618 |
854.50 |
1.000 |
841.75 |
1.618 |
821.00 |
2.618 |
787.50 |
4.250 |
733.00 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
902.00 |
902.00 |
PP |
897.00 |
897.00 |
S1 |
892.00 |
892.00 |
|