Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,388.0 |
4,345.0 |
-43.0 |
-1.0% |
4,294.0 |
High |
4,395.5 |
4,379.0 |
-16.5 |
-0.4% |
4,500.0 |
Low |
4,297.0 |
4,315.5 |
18.5 |
0.4% |
4,279.5 |
Close |
4,329.0 |
4,344.0 |
15.0 |
0.3% |
4,344.0 |
Range |
98.5 |
63.5 |
-35.0 |
-35.5% |
220.5 |
ATR |
118.4 |
114.5 |
-3.9 |
-3.3% |
0.0 |
Volume |
100,922 |
112,331 |
11,409 |
11.3% |
529,173 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,536.5 |
4,504.0 |
4,379.0 |
|
R3 |
4,473.0 |
4,440.5 |
4,361.5 |
|
R2 |
4,409.5 |
4,409.5 |
4,355.5 |
|
R1 |
4,377.0 |
4,377.0 |
4,350.0 |
4,361.5 |
PP |
4,346.0 |
4,346.0 |
4,346.0 |
4,338.5 |
S1 |
4,313.5 |
4,313.5 |
4,338.0 |
4,298.0 |
S2 |
4,282.5 |
4,282.5 |
4,332.5 |
|
S3 |
4,219.0 |
4,250.0 |
4,326.5 |
|
S4 |
4,155.5 |
4,186.5 |
4,309.0 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,036.0 |
4,910.5 |
4,465.5 |
|
R3 |
4,815.5 |
4,690.0 |
4,404.5 |
|
R2 |
4,595.0 |
4,595.0 |
4,384.5 |
|
R1 |
4,469.5 |
4,469.5 |
4,364.0 |
4,532.0 |
PP |
4,374.5 |
4,374.5 |
4,374.5 |
4,406.0 |
S1 |
4,249.0 |
4,249.0 |
4,324.0 |
4,312.0 |
S2 |
4,154.0 |
4,154.0 |
4,303.5 |
|
S3 |
3,933.5 |
4,028.5 |
4,283.5 |
|
S4 |
3,713.0 |
3,808.0 |
4,222.5 |
|
|
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% |
102.5 |
2.4% |
29% |
False |
False |
105,834 |
10 |
4,500.0 |
4,271.5 |
228.5 |
5.3% |
99.5 |
2.3% |
32% |
False |
False |
110,587 |
20 |
4,500.0 |
3,990.0 |
510.0 |
11.7% |
101.0 |
2.3% |
69% |
False |
False |
106,716 |
40 |
4,500.0 |
3,698.0 |
802.0 |
18.5% |
110.5 |
2.5% |
81% |
False |
False |
114,806 |
60 |
4,500.0 |
3,405.5 |
1,094.5 |
25.2% |
114.5 |
2.6% |
86% |
False |
False |
93,851 |
80 |
4,500.0 |
3,405.5 |
1,094.5 |
25.2% |
109.0 |
2.5% |
86% |
False |
False |
70,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,649.0 |
2.618 |
4,545.0 |
1.618 |
4,481.5 |
1.000 |
4,442.5 |
0.618 |
4,418.0 |
HIGH |
4,379.0 |
0.618 |
4,354.5 |
0.500 |
4,347.0 |
0.382 |
4,340.0 |
LOW |
4,315.5 |
0.618 |
4,276.5 |
1.000 |
4,252.0 |
1.618 |
4,213.0 |
2.618 |
4,149.5 |
4.250 |
4,045.5 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,347.0 |
4,398.5 |
PP |
4,346.0 |
4,380.5 |
S1 |
4,345.0 |
4,362.0 |
|