Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,344.50 |
1,354.25 |
9.75 |
0.7% |
1,387.00 |
High |
1,368.75 |
1,373.00 |
4.25 |
0.3% |
1,409.75 |
Low |
1,336.50 |
1,341.25 |
4.75 |
0.4% |
1,336.50 |
Close |
1,353.75 |
1,354.25 |
0.50 |
0.0% |
1,354.25 |
Range |
32.25 |
31.75 |
-0.50 |
-1.6% |
73.25 |
ATR |
38.97 |
38.46 |
-0.52 |
-1.3% |
0.00 |
Volume |
365,972 |
306,161 |
-59,811 |
-16.3% |
1,748,281 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.50 |
1,434.50 |
1,371.75 |
|
R3 |
1,419.75 |
1,402.75 |
1,363.00 |
|
R2 |
1,388.00 |
1,388.00 |
1,360.00 |
|
R1 |
1,371.00 |
1,371.00 |
1,357.25 |
1,370.00 |
PP |
1,356.25 |
1,356.25 |
1,356.25 |
1,355.75 |
S1 |
1,339.25 |
1,339.25 |
1,351.25 |
1,338.50 |
S2 |
1,324.50 |
1,324.50 |
1,348.50 |
|
S3 |
1,292.75 |
1,307.50 |
1,345.50 |
|
S4 |
1,261.00 |
1,275.75 |
1,336.75 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.50 |
1,543.75 |
1,394.50 |
|
R3 |
1,513.25 |
1,470.50 |
1,374.50 |
|
R2 |
1,440.00 |
1,440.00 |
1,367.75 |
|
R1 |
1,397.25 |
1,397.25 |
1,361.00 |
1,382.00 |
PP |
1,366.75 |
1,366.75 |
1,366.75 |
1,359.25 |
S1 |
1,324.00 |
1,324.00 |
1,347.50 |
1,308.75 |
S2 |
1,293.50 |
1,293.50 |
1,340.75 |
|
S3 |
1,220.25 |
1,250.75 |
1,334.00 |
|
S4 |
1,147.00 |
1,177.50 |
1,314.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,409.75 |
1,336.50 |
73.25 |
5.4% |
41.00 |
3.0% |
24% |
False |
False |
349,656 |
10 |
1,437.75 |
1,336.50 |
101.25 |
7.5% |
38.75 |
2.9% |
18% |
False |
False |
329,314 |
20 |
1,437.75 |
1,299.75 |
138.00 |
10.2% |
37.50 |
2.8% |
39% |
False |
False |
319,316 |
40 |
1,437.75 |
1,177.25 |
260.50 |
19.2% |
39.25 |
2.9% |
68% |
False |
False |
316,544 |
60 |
1,437.75 |
1,039.50 |
398.25 |
29.4% |
40.50 |
3.0% |
79% |
False |
False |
241,455 |
80 |
1,437.75 |
1,039.50 |
398.25 |
29.4% |
40.25 |
3.0% |
79% |
False |
False |
181,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.00 |
2.618 |
1,456.00 |
1.618 |
1,424.25 |
1.000 |
1,404.75 |
0.618 |
1,392.50 |
HIGH |
1,373.00 |
0.618 |
1,360.75 |
0.500 |
1,357.00 |
0.382 |
1,353.50 |
LOW |
1,341.25 |
0.618 |
1,321.75 |
1.000 |
1,309.50 |
1.618 |
1,290.00 |
2.618 |
1,258.25 |
4.250 |
1,206.25 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,357.00 |
1,363.00 |
PP |
1,356.25 |
1,360.00 |
S1 |
1,355.25 |
1,357.25 |
|