Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
892.25 |
905.00 |
12.75 |
1.4% |
885.00 |
High |
908.75 |
927.75 |
19.00 |
2.1% |
927.75 |
Low |
886.25 |
902.25 |
16.00 |
1.8% |
876.75 |
Close |
905.00 |
918.00 |
13.00 |
1.4% |
918.00 |
Range |
22.50 |
25.50 |
3.00 |
13.3% |
51.00 |
ATR |
23.74 |
23.87 |
0.13 |
0.5% |
0.00 |
Volume |
2,404,322 |
2,694,863 |
290,541 |
12.1% |
9,336,887 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992.50 |
980.75 |
932.00 |
|
R3 |
967.00 |
955.25 |
925.00 |
|
R2 |
941.50 |
941.50 |
922.75 |
|
R1 |
929.75 |
929.75 |
920.25 |
935.50 |
PP |
916.00 |
916.00 |
916.00 |
919.00 |
S1 |
904.25 |
904.25 |
915.75 |
910.00 |
S2 |
890.50 |
890.50 |
913.25 |
|
S3 |
865.00 |
878.75 |
911.00 |
|
S4 |
839.50 |
853.25 |
904.00 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.50 |
1,040.25 |
946.00 |
|
R3 |
1,009.50 |
989.25 |
932.00 |
|
R2 |
958.50 |
958.50 |
927.25 |
|
R1 |
938.25 |
938.25 |
922.75 |
948.50 |
PP |
907.50 |
907.50 |
907.50 |
912.50 |
S1 |
887.25 |
887.25 |
913.25 |
897.50 |
S2 |
856.50 |
856.50 |
908.75 |
|
S3 |
805.50 |
836.25 |
904.00 |
|
S4 |
754.50 |
785.25 |
890.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
927.75 |
876.75 |
51.00 |
5.6% |
24.00 |
2.6% |
81% |
True |
False |
2,345,085 |
10 |
927.75 |
875.25 |
52.50 |
5.7% |
23.25 |
2.5% |
81% |
True |
False |
2,282,279 |
20 |
929.50 |
862.50 |
67.00 |
7.3% |
23.00 |
2.5% |
83% |
False |
False |
2,329,783 |
40 |
929.50 |
802.25 |
127.25 |
13.9% |
23.75 |
2.6% |
91% |
False |
False |
2,327,528 |
60 |
929.50 |
662.75 |
266.75 |
29.1% |
26.00 |
2.8% |
96% |
False |
False |
2,195,025 |
80 |
929.50 |
662.75 |
266.75 |
29.1% |
26.75 |
2.9% |
96% |
False |
False |
1,649,456 |
100 |
929.50 |
662.75 |
266.75 |
29.1% |
27.50 |
3.0% |
96% |
False |
False |
1,320,753 |
120 |
939.25 |
662.75 |
276.50 |
30.1% |
27.00 |
3.0% |
92% |
False |
False |
1,100,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,036.00 |
2.618 |
994.50 |
1.618 |
969.00 |
1.000 |
953.25 |
0.618 |
943.50 |
HIGH |
927.75 |
0.618 |
918.00 |
0.500 |
915.00 |
0.382 |
912.00 |
LOW |
902.25 |
0.618 |
886.50 |
1.000 |
876.75 |
1.618 |
861.00 |
2.618 |
835.50 |
4.250 |
794.00 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
917.00 |
914.25 |
PP |
916.00 |
910.75 |
S1 |
915.00 |
907.00 |
|