Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
882.25 |
907.75 |
25.50 |
2.9% |
921.00 |
High |
908.75 |
915.75 |
7.00 |
0.8% |
923.00 |
Low |
875.25 |
903.50 |
28.25 |
3.2% |
876.75 |
Close |
907.00 |
906.50 |
-0.50 |
-0.1% |
883.00 |
Range |
33.50 |
12.25 |
-21.25 |
-63.4% |
46.25 |
ATR |
24.65 |
23.77 |
-0.89 |
-3.6% |
0.00 |
Volume |
2,204,790 |
1,928,363 |
-276,427 |
-12.5% |
11,896,169 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
945.25 |
938.25 |
913.25 |
|
R3 |
933.00 |
926.00 |
909.75 |
|
R2 |
920.75 |
920.75 |
908.75 |
|
R1 |
913.75 |
913.75 |
907.50 |
911.00 |
PP |
908.50 |
908.50 |
908.50 |
907.25 |
S1 |
901.50 |
901.50 |
905.50 |
899.00 |
S2 |
896.25 |
896.25 |
904.25 |
|
S3 |
884.00 |
889.25 |
903.25 |
|
S4 |
871.75 |
877.00 |
899.75 |
|
|
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 |
915.75 |
875.25 |
40.50 |
4.5% |
22.75 |
2.5% |
77% |
True |
False |
2,265,106 |
10 |
929.50 |
875.25 |
54.25 |
6.0% |
23.50 |
2.6% |
58% |
False |
False |
2,342,089 |
20 |
929.50 |
831.25 |
98.25 |
10.8% |
22.75 |
2.5% |
77% |
False |
False |
2,386,611 |
40 |
929.50 |
775.50 |
154.00 |
17.0% |
24.50 |
2.7% |
85% |
False |
False |
2,374,355 |
60 |
929.50 |
662.75 |
266.75 |
29.4% |
27.00 |
3.0% |
91% |
False |
False |
1,923,038 |
80 |
929.50 |
662.75 |
266.75 |
29.4% |
26.75 |
3.0% |
91% |
False |
False |
1,443,857 |
100 |
939.25 |
662.75 |
276.50 |
30.5% |
27.50 |
3.0% |
88% |
False |
False |
1,155,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
967.75 |
2.618 |
947.75 |
1.618 |
935.50 |
1.000 |
928.00 |
0.618 |
923.25 |
HIGH |
915.75 |
0.618 |
911.00 |
0.500 |
909.50 |
0.382 |
908.25 |
LOW |
903.50 |
0.618 |
896.00 |
1.000 |
891.25 |
1.618 |
883.75 |
2.618 |
871.50 |
4.250 |
851.50 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
909.50 |
902.75 |
PP |
908.50 |
899.25 |
S1 |
907.50 |
895.50 |
|