Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,427.0 |
4,306.0 |
-121.0 |
-2.7% |
4,318.5 |
High |
4,428.5 |
4,364.0 |
-64.5 |
-1.5% |
4,496.0 |
Low |
4,283.0 |
4,271.5 |
-11.5 |
-0.3% |
4,276.0 |
Close |
4,319.0 |
4,336.0 |
17.0 |
0.4% |
4,437.0 |
Range |
145.5 |
92.5 |
-53.0 |
-36.4% |
220.0 |
ATR |
118.3 |
116.5 |
-1.8 |
-1.6% |
0.0 |
Volume |
103,886 |
126,977 |
23,091 |
22.2% |
477,754 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.5 |
4,561.0 |
4,387.0 |
|
R3 |
4,509.0 |
4,468.5 |
4,361.5 |
|
R2 |
4,416.5 |
4,416.5 |
4,353.0 |
|
R1 |
4,376.0 |
4,376.0 |
4,344.5 |
4,396.0 |
PP |
4,324.0 |
4,324.0 |
4,324.0 |
4,334.0 |
S1 |
4,283.5 |
4,283.5 |
4,327.5 |
4,304.0 |
S2 |
4,231.5 |
4,231.5 |
4,319.0 |
|
S3 |
4,139.0 |
4,191.0 |
4,310.5 |
|
S4 |
4,046.5 |
4,098.5 |
4,285.0 |
|
|
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 |
4,482.5 |
4,271.5 |
211.0 |
4.9% |
94.0 |
2.2% |
31% |
False |
True |
130,296 |
10 |
4,496.0 |
4,141.0 |
355.0 |
8.2% |
96.5 |
2.2% |
55% |
False |
False |
107,226 |
20 |
4,496.0 |
3,845.0 |
651.0 |
15.0% |
107.0 |
2.5% |
75% |
False |
False |
109,127 |
40 |
4,496.0 |
3,683.5 |
812.5 |
18.7% |
114.5 |
2.6% |
80% |
False |
False |
123,995 |
60 |
4,496.0 |
3,405.5 |
1,090.5 |
25.1% |
112.5 |
2.6% |
85% |
False |
False |
83,113 |
80 |
4,496.0 |
3,405.5 |
1,090.5 |
25.1% |
109.5 |
2.5% |
85% |
False |
False |
62,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,757.0 |
2.618 |
4,606.0 |
1.618 |
4,513.5 |
1.000 |
4,456.5 |
0.618 |
4,421.0 |
HIGH |
4,364.0 |
0.618 |
4,328.5 |
0.500 |
4,318.0 |
0.382 |
4,307.0 |
LOW |
4,271.5 |
0.618 |
4,214.5 |
1.000 |
4,179.0 |
1.618 |
4,122.0 |
2.618 |
4,029.5 |
4.250 |
3,878.5 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,330.0 |
4,352.0 |
PP |
4,324.0 |
4,347.0 |
S1 |
4,318.0 |
4,341.5 |
|