Trading Metrics calculated at close of trading on 28-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,410.25 |
1,402.50 |
-7.75 |
-0.5% |
1,352.25 |
High |
1,428.75 |
1,424.25 |
-4.50 |
-0.3% |
1,423.00 |
Low |
1,397.75 |
1,389.25 |
-8.50 |
-0.6% |
1,342.50 |
Close |
1,404.00 |
1,418.25 |
14.25 |
1.0% |
1,360.75 |
Range |
31.00 |
35.00 |
4.00 |
12.9% |
80.50 |
ATR |
39.68 |
39.35 |
-0.33 |
-0.8% |
0.00 |
Volume |
374,372 |
301,025 |
-73,347 |
-19.6% |
1,471,431 |
|
Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.50 |
1,502.00 |
1,437.50 |
|
R3 |
1,480.50 |
1,467.00 |
1,428.00 |
|
R2 |
1,445.50 |
1,445.50 |
1,424.75 |
|
R1 |
1,432.00 |
1,432.00 |
1,421.50 |
1,438.75 |
PP |
1,410.50 |
1,410.50 |
1,410.50 |
1,414.00 |
S1 |
1,397.00 |
1,397.00 |
1,415.00 |
1,403.75 |
S2 |
1,375.50 |
1,375.50 |
1,411.75 |
|
S3 |
1,340.50 |
1,362.00 |
1,408.50 |
|
S4 |
1,305.50 |
1,327.00 |
1,399.00 |
|
|
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% |
41.25 |
2.9% |
88% |
False |
False |
310,919 |
10 |
1,428.75 |
1,336.50 |
92.25 |
6.5% |
38.75 |
2.7% |
89% |
False |
False |
303,070 |
20 |
1,437.75 |
1,336.50 |
101.25 |
7.1% |
38.75 |
2.7% |
81% |
False |
False |
314,528 |
40 |
1,437.75 |
1,210.00 |
227.75 |
16.1% |
38.50 |
2.7% |
91% |
False |
False |
308,633 |
60 |
1,437.75 |
1,039.50 |
398.25 |
28.1% |
40.25 |
2.8% |
95% |
False |
False |
280,689 |
80 |
1,437.75 |
1,039.50 |
398.25 |
28.1% |
40.25 |
2.8% |
95% |
False |
False |
210,590 |
100 |
1,437.75 |
1,039.50 |
398.25 |
28.1% |
40.25 |
2.8% |
95% |
False |
False |
168,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,573.00 |
2.618 |
1,516.00 |
1.618 |
1,481.00 |
1.000 |
1,459.25 |
0.618 |
1,446.00 |
HIGH |
1,424.25 |
0.618 |
1,411.00 |
0.500 |
1,406.75 |
0.382 |
1,402.50 |
LOW |
1,389.25 |
0.618 |
1,367.50 |
1.000 |
1,354.25 |
1.618 |
1,332.50 |
2.618 |
1,297.50 |
4.250 |
1,240.50 |
|
|
Fisher Pivots for day following 28-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,414.50 |
1,407.50 |
PP |
1,410.50 |
1,396.50 |
S1 |
1,406.75 |
1,385.75 |
|