Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,397.00 |
1,386.00 |
-11.00 |
-0.8% |
1,397.50 |
High |
1,406.50 |
1,389.50 |
-17.00 |
-1.2% |
1,437.75 |
Low |
1,360.75 |
1,338.25 |
-22.50 |
-1.7% |
1,375.25 |
Close |
1,385.00 |
1,344.25 |
-40.75 |
-2.9% |
1,389.50 |
Range |
45.75 |
51.25 |
5.50 |
12.0% |
62.50 |
ATR |
38.58 |
39.49 |
0.90 |
2.3% |
0.00 |
Volume |
331,434 |
366,820 |
35,386 |
10.7% |
1,544,867 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,511.00 |
1,479.00 |
1,372.50 |
|
R3 |
1,459.75 |
1,427.75 |
1,358.25 |
|
R2 |
1,408.50 |
1,408.50 |
1,353.75 |
|
R1 |
1,376.50 |
1,376.50 |
1,349.00 |
1,367.00 |
PP |
1,357.25 |
1,357.25 |
1,357.25 |
1,352.50 |
S1 |
1,325.25 |
1,325.25 |
1,339.50 |
1,315.50 |
S2 |
1,306.00 |
1,306.00 |
1,334.75 |
|
S3 |
1,254.75 |
1,274.00 |
1,330.25 |
|
S4 |
1,203.50 |
1,222.75 |
1,316.00 |
|
|
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 |
1,338.25 |
99.50 |
7.4% |
47.50 |
3.5% |
6% |
False |
True |
373,047 |
10 |
1,437.75 |
1,338.25 |
99.50 |
7.4% |
38.75 |
2.9% |
6% |
False |
True |
325,986 |
20 |
1,437.75 |
1,299.75 |
138.00 |
10.3% |
38.00 |
2.8% |
32% |
False |
False |
319,358 |
40 |
1,437.75 |
1,177.25 |
260.50 |
19.4% |
39.50 |
2.9% |
64% |
False |
False |
319,545 |
60 |
1,437.75 |
1,039.50 |
398.25 |
29.6% |
40.75 |
3.0% |
77% |
False |
False |
230,256 |
80 |
1,437.75 |
1,039.50 |
398.25 |
29.6% |
41.25 |
3.1% |
77% |
False |
False |
172,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,607.25 |
2.618 |
1,523.75 |
1.618 |
1,472.50 |
1.000 |
1,440.75 |
0.618 |
1,421.25 |
HIGH |
1,389.50 |
0.618 |
1,370.00 |
0.500 |
1,364.00 |
0.382 |
1,357.75 |
LOW |
1,338.25 |
0.618 |
1,306.50 |
1.000 |
1,287.00 |
1.618 |
1,255.25 |
2.618 |
1,204.00 |
4.250 |
1,120.50 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,364.00 |
1,374.00 |
PP |
1,357.25 |
1,364.00 |
S1 |
1,350.75 |
1,354.25 |
|