Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
3,951.0 |
3,880.0 |
-71.0 |
-1.8% |
3,780.0 |
High |
3,953.0 |
3,886.0 |
-67.0 |
-1.7% |
3,951.0 |
Low |
3,892.0 |
3,845.0 |
-47.0 |
-1.2% |
3,779.0 |
Close |
3,931.0 |
3,869.0 |
-62.0 |
-1.6% |
3,924.0 |
Range |
61.0 |
41.0 |
-20.0 |
-32.8% |
172.0 |
ATR |
74.5 |
75.3 |
0.8 |
1.1% |
0.0 |
Volume |
25,467 |
29,765 |
4,298 |
16.9% |
143,657 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,989.7 |
3,970.3 |
3,891.6 |
|
R3 |
3,948.7 |
3,929.3 |
3,880.3 |
|
R2 |
3,907.7 |
3,907.7 |
3,876.5 |
|
R1 |
3,888.3 |
3,888.3 |
3,872.8 |
3,877.5 |
PP |
3,866.7 |
3,866.7 |
3,866.7 |
3,861.3 |
S1 |
3,847.3 |
3,847.3 |
3,865.2 |
3,836.5 |
S2 |
3,825.7 |
3,825.7 |
3,861.5 |
|
S3 |
3,784.7 |
3,806.3 |
3,857.7 |
|
S4 |
3,743.7 |
3,765.3 |
3,846.5 |
|
|
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 |
2.9% |
51.2 |
1.3% |
24% |
False |
False |
27,355 |
10 |
3,953.0 |
3,673.0 |
280.0 |
7.2% |
57.1 |
1.5% |
70% |
False |
False |
26,969 |
20 |
3,953.0 |
3,655.0 |
298.0 |
7.7% |
63.7 |
1.6% |
72% |
False |
False |
26,093 |
40 |
3,953.0 |
3,343.0 |
610.0 |
15.8% |
64.5 |
1.7% |
86% |
False |
False |
30,844 |
60 |
3,953.0 |
2,982.0 |
971.0 |
25.1% |
57.4 |
1.5% |
91% |
False |
False |
21,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,060.3 |
2.618 |
3,993.3 |
1.618 |
3,952.3 |
1.000 |
3,927.0 |
0.618 |
3,911.3 |
HIGH |
3,886.0 |
0.618 |
3,870.3 |
0.500 |
3,865.5 |
0.382 |
3,860.7 |
LOW |
3,845.0 |
0.618 |
3,819.7 |
1.000 |
3,804.0 |
1.618 |
3,778.7 |
2.618 |
3,737.7 |
4.250 |
3,670.8 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3,867.8 |
3,899.0 |
PP |
3,866.7 |
3,889.0 |
S1 |
3,865.5 |
3,879.0 |
|