Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,400.0 |
4,412.0 |
12.0 |
0.3% |
4,318.5 |
High |
4,496.0 |
4,482.5 |
-13.5 |
-0.3% |
4,496.0 |
Low |
4,345.5 |
4,389.0 |
43.5 |
1.0% |
4,276.0 |
Close |
4,362.0 |
4,437.0 |
75.0 |
1.7% |
4,437.0 |
Range |
150.5 |
93.5 |
-57.0 |
-37.9% |
220.0 |
ATR |
124.0 |
123.8 |
-0.3 |
-0.2% |
0.0 |
Volume |
156,022 |
193,318 |
37,296 |
23.9% |
477,754 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,716.5 |
4,670.5 |
4,488.5 |
|
R3 |
4,623.0 |
4,577.0 |
4,462.5 |
|
R2 |
4,529.5 |
4,529.5 |
4,454.0 |
|
R1 |
4,483.5 |
4,483.5 |
4,445.5 |
4,506.5 |
PP |
4,436.0 |
4,436.0 |
4,436.0 |
4,448.0 |
S1 |
4,390.0 |
4,390.0 |
4,428.5 |
4,413.0 |
S2 |
4,342.5 |
4,342.5 |
4,420.0 |
|
S3 |
4,249.0 |
4,296.5 |
4,411.5 |
|
S4 |
4,155.5 |
4,203.0 |
4,385.5 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,063.0 |
4,970.0 |
4,558.0 |
|
R3 |
4,843.0 |
4,750.0 |
4,497.5 |
|
R2 |
4,623.0 |
4,623.0 |
4,477.5 |
|
R1 |
4,530.0 |
4,530.0 |
4,457.0 |
4,576.5 |
PP |
4,403.0 |
4,403.0 |
4,403.0 |
4,426.0 |
S1 |
4,310.0 |
4,310.0 |
4,417.0 |
4,356.5 |
S2 |
4,183.0 |
4,183.0 |
4,396.5 |
|
S3 |
3,963.0 |
4,090.0 |
4,376.5 |
|
S4 |
3,743.0 |
3,870.0 |
4,316.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,496.0 |
4,169.0 |
327.0 |
7.4% |
95.0 |
2.1% |
82% |
False |
False |
102,577 |
10 |
4,496.0 |
3,990.0 |
506.0 |
11.4% |
102.5 |
2.3% |
88% |
False |
False |
102,846 |
20 |
4,496.0 |
3,827.5 |
668.5 |
15.1% |
107.0 |
2.4% |
91% |
False |
False |
109,142 |
40 |
4,496.0 |
3,405.5 |
1,090.5 |
24.6% |
117.5 |
2.7% |
95% |
False |
False |
113,060 |
60 |
4,496.0 |
3,405.5 |
1,090.5 |
24.6% |
112.0 |
2.5% |
95% |
False |
False |
75,489 |
80 |
4,496.0 |
3,405.5 |
1,090.5 |
24.6% |
109.5 |
2.5% |
95% |
False |
False |
56,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,880.0 |
2.618 |
4,727.5 |
1.618 |
4,634.0 |
1.000 |
4,576.0 |
0.618 |
4,540.5 |
HIGH |
4,482.5 |
0.618 |
4,447.0 |
0.500 |
4,436.0 |
0.382 |
4,424.5 |
LOW |
4,389.0 |
0.618 |
4,331.0 |
1.000 |
4,295.5 |
1.618 |
4,237.5 |
2.618 |
4,144.0 |
4.250 |
3,991.5 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,436.5 |
4,421.5 |
PP |
4,436.0 |
4,406.5 |
S1 |
4,436.0 |
4,391.0 |
|