Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,388.75 |
1,397.50 |
8.75 |
0.6% |
1,368.00 |
High |
1,402.75 |
1,425.75 |
23.00 |
1.6% |
1,417.25 |
Low |
1,381.00 |
1,397.50 |
16.50 |
1.2% |
1,350.25 |
Close |
1,398.50 |
1,422.50 |
24.00 |
1.7% |
1,398.50 |
Range |
21.75 |
28.25 |
6.50 |
29.9% |
67.00 |
ATR |
37.63 |
36.96 |
-0.67 |
-1.8% |
0.00 |
Volume |
349,743 |
231,095 |
-118,648 |
-33.9% |
1,503,819 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.00 |
1,489.50 |
1,438.00 |
|
R3 |
1,471.75 |
1,461.25 |
1,430.25 |
|
R2 |
1,443.50 |
1,443.50 |
1,427.75 |
|
R1 |
1,433.00 |
1,433.00 |
1,425.00 |
1,438.25 |
PP |
1,415.25 |
1,415.25 |
1,415.25 |
1,418.00 |
S1 |
1,404.75 |
1,404.75 |
1,420.00 |
1,410.00 |
S2 |
1,387.00 |
1,387.00 |
1,417.25 |
|
S3 |
1,358.75 |
1,376.50 |
1,414.75 |
|
S4 |
1,330.50 |
1,348.25 |
1,407.00 |
|
|
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 |
1,425.75 |
1,351.00 |
74.75 |
5.3% |
32.00 |
2.2% |
96% |
True |
False |
283,294 |
10 |
1,425.75 |
1,299.75 |
126.00 |
8.9% |
34.25 |
2.4% |
97% |
True |
False |
307,676 |
20 |
1,425.75 |
1,266.75 |
159.00 |
11.2% |
36.00 |
2.5% |
98% |
True |
False |
292,667 |
40 |
1,425.75 |
1,039.50 |
386.25 |
27.2% |
40.25 |
2.8% |
99% |
True |
False |
285,470 |
60 |
1,425.75 |
1,039.50 |
386.25 |
27.2% |
39.75 |
2.8% |
99% |
True |
False |
190,438 |
80 |
1,425.75 |
1,039.50 |
386.25 |
27.2% |
40.50 |
2.8% |
99% |
True |
False |
142,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,545.75 |
2.618 |
1,499.75 |
1.618 |
1,471.50 |
1.000 |
1,454.00 |
0.618 |
1,443.25 |
HIGH |
1,425.75 |
0.618 |
1,415.00 |
0.500 |
1,411.50 |
0.382 |
1,408.25 |
LOW |
1,397.50 |
0.618 |
1,380.00 |
1.000 |
1,369.25 |
1.618 |
1,351.75 |
2.618 |
1,323.50 |
4.250 |
1,277.50 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,419.00 |
1,415.25 |
PP |
1,415.25 |
1,408.25 |
S1 |
1,411.50 |
1,401.00 |
|