Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,412.0 |
4,442.0 |
30.0 |
0.7% |
4,318.5 |
High |
4,482.5 |
4,444.5 |
-38.0 |
-0.8% |
4,496.0 |
Low |
4,389.0 |
4,372.5 |
-16.5 |
-0.4% |
4,276.0 |
Close |
4,437.0 |
4,401.0 |
-36.0 |
-0.8% |
4,437.0 |
Range |
93.5 |
72.0 |
-21.5 |
-23.0% |
220.0 |
ATR |
123.8 |
120.1 |
-3.7 |
-3.0% |
0.0 |
Volume |
193,318 |
138,245 |
-55,073 |
-28.5% |
477,754 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,622.0 |
4,583.5 |
4,440.5 |
|
R3 |
4,550.0 |
4,511.5 |
4,421.0 |
|
R2 |
4,478.0 |
4,478.0 |
4,414.0 |
|
R1 |
4,439.5 |
4,439.5 |
4,407.5 |
4,423.0 |
PP |
4,406.0 |
4,406.0 |
4,406.0 |
4,397.5 |
S1 |
4,367.5 |
4,367.5 |
4,394.5 |
4,351.0 |
S2 |
4,334.0 |
4,334.0 |
4,388.0 |
|
S3 |
4,262.0 |
4,295.5 |
4,381.0 |
|
S4 |
4,190.0 |
4,223.5 |
4,361.5 |
|
|
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 |
4,276.0 |
220.0 |
5.0% |
100.5 |
2.3% |
57% |
False |
False |
123,199 |
10 |
4,496.0 |
4,012.0 |
484.0 |
11.0% |
95.5 |
2.2% |
80% |
False |
False |
105,571 |
20 |
4,496.0 |
3,845.0 |
651.0 |
14.8% |
106.5 |
2.4% |
85% |
False |
False |
109,551 |
40 |
4,496.0 |
3,405.5 |
1,090.5 |
24.8% |
116.5 |
2.6% |
91% |
False |
False |
116,499 |
60 |
4,496.0 |
3,405.5 |
1,090.5 |
24.8% |
111.5 |
2.5% |
91% |
False |
False |
77,790 |
80 |
4,496.0 |
3,405.5 |
1,090.5 |
24.8% |
109.5 |
2.5% |
91% |
False |
False |
58,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,750.5 |
2.618 |
4,633.0 |
1.618 |
4,561.0 |
1.000 |
4,516.5 |
0.618 |
4,489.0 |
HIGH |
4,444.5 |
0.618 |
4,417.0 |
0.500 |
4,408.5 |
0.382 |
4,400.0 |
LOW |
4,372.5 |
0.618 |
4,328.0 |
1.000 |
4,300.5 |
1.618 |
4,256.0 |
2.618 |
4,184.0 |
4.250 |
4,066.5 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,408.5 |
4,421.0 |
PP |
4,406.0 |
4,414.0 |
S1 |
4,403.5 |
4,407.5 |
|