Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,200.0 |
4,318.5 |
118.5 |
2.8% |
4,069.0 |
High |
4,214.0 |
4,334.0 |
120.0 |
2.8% |
4,256.0 |
Low |
4,169.0 |
4,276.0 |
107.0 |
2.6% |
4,012.0 |
Close |
4,193.5 |
4,294.0 |
100.5 |
2.4% |
4,193.5 |
Range |
45.0 |
58.0 |
13.0 |
28.9% |
244.0 |
ATR |
120.0 |
121.5 |
1.5 |
1.2% |
0.0 |
Volume |
35,134 |
0 |
-35,134 |
-100.0% |
439,718 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,475.5 |
4,442.5 |
4,326.0 |
|
R3 |
4,417.5 |
4,384.5 |
4,310.0 |
|
R2 |
4,359.5 |
4,359.5 |
4,304.5 |
|
R1 |
4,326.5 |
4,326.5 |
4,299.5 |
4,314.0 |
PP |
4,301.5 |
4,301.5 |
4,301.5 |
4,295.0 |
S1 |
4,268.5 |
4,268.5 |
4,288.5 |
4,256.0 |
S2 |
4,243.5 |
4,243.5 |
4,283.5 |
|
S3 |
4,185.5 |
4,210.5 |
4,278.0 |
|
S4 |
4,127.5 |
4,152.5 |
4,262.0 |
|
|
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 |
4,334.0 |
4,012.0 |
322.0 |
7.5% |
84.5 |
2.0% |
88% |
True |
False |
67,760 |
10 |
4,334.0 |
3,845.0 |
489.0 |
11.4% |
100.5 |
2.3% |
92% |
True |
False |
91,550 |
20 |
4,334.0 |
3,827.5 |
506.5 |
11.8% |
108.5 |
2.5% |
92% |
True |
False |
106,004 |
40 |
4,334.0 |
3,405.5 |
928.5 |
21.6% |
120.0 |
2.8% |
96% |
True |
False |
101,149 |
60 |
4,334.0 |
3,405.5 |
928.5 |
21.6% |
112.5 |
2.6% |
96% |
True |
False |
67,536 |
80 |
4,596.5 |
3,405.5 |
1,191.0 |
27.7% |
107.5 |
2.5% |
75% |
False |
False |
50,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,580.5 |
2.618 |
4,486.0 |
1.618 |
4,428.0 |
1.000 |
4,392.0 |
0.618 |
4,370.0 |
HIGH |
4,334.0 |
0.618 |
4,312.0 |
0.500 |
4,305.0 |
0.382 |
4,298.0 |
LOW |
4,276.0 |
0.618 |
4,240.0 |
1.000 |
4,218.0 |
1.618 |
4,182.0 |
2.618 |
4,124.0 |
4.250 |
4,029.5 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,305.0 |
4,275.0 |
PP |
4,301.5 |
4,256.5 |
S1 |
4,297.5 |
4,237.5 |
|