Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,183.5 |
4,200.0 |
16.5 |
0.4% |
4,069.0 |
High |
4,256.0 |
4,214.0 |
-42.0 |
-1.0% |
4,256.0 |
Low |
4,141.0 |
4,169.0 |
28.0 |
0.7% |
4,012.0 |
Close |
4,207.0 |
4,193.5 |
-13.5 |
-0.3% |
4,193.5 |
Range |
115.0 |
45.0 |
-70.0 |
-60.9% |
244.0 |
ATR |
125.8 |
120.0 |
-5.8 |
-4.6% |
0.0 |
Volume |
101,217 |
35,134 |
-66,083 |
-65.3% |
439,718 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,327.0 |
4,305.5 |
4,218.0 |
|
R3 |
4,282.0 |
4,260.5 |
4,206.0 |
|
R2 |
4,237.0 |
4,237.0 |
4,202.0 |
|
R1 |
4,215.5 |
4,215.5 |
4,197.5 |
4,204.0 |
PP |
4,192.0 |
4,192.0 |
4,192.0 |
4,186.5 |
S1 |
4,170.5 |
4,170.5 |
4,189.5 |
4,159.0 |
S2 |
4,147.0 |
4,147.0 |
4,185.0 |
|
S3 |
4,102.0 |
4,125.5 |
4,181.0 |
|
S4 |
4,057.0 |
4,080.5 |
4,169.0 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,886.0 |
4,783.5 |
4,327.5 |
|
R3 |
4,642.0 |
4,539.5 |
4,260.5 |
|
R2 |
4,398.0 |
4,398.0 |
4,238.0 |
|
R1 |
4,295.5 |
4,295.5 |
4,216.0 |
4,347.0 |
PP |
4,154.0 |
4,154.0 |
4,154.0 |
4,179.5 |
S1 |
4,051.5 |
4,051.5 |
4,171.0 |
4,103.0 |
S2 |
3,910.0 |
3,910.0 |
4,149.0 |
|
S3 |
3,666.0 |
3,807.5 |
4,126.5 |
|
S4 |
3,422.0 |
3,563.5 |
4,059.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,256.0 |
4,012.0 |
244.0 |
5.8% |
91.0 |
2.2% |
74% |
False |
False |
87,943 |
10 |
4,256.0 |
3,845.0 |
411.0 |
9.8% |
111.0 |
2.6% |
85% |
False |
False |
102,384 |
20 |
4,256.0 |
3,827.5 |
428.5 |
10.2% |
112.0 |
2.7% |
85% |
False |
False |
113,423 |
40 |
4,256.0 |
3,405.5 |
850.5 |
20.3% |
122.5 |
2.9% |
93% |
False |
False |
101,152 |
60 |
4,262.5 |
3,405.5 |
857.0 |
20.4% |
112.5 |
2.7% |
92% |
False |
False |
67,541 |
80 |
4,596.5 |
3,405.5 |
1,191.0 |
28.4% |
107.5 |
2.6% |
66% |
False |
False |
50,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,405.0 |
2.618 |
4,332.0 |
1.618 |
4,287.0 |
1.000 |
4,259.0 |
0.618 |
4,242.0 |
HIGH |
4,214.0 |
0.618 |
4,197.0 |
0.500 |
4,191.5 |
0.382 |
4,186.0 |
LOW |
4,169.0 |
0.618 |
4,141.0 |
1.000 |
4,124.0 |
1.618 |
4,096.0 |
2.618 |
4,051.0 |
4.250 |
3,978.0 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,193.0 |
4,180.0 |
PP |
4,192.0 |
4,166.5 |
S1 |
4,191.5 |
4,153.0 |
|