Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,359.75 |
1,410.25 |
50.50 |
3.7% |
1,352.25 |
High |
1,414.50 |
1,428.75 |
14.25 |
1.0% |
1,423.00 |
Low |
1,342.75 |
1,397.75 |
55.00 |
4.1% |
1,342.50 |
Close |
1,410.75 |
1,404.00 |
-6.75 |
-0.5% |
1,360.75 |
Range |
71.75 |
31.00 |
-40.75 |
-56.8% |
80.50 |
ATR |
40.35 |
39.68 |
-0.67 |
-1.7% |
0.00 |
Volume |
211,742 |
374,372 |
162,630 |
76.8% |
1,471,431 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,503.25 |
1,484.50 |
1,421.00 |
|
R3 |
1,472.25 |
1,453.50 |
1,412.50 |
|
R2 |
1,441.25 |
1,441.25 |
1,409.75 |
|
R1 |
1,422.50 |
1,422.50 |
1,406.75 |
1,416.50 |
PP |
1,410.25 |
1,410.25 |
1,410.25 |
1,407.00 |
S1 |
1,391.50 |
1,391.50 |
1,401.25 |
1,385.50 |
S2 |
1,379.25 |
1,379.25 |
1,398.25 |
|
S3 |
1,348.25 |
1,360.50 |
1,395.50 |
|
S4 |
1,317.25 |
1,329.50 |
1,387.00 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,617.00 |
1,569.25 |
1,405.00 |
|
R3 |
1,536.50 |
1,488.75 |
1,383.00 |
|
R2 |
1,456.00 |
1,456.00 |
1,375.50 |
|
R1 |
1,408.25 |
1,408.25 |
1,368.25 |
1,432.00 |
PP |
1,375.50 |
1,375.50 |
1,375.50 |
1,387.25 |
S1 |
1,327.75 |
1,327.75 |
1,353.25 |
1,351.50 |
S2 |
1,295.00 |
1,295.00 |
1,346.00 |
|
S3 |
1,214.50 |
1,247.25 |
1,338.50 |
|
S4 |
1,134.00 |
1,166.75 |
1,316.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,428.75 |
1,342.75 |
86.00 |
6.1% |
41.50 |
3.0% |
71% |
True |
False |
303,968 |
10 |
1,428.75 |
1,336.50 |
92.25 |
6.6% |
40.50 |
2.9% |
73% |
True |
False |
309,649 |
20 |
1,437.75 |
1,336.50 |
101.25 |
7.2% |
39.25 |
2.8% |
67% |
False |
False |
312,653 |
40 |
1,437.75 |
1,210.00 |
227.75 |
16.2% |
38.50 |
2.7% |
85% |
False |
False |
308,800 |
60 |
1,437.75 |
1,039.50 |
398.25 |
28.4% |
40.50 |
2.9% |
92% |
False |
False |
275,679 |
80 |
1,437.75 |
1,039.50 |
398.25 |
28.4% |
40.25 |
2.9% |
92% |
False |
False |
206,864 |
100 |
1,437.75 |
1,039.50 |
398.25 |
28.4% |
40.25 |
2.9% |
92% |
False |
False |
165,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.50 |
2.618 |
1,510.00 |
1.618 |
1,479.00 |
1.000 |
1,459.75 |
0.618 |
1,448.00 |
HIGH |
1,428.75 |
0.618 |
1,417.00 |
0.500 |
1,413.25 |
0.382 |
1,409.50 |
LOW |
1,397.75 |
0.618 |
1,378.50 |
1.000 |
1,366.75 |
1.618 |
1,347.50 |
2.618 |
1,316.50 |
4.250 |
1,266.00 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,413.25 |
1,398.00 |
PP |
1,410.25 |
1,391.75 |
S1 |
1,407.00 |
1,385.75 |
|