Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,394.00 |
1,387.00 |
-7.00 |
-0.5% |
1,397.50 |
High |
1,410.25 |
1,409.75 |
-0.50 |
0.0% |
1,437.75 |
Low |
1,375.75 |
1,366.00 |
-9.75 |
-0.7% |
1,375.25 |
Close |
1,389.50 |
1,396.75 |
7.25 |
0.5% |
1,389.50 |
Range |
34.50 |
43.75 |
9.25 |
26.8% |
62.50 |
ATR |
37.59 |
38.03 |
0.44 |
1.2% |
0.00 |
Volume |
392,552 |
377,894 |
-14,658 |
-3.7% |
1,544,867 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.00 |
1,503.25 |
1,420.75 |
|
R3 |
1,478.25 |
1,459.50 |
1,408.75 |
|
R2 |
1,434.50 |
1,434.50 |
1,404.75 |
|
R1 |
1,415.75 |
1,415.75 |
1,400.75 |
1,425.00 |
PP |
1,390.75 |
1,390.75 |
1,390.75 |
1,395.50 |
S1 |
1,372.00 |
1,372.00 |
1,392.75 |
1,381.50 |
S2 |
1,347.00 |
1,347.00 |
1,388.75 |
|
S3 |
1,303.25 |
1,328.25 |
1,384.75 |
|
S4 |
1,259.50 |
1,284.50 |
1,372.75 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.25 |
1,551.50 |
1,424.00 |
|
R3 |
1,525.75 |
1,489.00 |
1,406.75 |
|
R2 |
1,463.25 |
1,463.25 |
1,401.00 |
|
R1 |
1,426.50 |
1,426.50 |
1,395.25 |
1,413.50 |
PP |
1,400.75 |
1,400.75 |
1,400.75 |
1,394.50 |
S1 |
1,364.00 |
1,364.00 |
1,383.75 |
1,351.00 |
S2 |
1,338.25 |
1,338.25 |
1,378.00 |
|
S3 |
1,275.75 |
1,301.50 |
1,372.25 |
|
S4 |
1,213.25 |
1,239.00 |
1,355.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,437.75 |
1,366.00 |
71.75 |
5.1% |
39.75 |
2.9% |
43% |
False |
True |
338,333 |
10 |
1,437.75 |
1,351.00 |
86.75 |
6.2% |
36.00 |
2.6% |
53% |
False |
False |
310,813 |
20 |
1,437.75 |
1,293.50 |
144.25 |
10.3% |
36.00 |
2.6% |
72% |
False |
False |
308,244 |
40 |
1,437.75 |
1,142.25 |
295.50 |
21.2% |
39.25 |
2.8% |
86% |
False |
False |
319,790 |
60 |
1,437.75 |
1,039.50 |
398.25 |
28.5% |
39.75 |
2.8% |
90% |
False |
False |
218,625 |
80 |
1,437.75 |
1,039.50 |
398.25 |
28.5% |
40.50 |
2.9% |
90% |
False |
False |
164,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,595.75 |
2.618 |
1,524.25 |
1.618 |
1,480.50 |
1.000 |
1,453.50 |
0.618 |
1,436.75 |
HIGH |
1,409.75 |
0.618 |
1,393.00 |
0.500 |
1,388.00 |
0.382 |
1,382.75 |
LOW |
1,366.00 |
0.618 |
1,339.00 |
1.000 |
1,322.25 |
1.618 |
1,295.25 |
2.618 |
1,251.50 |
4.250 |
1,180.00 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,393.75 |
1,402.00 |
PP |
1,390.75 |
1,400.25 |
S1 |
1,388.00 |
1,398.50 |
|