Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,387.00 |
1,397.00 |
10.00 |
0.7% |
1,397.50 |
High |
1,409.75 |
1,406.50 |
-3.25 |
-0.2% |
1,437.75 |
Low |
1,366.00 |
1,360.75 |
-5.25 |
-0.4% |
1,375.25 |
Close |
1,396.75 |
1,385.00 |
-11.75 |
-0.8% |
1,389.50 |
Range |
43.75 |
45.75 |
2.00 |
4.6% |
62.50 |
ATR |
38.03 |
38.58 |
0.55 |
1.4% |
0.00 |
Volume |
377,894 |
331,434 |
-46,460 |
-12.3% |
1,544,867 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,521.25 |
1,499.00 |
1,410.25 |
|
R3 |
1,475.50 |
1,453.25 |
1,397.50 |
|
R2 |
1,429.75 |
1,429.75 |
1,393.50 |
|
R1 |
1,407.50 |
1,407.50 |
1,389.25 |
1,395.75 |
PP |
1,384.00 |
1,384.00 |
1,384.00 |
1,378.25 |
S1 |
1,361.75 |
1,361.75 |
1,380.75 |
1,350.00 |
S2 |
1,338.25 |
1,338.25 |
1,376.50 |
|
S3 |
1,292.50 |
1,316.00 |
1,372.50 |
|
S4 |
1,246.75 |
1,270.25 |
1,359.75 |
|
|
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 |
1,360.75 |
77.00 |
5.6% |
44.50 |
3.2% |
31% |
False |
True |
350,252 |
10 |
1,437.75 |
1,355.00 |
82.75 |
6.0% |
37.75 |
2.7% |
36% |
False |
False |
315,656 |
20 |
1,437.75 |
1,293.50 |
144.25 |
10.4% |
36.75 |
2.7% |
63% |
False |
False |
315,147 |
40 |
1,437.75 |
1,146.75 |
291.00 |
21.0% |
39.50 |
2.8% |
82% |
False |
False |
320,027 |
60 |
1,437.75 |
1,039.50 |
398.25 |
28.8% |
40.00 |
2.9% |
87% |
False |
False |
224,146 |
80 |
1,437.75 |
1,039.50 |
398.25 |
28.8% |
40.50 |
2.9% |
87% |
False |
False |
168,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,601.00 |
2.618 |
1,526.25 |
1.618 |
1,480.50 |
1.000 |
1,452.25 |
0.618 |
1,434.75 |
HIGH |
1,406.50 |
0.618 |
1,389.00 |
0.500 |
1,383.50 |
0.382 |
1,378.25 |
LOW |
1,360.75 |
0.618 |
1,332.50 |
1.000 |
1,315.00 |
1.618 |
1,286.75 |
2.618 |
1,241.00 |
4.250 |
1,166.25 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,384.50 |
1,385.50 |
PP |
1,384.00 |
1,385.25 |
S1 |
1,383.50 |
1,385.25 |
|