Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
3,880.0 |
3,873.0 |
-7.0 |
-0.2% |
3,780.0 |
High |
3,886.0 |
3,892.0 |
6.0 |
0.2% |
3,951.0 |
Low |
3,845.0 |
3,832.0 |
-13.0 |
-0.3% |
3,779.0 |
Close |
3,869.0 |
3,840.0 |
-29.0 |
-0.7% |
3,924.0 |
Range |
41.0 |
60.0 |
19.0 |
46.3% |
172.0 |
ATR |
75.3 |
74.2 |
-1.1 |
-1.5% |
0.0 |
Volume |
29,765 |
26,058 |
-3,707 |
-12.5% |
143,657 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,034.7 |
3,997.3 |
3,873.0 |
|
R3 |
3,974.7 |
3,937.3 |
3,856.5 |
|
R2 |
3,914.7 |
3,914.7 |
3,851.0 |
|
R1 |
3,877.3 |
3,877.3 |
3,845.5 |
3,866.0 |
PP |
3,854.7 |
3,854.7 |
3,854.7 |
3,849.0 |
S1 |
3,817.3 |
3,817.3 |
3,834.5 |
3,806.0 |
S2 |
3,794.7 |
3,794.7 |
3,829.0 |
|
S3 |
3,734.7 |
3,757.3 |
3,823.5 |
|
S4 |
3,674.7 |
3,697.3 |
3,807.0 |
|
|
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 |
3,832.0 |
121.0 |
3.2% |
51.0 |
1.3% |
7% |
False |
True |
27,599 |
10 |
3,953.0 |
3,744.0 |
209.0 |
5.4% |
57.4 |
1.5% |
46% |
False |
False |
27,310 |
20 |
3,953.0 |
3,655.0 |
298.0 |
7.8% |
64.5 |
1.7% |
62% |
False |
False |
26,410 |
40 |
3,953.0 |
3,386.0 |
567.0 |
14.8% |
64.8 |
1.7% |
80% |
False |
False |
29,672 |
60 |
3,953.0 |
2,982.0 |
971.0 |
25.3% |
58.4 |
1.5% |
88% |
False |
False |
21,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,147.0 |
2.618 |
4,049.1 |
1.618 |
3,989.1 |
1.000 |
3,952.0 |
0.618 |
3,929.1 |
HIGH |
3,892.0 |
0.618 |
3,869.1 |
0.500 |
3,862.0 |
0.382 |
3,854.9 |
LOW |
3,832.0 |
0.618 |
3,794.9 |
1.000 |
3,772.0 |
1.618 |
3,734.9 |
2.618 |
3,674.9 |
4.250 |
3,577.0 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3,862.0 |
3,892.5 |
PP |
3,854.7 |
3,875.0 |
S1 |
3,847.3 |
3,857.5 |
|