Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,397.50 |
1,424.00 |
26.50 |
1.9% |
1,368.00 |
High |
1,425.75 |
1,428.25 |
2.50 |
0.2% |
1,417.25 |
Low |
1,397.50 |
1,406.25 |
8.75 |
0.6% |
1,350.25 |
Close |
1,422.50 |
1,427.25 |
4.75 |
0.3% |
1,398.50 |
Range |
28.25 |
22.00 |
-6.25 |
-22.1% |
67.00 |
ATR |
36.96 |
35.89 |
-1.07 |
-2.9% |
0.00 |
Volume |
231,095 |
271,837 |
40,742 |
17.6% |
1,503,819 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.50 |
1,479.00 |
1,439.25 |
|
R3 |
1,464.50 |
1,457.00 |
1,433.25 |
|
R2 |
1,442.50 |
1,442.50 |
1,431.25 |
|
R1 |
1,435.00 |
1,435.00 |
1,429.25 |
1,438.75 |
PP |
1,420.50 |
1,420.50 |
1,420.50 |
1,422.50 |
S1 |
1,413.00 |
1,413.00 |
1,425.25 |
1,416.75 |
S2 |
1,398.50 |
1,398.50 |
1,423.25 |
|
S3 |
1,376.50 |
1,391.00 |
1,421.25 |
|
S4 |
1,354.50 |
1,369.00 |
1,415.25 |
|
|
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 |
1,428.25 |
1,355.00 |
73.25 |
5.1% |
31.00 |
2.2% |
99% |
True |
False |
281,060 |
10 |
1,428.25 |
1,314.75 |
113.50 |
8.0% |
33.25 |
2.3% |
99% |
True |
False |
306,784 |
20 |
1,428.25 |
1,266.75 |
161.50 |
11.3% |
35.00 |
2.4% |
99% |
True |
False |
292,468 |
40 |
1,428.25 |
1,039.50 |
388.75 |
27.2% |
39.75 |
2.8% |
100% |
True |
False |
292,169 |
60 |
1,428.25 |
1,039.50 |
388.75 |
27.2% |
39.50 |
2.8% |
100% |
True |
False |
194,967 |
80 |
1,428.25 |
1,039.50 |
388.75 |
27.2% |
40.25 |
2.8% |
100% |
True |
False |
146,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,521.75 |
2.618 |
1,485.75 |
1.618 |
1,463.75 |
1.000 |
1,450.25 |
0.618 |
1,441.75 |
HIGH |
1,428.25 |
0.618 |
1,419.75 |
0.500 |
1,417.25 |
0.382 |
1,414.75 |
LOW |
1,406.25 |
0.618 |
1,392.75 |
1.000 |
1,384.25 |
1.618 |
1,370.75 |
2.618 |
1,348.75 |
4.250 |
1,312.75 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,424.00 |
1,419.75 |
PP |
1,420.50 |
1,412.25 |
S1 |
1,417.25 |
1,404.50 |
|