Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,450.0 |
4,388.0 |
-62.0 |
-1.4% |
4,442.0 |
High |
4,500.0 |
4,395.5 |
-104.5 |
-2.3% |
4,444.5 |
Low |
4,390.0 |
4,297.0 |
-93.0 |
-2.1% |
4,271.5 |
Close |
4,448.5 |
4,329.0 |
-119.5 |
-2.7% |
4,320.0 |
Range |
110.0 |
98.5 |
-11.5 |
-10.5% |
173.0 |
ATR |
115.8 |
118.4 |
2.5 |
2.2% |
0.0 |
Volume |
111,562 |
100,922 |
-10,640 |
-9.5% |
576,705 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,636.0 |
4,581.0 |
4,383.0 |
|
R3 |
4,537.5 |
4,482.5 |
4,356.0 |
|
R2 |
4,439.0 |
4,439.0 |
4,347.0 |
|
R1 |
4,384.0 |
4,384.0 |
4,338.0 |
4,362.0 |
PP |
4,340.5 |
4,340.5 |
4,340.5 |
4,329.5 |
S1 |
4,285.5 |
4,285.5 |
4,320.0 |
4,264.0 |
S2 |
4,242.0 |
4,242.0 |
4,311.0 |
|
S3 |
4,143.5 |
4,187.0 |
4,302.0 |
|
S4 |
4,045.0 |
4,088.5 |
4,275.0 |
|
|
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 |
4,500.0 |
4,279.5 |
220.5 |
5.1% |
111.0 |
2.6% |
22% |
False |
False |
107,076 |
10 |
4,500.0 |
4,271.5 |
228.5 |
5.3% |
102.5 |
2.4% |
25% |
False |
False |
118,686 |
20 |
4,500.0 |
3,952.5 |
547.5 |
12.6% |
102.5 |
2.4% |
69% |
False |
False |
107,103 |
40 |
4,500.0 |
3,698.0 |
802.0 |
18.5% |
113.0 |
2.6% |
79% |
False |
False |
115,504 |
60 |
4,500.0 |
3,405.5 |
1,094.5 |
25.3% |
114.5 |
2.6% |
84% |
False |
False |
91,984 |
80 |
4,500.0 |
3,405.5 |
1,094.5 |
25.3% |
109.5 |
2.5% |
84% |
False |
False |
69,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,814.0 |
2.618 |
4,653.5 |
1.618 |
4,555.0 |
1.000 |
4,494.0 |
0.618 |
4,456.5 |
HIGH |
4,395.5 |
0.618 |
4,358.0 |
0.500 |
4,346.0 |
0.382 |
4,334.5 |
LOW |
4,297.0 |
0.618 |
4,236.0 |
1.000 |
4,198.5 |
1.618 |
4,137.5 |
2.618 |
4,039.0 |
4.250 |
3,878.5 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,346.0 |
4,398.5 |
PP |
4,340.5 |
4,375.5 |
S1 |
4,335.0 |
4,352.0 |
|