Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,424.00 |
1,426.25 |
2.25 |
0.2% |
1,368.00 |
High |
1,428.25 |
1,435.50 |
7.25 |
0.5% |
1,417.25 |
Low |
1,406.25 |
1,399.00 |
-7.25 |
-0.5% |
1,350.25 |
Close |
1,427.25 |
1,429.75 |
2.50 |
0.2% |
1,398.50 |
Range |
22.00 |
36.50 |
14.50 |
65.9% |
67.00 |
ATR |
35.89 |
35.93 |
0.04 |
0.1% |
0.00 |
Volume |
271,837 |
252,848 |
-18,989 |
-7.0% |
1,503,819 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.00 |
1,516.75 |
1,449.75 |
|
R3 |
1,494.50 |
1,480.25 |
1,439.75 |
|
R2 |
1,458.00 |
1,458.00 |
1,436.50 |
|
R1 |
1,443.75 |
1,443.75 |
1,433.00 |
1,451.00 |
PP |
1,421.50 |
1,421.50 |
1,421.50 |
1,425.00 |
S1 |
1,407.25 |
1,407.25 |
1,426.50 |
1,414.50 |
S2 |
1,385.00 |
1,385.00 |
1,423.00 |
|
S3 |
1,348.50 |
1,370.75 |
1,419.75 |
|
S4 |
1,312.00 |
1,334.25 |
1,409.75 |
|
|
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 |
1,435.50 |
1,376.25 |
59.25 |
4.1% |
30.00 |
2.1% |
90% |
True |
False |
278,925 |
10 |
1,435.50 |
1,319.00 |
116.50 |
8.1% |
32.25 |
2.3% |
95% |
True |
False |
299,896 |
20 |
1,435.50 |
1,267.00 |
168.50 |
11.8% |
34.25 |
2.4% |
97% |
True |
False |
292,416 |
40 |
1,435.50 |
1,044.75 |
390.75 |
27.3% |
39.50 |
2.8% |
99% |
True |
False |
298,446 |
60 |
1,435.50 |
1,039.50 |
396.00 |
27.7% |
39.75 |
2.8% |
99% |
True |
False |
199,180 |
80 |
1,435.50 |
1,039.50 |
396.00 |
27.7% |
40.25 |
2.8% |
99% |
True |
False |
149,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,590.50 |
2.618 |
1,531.00 |
1.618 |
1,494.50 |
1.000 |
1,472.00 |
0.618 |
1,458.00 |
HIGH |
1,435.50 |
0.618 |
1,421.50 |
0.500 |
1,417.25 |
0.382 |
1,413.00 |
LOW |
1,399.00 |
0.618 |
1,376.50 |
1.000 |
1,362.50 |
1.618 |
1,340.00 |
2.618 |
1,303.50 |
4.250 |
1,244.00 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,425.50 |
1,425.25 |
PP |
1,421.50 |
1,421.00 |
S1 |
1,417.25 |
1,416.50 |
|