Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
3,873.0 |
3,763.0 |
-110.0 |
-2.8% |
3,780.0 |
High |
3,892.0 |
3,770.0 |
-122.0 |
-3.1% |
3,951.0 |
Low |
3,832.0 |
3,714.0 |
-118.0 |
-3.1% |
3,779.0 |
Close |
3,840.0 |
3,735.0 |
-105.0 |
-2.7% |
3,924.0 |
Range |
60.0 |
56.0 |
-4.0 |
-6.7% |
172.0 |
ATR |
74.2 |
77.9 |
3.7 |
5.0% |
0.0 |
Volume |
26,058 |
30,821 |
4,763 |
18.3% |
143,657 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,907.7 |
3,877.3 |
3,765.8 |
|
R3 |
3,851.7 |
3,821.3 |
3,750.4 |
|
R2 |
3,795.7 |
3,795.7 |
3,745.3 |
|
R1 |
3,765.3 |
3,765.3 |
3,740.1 |
3,752.5 |
PP |
3,739.7 |
3,739.7 |
3,739.7 |
3,733.3 |
S1 |
3,709.3 |
3,709.3 |
3,729.9 |
3,696.5 |
S2 |
3,683.7 |
3,683.7 |
3,724.7 |
|
S3 |
3,627.7 |
3,653.3 |
3,719.6 |
|
S4 |
3,571.7 |
3,597.3 |
3,704.2 |
|
|
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 |
3,714.0 |
239.0 |
6.4% |
52.2 |
1.4% |
9% |
False |
True |
26,797 |
10 |
3,953.0 |
3,714.0 |
239.0 |
6.4% |
58.3 |
1.6% |
9% |
False |
True |
27,141 |
20 |
3,953.0 |
3,655.0 |
298.0 |
8.0% |
64.7 |
1.7% |
27% |
False |
False |
26,783 |
40 |
3,953.0 |
3,445.0 |
508.0 |
13.6% |
63.5 |
1.7% |
57% |
False |
False |
26,856 |
60 |
3,953.0 |
2,982.0 |
971.0 |
26.0% |
58.6 |
1.6% |
78% |
False |
False |
22,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,008.0 |
2.618 |
3,916.6 |
1.618 |
3,860.6 |
1.000 |
3,826.0 |
0.618 |
3,804.6 |
HIGH |
3,770.0 |
0.618 |
3,748.6 |
0.500 |
3,742.0 |
0.382 |
3,735.4 |
LOW |
3,714.0 |
0.618 |
3,679.4 |
1.000 |
3,658.0 |
1.618 |
3,623.4 |
2.618 |
3,567.4 |
4.250 |
3,476.0 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3,742.0 |
3,803.0 |
PP |
3,739.7 |
3,780.3 |
S1 |
3,737.3 |
3,757.7 |
|