Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,294.0 |
4,446.5 |
152.5 |
3.6% |
4,442.0 |
High |
4,450.0 |
4,485.0 |
35.0 |
0.8% |
4,444.5 |
Low |
4,279.5 |
4,414.0 |
134.5 |
3.1% |
4,271.5 |
Close |
4,412.5 |
4,440.5 |
28.0 |
0.6% |
4,320.0 |
Range |
170.5 |
71.0 |
-99.5 |
-58.4% |
173.0 |
ATR |
119.6 |
116.3 |
-3.4 |
-2.8% |
0.0 |
Volume |
104,424 |
99,934 |
-4,490 |
-4.3% |
576,705 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,659.5 |
4,621.0 |
4,479.5 |
|
R3 |
4,588.5 |
4,550.0 |
4,460.0 |
|
R2 |
4,517.5 |
4,517.5 |
4,453.5 |
|
R1 |
4,479.0 |
4,479.0 |
4,447.0 |
4,463.0 |
PP |
4,446.5 |
4,446.5 |
4,446.5 |
4,438.5 |
S1 |
4,408.0 |
4,408.0 |
4,434.0 |
4,392.0 |
S2 |
4,375.5 |
4,375.5 |
4,427.5 |
|
S3 |
4,304.5 |
4,337.0 |
4,421.0 |
|
S4 |
4,233.5 |
4,266.0 |
4,401.5 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,864.5 |
4,765.0 |
4,415.0 |
|
R3 |
4,691.5 |
4,592.0 |
4,367.5 |
|
R2 |
4,518.5 |
4,518.5 |
4,351.5 |
|
R1 |
4,419.0 |
4,419.0 |
4,336.0 |
4,382.0 |
PP |
4,345.5 |
4,345.5 |
4,345.5 |
4,327.0 |
S1 |
4,246.0 |
4,246.0 |
4,304.0 |
4,209.0 |
S2 |
4,172.5 |
4,172.5 |
4,288.5 |
|
S3 |
3,999.5 |
4,073.0 |
4,272.5 |
|
S4 |
3,826.5 |
3,900.0 |
4,225.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,485.0 |
4,271.5 |
213.5 |
4.8% |
117.0 |
2.6% |
79% |
True |
False |
110,752 |
10 |
4,496.0 |
4,271.5 |
224.5 |
5.1% |
109.5 |
2.5% |
75% |
False |
False |
125,881 |
20 |
4,496.0 |
3,845.0 |
651.0 |
14.7% |
105.0 |
2.4% |
91% |
False |
False |
108,715 |
40 |
4,496.0 |
3,698.0 |
798.0 |
18.0% |
114.5 |
2.6% |
93% |
False |
False |
118,483 |
60 |
4,496.0 |
3,405.5 |
1,090.5 |
24.6% |
113.5 |
2.6% |
95% |
False |
False |
88,447 |
80 |
4,496.0 |
3,405.5 |
1,090.5 |
24.6% |
109.5 |
2.5% |
95% |
False |
False |
66,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,787.0 |
2.618 |
4,671.0 |
1.618 |
4,600.0 |
1.000 |
4,556.0 |
0.618 |
4,529.0 |
HIGH |
4,485.0 |
0.618 |
4,458.0 |
0.500 |
4,449.5 |
0.382 |
4,441.0 |
LOW |
4,414.0 |
0.618 |
4,370.0 |
1.000 |
4,343.0 |
1.618 |
4,299.0 |
2.618 |
4,228.0 |
4.250 |
4,112.0 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,449.5 |
4,421.0 |
PP |
4,446.5 |
4,401.5 |
S1 |
4,443.5 |
4,382.0 |
|