Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
905.75 |
900.00 |
-5.75 |
-0.6% |
921.00 |
High |
923.50 |
901.00 |
-22.50 |
-2.4% |
923.00 |
Low |
899.25 |
877.75 |
-21.50 |
-2.4% |
876.75 |
Close |
900.00 |
888.75 |
-11.25 |
-1.3% |
883.00 |
Range |
24.25 |
23.25 |
-1.00 |
-4.1% |
46.25 |
ATR |
23.80 |
23.76 |
-0.04 |
-0.2% |
0.00 |
Volume |
1,981,786 |
2,781,625 |
799,839 |
40.4% |
11,896,169 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959.00 |
947.00 |
901.50 |
|
R3 |
935.75 |
923.75 |
895.25 |
|
R2 |
912.50 |
912.50 |
893.00 |
|
R1 |
900.50 |
900.50 |
891.00 |
895.00 |
PP |
889.25 |
889.25 |
889.25 |
886.25 |
S1 |
877.25 |
877.25 |
886.50 |
871.50 |
S2 |
866.00 |
866.00 |
884.50 |
|
S3 |
842.75 |
854.00 |
882.25 |
|
S4 |
819.50 |
830.75 |
876.00 |
|
|
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 |
923.50 |
875.25 |
48.25 |
5.4% |
22.50 |
2.5% |
28% |
False |
False |
2,219,474 |
10 |
927.75 |
875.25 |
52.50 |
5.9% |
22.50 |
2.5% |
26% |
False |
False |
2,353,630 |
20 |
929.50 |
838.50 |
91.00 |
10.2% |
23.00 |
2.6% |
55% |
False |
False |
2,343,532 |
40 |
929.50 |
775.50 |
154.00 |
17.3% |
24.25 |
2.7% |
74% |
False |
False |
2,359,704 |
60 |
929.50 |
662.75 |
266.75 |
30.0% |
26.75 |
3.0% |
85% |
False |
False |
2,001,815 |
80 |
929.50 |
662.75 |
266.75 |
30.0% |
26.75 |
3.0% |
85% |
False |
False |
1,503,331 |
100 |
939.25 |
662.75 |
276.50 |
31.1% |
27.50 |
3.1% |
82% |
False |
False |
1,203,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999.75 |
2.618 |
961.75 |
1.618 |
938.50 |
1.000 |
924.25 |
0.618 |
915.25 |
HIGH |
901.00 |
0.618 |
892.00 |
0.500 |
889.50 |
0.382 |
886.75 |
LOW |
877.75 |
0.618 |
863.50 |
1.000 |
854.50 |
1.618 |
840.25 |
2.618 |
817.00 |
4.250 |
779.00 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
889.50 |
900.50 |
PP |
889.25 |
896.75 |
S1 |
889.00 |
892.75 |
|