Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,386.00 |
1,344.50 |
-41.50 |
-3.0% |
1,397.50 |
High |
1,389.50 |
1,368.75 |
-20.75 |
-1.5% |
1,437.75 |
Low |
1,338.25 |
1,336.50 |
-1.75 |
-0.1% |
1,375.25 |
Close |
1,344.25 |
1,353.75 |
9.50 |
0.7% |
1,389.50 |
Range |
51.25 |
32.25 |
-19.00 |
-37.1% |
62.50 |
ATR |
39.49 |
38.97 |
-0.52 |
-1.3% |
0.00 |
Volume |
366,820 |
365,972 |
-848 |
-0.2% |
1,544,867 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.75 |
1,434.00 |
1,371.50 |
|
R3 |
1,417.50 |
1,401.75 |
1,362.50 |
|
R2 |
1,385.25 |
1,385.25 |
1,359.75 |
|
R1 |
1,369.50 |
1,369.50 |
1,356.75 |
1,377.50 |
PP |
1,353.00 |
1,353.00 |
1,353.00 |
1,357.00 |
S1 |
1,337.25 |
1,337.25 |
1,350.75 |
1,345.00 |
S2 |
1,320.75 |
1,320.75 |
1,347.75 |
|
S3 |
1,288.50 |
1,305.00 |
1,345.00 |
|
S4 |
1,256.25 |
1,272.75 |
1,336.00 |
|
|
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 |
1,410.25 |
1,336.50 |
73.75 |
5.4% |
41.50 |
3.1% |
23% |
False |
True |
366,934 |
10 |
1,437.75 |
1,336.50 |
101.25 |
7.5% |
37.75 |
2.8% |
17% |
False |
True |
333,673 |
20 |
1,437.75 |
1,299.75 |
138.00 |
10.2% |
37.00 |
2.7% |
39% |
False |
False |
321,899 |
40 |
1,437.75 |
1,177.25 |
260.50 |
19.2% |
39.25 |
2.9% |
68% |
False |
False |
319,016 |
60 |
1,437.75 |
1,039.50 |
398.25 |
29.4% |
40.50 |
3.0% |
79% |
False |
False |
236,354 |
80 |
1,437.75 |
1,039.50 |
398.25 |
29.4% |
40.50 |
3.0% |
79% |
False |
False |
177,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,505.75 |
2.618 |
1,453.25 |
1.618 |
1,421.00 |
1.000 |
1,401.00 |
0.618 |
1,388.75 |
HIGH |
1,368.75 |
0.618 |
1,356.50 |
0.500 |
1,352.50 |
0.382 |
1,348.75 |
LOW |
1,336.50 |
0.618 |
1,316.50 |
1.000 |
1,304.25 |
1.618 |
1,284.25 |
2.618 |
1,252.00 |
4.250 |
1,199.50 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,353.50 |
1,371.50 |
PP |
1,353.00 |
1,365.50 |
S1 |
1,352.50 |
1,359.75 |
|