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 |
3,910.0 |
3,951.0 |
41.0 |
1.0% |
3,780.0 |
High |
3,941.0 |
3,953.0 |
12.0 |
0.3% |
3,951.0 |
Low |
3,898.0 |
3,892.0 |
-6.0 |
-0.2% |
3,779.0 |
Close |
3,924.0 |
3,931.0 |
7.0 |
0.2% |
3,924.0 |
Range |
43.0 |
61.0 |
18.0 |
41.9% |
172.0 |
ATR |
75.6 |
74.5 |
-1.0 |
-1.4% |
0.0 |
Volume |
21,875 |
25,467 |
3,592 |
16.4% |
143,657 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,108.3 |
4,080.7 |
3,964.6 |
|
R3 |
4,047.3 |
4,019.7 |
3,947.8 |
|
R2 |
3,986.3 |
3,986.3 |
3,942.2 |
|
R1 |
3,958.7 |
3,958.7 |
3,936.6 |
3,942.0 |
PP |
3,925.3 |
3,925.3 |
3,925.3 |
3,917.0 |
S1 |
3,897.7 |
3,897.7 |
3,925.4 |
3,881.0 |
S2 |
3,864.3 |
3,864.3 |
3,919.8 |
|
S3 |
3,803.3 |
3,836.7 |
3,914.2 |
|
S4 |
3,742.3 |
3,775.7 |
3,897.5 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.7 |
4,334.3 |
4,018.6 |
|
R3 |
4,228.7 |
4,162.3 |
3,971.3 |
|
R2 |
4,056.7 |
4,056.7 |
3,955.5 |
|
R1 |
3,990.3 |
3,990.3 |
3,939.8 |
4,023.5 |
PP |
3,884.7 |
3,884.7 |
3,884.7 |
3,901.3 |
S1 |
3,818.3 |
3,818.3 |
3,908.2 |
3,851.5 |
S2 |
3,712.7 |
3,712.7 |
3,892.5 |
|
S3 |
3,540.7 |
3,646.3 |
3,876.7 |
|
S4 |
3,368.7 |
3,474.3 |
3,829.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,953.0 |
3,842.0 |
111.0 |
2.8% |
56.0 |
1.4% |
80% |
True |
False |
26,968 |
10 |
3,953.0 |
3,673.0 |
280.0 |
7.1% |
63.6 |
1.6% |
92% |
True |
False |
27,433 |
20 |
3,953.0 |
3,655.0 |
298.0 |
7.6% |
65.0 |
1.7% |
93% |
True |
False |
25,822 |
40 |
3,953.0 |
3,295.0 |
658.0 |
16.7% |
65.2 |
1.7% |
97% |
True |
False |
30,662 |
60 |
3,953.0 |
2,982.0 |
971.0 |
24.7% |
56.8 |
1.4% |
98% |
True |
False |
20,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,212.3 |
2.618 |
4,112.7 |
1.618 |
4,051.7 |
1.000 |
4,014.0 |
0.618 |
3,990.7 |
HIGH |
3,953.0 |
0.618 |
3,929.7 |
0.500 |
3,922.5 |
0.382 |
3,915.3 |
LOW |
3,892.0 |
0.618 |
3,854.3 |
1.000 |
3,831.0 |
1.618 |
3,793.3 |
2.618 |
3,732.3 |
4.250 |
3,632.8 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3,928.2 |
3,928.2 |
PP |
3,925.3 |
3,925.3 |
S1 |
3,922.5 |
3,922.5 |
|