Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,318.5 |
4,289.0 |
-29.5 |
-0.7% |
4,069.0 |
High |
4,334.0 |
4,414.0 |
80.0 |
1.8% |
4,256.0 |
Low |
4,276.0 |
4,286.0 |
10.0 |
0.2% |
4,012.0 |
Close |
4,294.0 |
4,371.0 |
77.0 |
1.8% |
4,193.5 |
Range |
58.0 |
128.0 |
70.0 |
120.7% |
244.0 |
ATR |
121.5 |
122.0 |
0.5 |
0.4% |
0.0 |
Volume |
0 |
128,414 |
128,414 |
|
439,718 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,741.0 |
4,684.0 |
4,441.5 |
|
R3 |
4,613.0 |
4,556.0 |
4,406.0 |
|
R2 |
4,485.0 |
4,485.0 |
4,394.5 |
|
R1 |
4,428.0 |
4,428.0 |
4,382.5 |
4,456.5 |
PP |
4,357.0 |
4,357.0 |
4,357.0 |
4,371.0 |
S1 |
4,300.0 |
4,300.0 |
4,359.5 |
4,328.5 |
S2 |
4,229.0 |
4,229.0 |
4,347.5 |
|
S3 |
4,101.0 |
4,172.0 |
4,336.0 |
|
S4 |
3,973.0 |
4,044.0 |
4,300.5 |
|
|
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 |
4,414.0 |
4,049.5 |
364.5 |
8.3% |
95.5 |
2.2% |
88% |
True |
False |
75,488 |
10 |
4,414.0 |
3,902.5 |
511.5 |
11.7% |
98.5 |
2.3% |
92% |
True |
False |
93,612 |
20 |
4,414.0 |
3,827.5 |
586.5 |
13.4% |
109.0 |
2.5% |
93% |
True |
False |
103,982 |
40 |
4,414.0 |
3,405.5 |
1,008.5 |
23.1% |
118.5 |
2.7% |
96% |
True |
False |
104,356 |
60 |
4,414.0 |
3,405.5 |
1,008.5 |
23.1% |
112.0 |
2.6% |
96% |
True |
False |
69,676 |
80 |
4,533.5 |
3,405.5 |
1,128.0 |
25.8% |
108.5 |
2.5% |
86% |
False |
False |
52,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,958.0 |
2.618 |
4,749.0 |
1.618 |
4,621.0 |
1.000 |
4,542.0 |
0.618 |
4,493.0 |
HIGH |
4,414.0 |
0.618 |
4,365.0 |
0.500 |
4,350.0 |
0.382 |
4,335.0 |
LOW |
4,286.0 |
0.618 |
4,207.0 |
1.000 |
4,158.0 |
1.618 |
4,079.0 |
2.618 |
3,951.0 |
4.250 |
3,742.0 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,364.0 |
4,344.5 |
PP |
4,357.0 |
4,318.0 |
S1 |
4,350.0 |
4,291.5 |
|