Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,389.00 |
1,393.00 |
4.00 |
0.3% |
1,387.00 |
High |
1,410.50 |
1,423.00 |
12.50 |
0.9% |
1,409.75 |
Low |
1,379.00 |
1,386.50 |
7.50 |
0.5% |
1,336.50 |
Close |
1,394.00 |
1,392.50 |
-1.50 |
-0.1% |
1,354.25 |
Range |
31.50 |
36.50 |
5.00 |
15.9% |
73.25 |
ATR |
38.73 |
38.57 |
-0.16 |
-0.4% |
0.00 |
Volume |
271,860 |
266,271 |
-5,589 |
-2.1% |
1,748,281 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.25 |
1,487.75 |
1,412.50 |
|
R3 |
1,473.75 |
1,451.25 |
1,402.50 |
|
R2 |
1,437.25 |
1,437.25 |
1,399.25 |
|
R1 |
1,414.75 |
1,414.75 |
1,395.75 |
1,407.75 |
PP |
1,400.75 |
1,400.75 |
1,400.75 |
1,397.00 |
S1 |
1,378.25 |
1,378.25 |
1,389.25 |
1,371.25 |
S2 |
1,364.25 |
1,364.25 |
1,385.75 |
|
S3 |
1,327.75 |
1,341.75 |
1,382.50 |
|
S4 |
1,291.25 |
1,305.25 |
1,372.50 |
|
|
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 |
1,423.00 |
1,336.50 |
86.50 |
6.2% |
36.50 |
2.6% |
65% |
True |
False |
295,221 |
10 |
1,437.75 |
1,336.50 |
101.25 |
7.3% |
42.00 |
3.0% |
55% |
False |
False |
334,134 |
20 |
1,437.75 |
1,319.00 |
118.75 |
8.5% |
37.00 |
2.7% |
62% |
False |
False |
317,015 |
40 |
1,437.75 |
1,203.50 |
234.25 |
16.8% |
38.75 |
2.8% |
81% |
False |
False |
310,868 |
60 |
1,437.75 |
1,039.50 |
398.25 |
28.6% |
40.25 |
2.9% |
89% |
False |
False |
254,844 |
80 |
1,437.75 |
1,039.50 |
398.25 |
28.6% |
40.00 |
2.9% |
89% |
False |
False |
191,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,578.00 |
2.618 |
1,518.50 |
1.618 |
1,482.00 |
1.000 |
1,459.50 |
0.618 |
1,445.50 |
HIGH |
1,423.00 |
0.618 |
1,409.00 |
0.500 |
1,404.75 |
0.382 |
1,400.50 |
LOW |
1,386.50 |
0.618 |
1,364.00 |
1.000 |
1,350.00 |
1.618 |
1,327.50 |
2.618 |
1,291.00 |
4.250 |
1,231.50 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,404.75 |
1,389.25 |
PP |
1,400.75 |
1,386.00 |
S1 |
1,396.50 |
1,382.75 |
|