Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,377.25 |
1,388.75 |
11.50 |
0.8% |
1,368.00 |
High |
1,417.25 |
1,402.75 |
-14.50 |
-1.0% |
1,417.25 |
Low |
1,376.25 |
1,381.00 |
4.75 |
0.3% |
1,350.25 |
Close |
1,393.50 |
1,398.50 |
5.00 |
0.4% |
1,398.50 |
Range |
41.00 |
21.75 |
-19.25 |
-47.0% |
67.00 |
ATR |
38.85 |
37.63 |
-1.22 |
-3.1% |
0.00 |
Volume |
289,106 |
349,743 |
60,637 |
21.0% |
1,503,819 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.25 |
1,450.75 |
1,410.50 |
|
R3 |
1,437.50 |
1,429.00 |
1,404.50 |
|
R2 |
1,415.75 |
1,415.75 |
1,402.50 |
|
R1 |
1,407.25 |
1,407.25 |
1,400.50 |
1,411.50 |
PP |
1,394.00 |
1,394.00 |
1,394.00 |
1,396.25 |
S1 |
1,385.50 |
1,385.50 |
1,396.50 |
1,389.75 |
S2 |
1,372.25 |
1,372.25 |
1,394.50 |
|
S3 |
1,350.50 |
1,363.75 |
1,392.50 |
|
S4 |
1,328.75 |
1,342.00 |
1,386.50 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,589.75 |
1,561.00 |
1,435.25 |
|
R3 |
1,522.75 |
1,494.00 |
1,417.00 |
|
R2 |
1,455.75 |
1,455.75 |
1,410.75 |
|
R1 |
1,427.00 |
1,427.00 |
1,404.75 |
1,441.50 |
PP |
1,388.75 |
1,388.75 |
1,388.75 |
1,395.75 |
S1 |
1,360.00 |
1,360.00 |
1,392.25 |
1,374.50 |
S2 |
1,321.75 |
1,321.75 |
1,386.25 |
|
S3 |
1,254.75 |
1,293.00 |
1,380.00 |
|
S4 |
1,187.75 |
1,226.00 |
1,361.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,417.25 |
1,350.25 |
67.00 |
4.8% |
33.00 |
2.4% |
72% |
False |
False |
300,763 |
10 |
1,417.25 |
1,299.75 |
117.50 |
8.4% |
36.25 |
2.6% |
84% |
False |
False |
309,319 |
20 |
1,417.25 |
1,266.75 |
150.50 |
10.8% |
35.75 |
2.6% |
88% |
False |
False |
302,570 |
40 |
1,417.25 |
1,039.50 |
377.75 |
27.0% |
40.50 |
2.9% |
95% |
False |
False |
279,719 |
60 |
1,417.25 |
1,039.50 |
377.75 |
27.0% |
40.50 |
2.9% |
95% |
False |
False |
186,587 |
80 |
1,417.25 |
1,039.50 |
377.75 |
27.0% |
40.50 |
2.9% |
95% |
False |
False |
139,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,495.25 |
2.618 |
1,459.75 |
1.618 |
1,438.00 |
1.000 |
1,424.50 |
0.618 |
1,416.25 |
HIGH |
1,402.75 |
0.618 |
1,394.50 |
0.500 |
1,392.00 |
0.382 |
1,389.25 |
LOW |
1,381.00 |
0.618 |
1,367.50 |
1.000 |
1,359.25 |
1.618 |
1,345.75 |
2.618 |
1,324.00 |
4.250 |
1,288.50 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,396.25 |
1,394.50 |
PP |
1,394.00 |
1,390.25 |
S1 |
1,392.00 |
1,386.00 |
|