Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,402.50 |
1,417.75 |
15.25 |
1.1% |
1,359.75 |
High |
1,424.25 |
1,442.75 |
18.50 |
1.3% |
1,442.75 |
Low |
1,389.25 |
1,411.00 |
21.75 |
1.6% |
1,342.75 |
Close |
1,418.25 |
1,435.50 |
17.25 |
1.2% |
1,435.50 |
Range |
35.00 |
31.75 |
-3.25 |
-9.3% |
100.00 |
ATR |
39.35 |
38.81 |
-0.54 |
-1.4% |
0.00 |
Volume |
301,025 |
313,662 |
12,637 |
4.2% |
1,200,801 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.00 |
1,512.00 |
1,453.00 |
|
R3 |
1,493.25 |
1,480.25 |
1,444.25 |
|
R2 |
1,461.50 |
1,461.50 |
1,441.25 |
|
R1 |
1,448.50 |
1,448.50 |
1,438.50 |
1,455.00 |
PP |
1,429.75 |
1,429.75 |
1,429.75 |
1,433.00 |
S1 |
1,416.75 |
1,416.75 |
1,432.50 |
1,423.25 |
S2 |
1,398.00 |
1,398.00 |
1,429.75 |
|
S3 |
1,366.25 |
1,385.00 |
1,426.75 |
|
S4 |
1,334.50 |
1,353.25 |
1,418.00 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,707.00 |
1,671.25 |
1,490.50 |
|
R3 |
1,607.00 |
1,571.25 |
1,463.00 |
|
R2 |
1,507.00 |
1,507.00 |
1,453.75 |
|
R1 |
1,471.25 |
1,471.25 |
1,444.75 |
1,489.00 |
PP |
1,407.00 |
1,407.00 |
1,407.00 |
1,416.00 |
S1 |
1,371.25 |
1,371.25 |
1,426.25 |
1,389.00 |
S2 |
1,307.00 |
1,307.00 |
1,417.25 |
|
S3 |
1,207.00 |
1,271.25 |
1,408.00 |
|
S4 |
1,107.00 |
1,171.25 |
1,380.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,442.75 |
1,342.75 |
100.00 |
7.0% |
39.25 |
2.7% |
93% |
True |
False |
307,154 |
10 |
1,442.75 |
1,341.25 |
101.50 |
7.1% |
38.75 |
2.7% |
93% |
True |
False |
297,839 |
20 |
1,442.75 |
1,336.50 |
106.25 |
7.4% |
38.25 |
2.7% |
93% |
True |
False |
315,756 |
40 |
1,442.75 |
1,248.75 |
194.00 |
13.5% |
38.00 |
2.7% |
96% |
True |
False |
308,674 |
60 |
1,442.75 |
1,039.50 |
403.25 |
28.1% |
40.50 |
2.8% |
98% |
True |
False |
285,907 |
80 |
1,442.75 |
1,039.50 |
403.25 |
28.1% |
40.00 |
2.8% |
98% |
True |
False |
214,509 |
100 |
1,442.75 |
1,039.50 |
403.25 |
28.1% |
40.25 |
2.8% |
98% |
True |
False |
171,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,577.75 |
2.618 |
1,525.75 |
1.618 |
1,494.00 |
1.000 |
1,474.50 |
0.618 |
1,462.25 |
HIGH |
1,442.75 |
0.618 |
1,430.50 |
0.500 |
1,427.00 |
0.382 |
1,423.25 |
LOW |
1,411.00 |
0.618 |
1,391.50 |
1.000 |
1,379.25 |
1.618 |
1,359.75 |
2.618 |
1,328.00 |
4.250 |
1,276.00 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,432.50 |
1,429.00 |
PP |
1,429.75 |
1,422.50 |
S1 |
1,427.00 |
1,416.00 |
|