Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
3,752.0 |
3,732.0 |
-20.0 |
-0.5% |
3,951.0 |
High |
3,787.0 |
3,757.0 |
-30.0 |
-0.8% |
3,953.0 |
Low |
3,750.0 |
3,716.0 |
-34.0 |
-0.9% |
3,714.0 |
Close |
3,778.0 |
3,751.0 |
-27.0 |
-0.7% |
3,778.0 |
Range |
37.0 |
41.0 |
4.0 |
10.8% |
239.0 |
ATR |
76.1 |
75.1 |
-1.0 |
-1.3% |
0.0 |
Volume |
20,007 |
17,734 |
-2,273 |
-11.4% |
132,118 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,864.3 |
3,848.7 |
3,773.6 |
|
R3 |
3,823.3 |
3,807.7 |
3,762.3 |
|
R2 |
3,782.3 |
3,782.3 |
3,758.5 |
|
R1 |
3,766.7 |
3,766.7 |
3,754.8 |
3,774.5 |
PP |
3,741.3 |
3,741.3 |
3,741.3 |
3,745.3 |
S1 |
3,725.7 |
3,725.7 |
3,747.2 |
3,733.5 |
S2 |
3,700.3 |
3,700.3 |
3,743.5 |
|
S3 |
3,659.3 |
3,684.7 |
3,739.7 |
|
S4 |
3,618.3 |
3,643.7 |
3,728.5 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,532.0 |
4,394.0 |
3,909.5 |
|
R3 |
4,293.0 |
4,155.0 |
3,843.7 |
|
R2 |
4,054.0 |
4,054.0 |
3,821.8 |
|
R1 |
3,916.0 |
3,916.0 |
3,799.9 |
3,865.5 |
PP |
3,815.0 |
3,815.0 |
3,815.0 |
3,789.8 |
S1 |
3,677.0 |
3,677.0 |
3,756.1 |
3,626.5 |
S2 |
3,576.0 |
3,576.0 |
3,734.2 |
|
S3 |
3,337.0 |
3,438.0 |
3,712.3 |
|
S4 |
3,098.0 |
3,199.0 |
3,646.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,892.0 |
3,714.0 |
178.0 |
4.7% |
47.0 |
1.3% |
21% |
False |
False |
24,877 |
10 |
3,953.0 |
3,714.0 |
239.0 |
6.4% |
51.5 |
1.4% |
15% |
False |
False |
25,922 |
20 |
3,953.0 |
3,655.0 |
298.0 |
7.9% |
60.7 |
1.6% |
32% |
False |
False |
26,479 |
40 |
3,953.0 |
3,467.0 |
486.0 |
13.0% |
62.4 |
1.7% |
58% |
False |
False |
25,132 |
60 |
3,953.0 |
2,982.0 |
971.0 |
25.9% |
59.4 |
1.6% |
79% |
False |
False |
22,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,931.3 |
2.618 |
3,864.3 |
1.618 |
3,823.3 |
1.000 |
3,798.0 |
0.618 |
3,782.3 |
HIGH |
3,757.0 |
0.618 |
3,741.3 |
0.500 |
3,736.5 |
0.382 |
3,731.7 |
LOW |
3,716.0 |
0.618 |
3,690.7 |
1.000 |
3,675.0 |
1.618 |
3,649.7 |
2.618 |
3,608.7 |
4.250 |
3,541.8 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3,746.2 |
3,750.8 |
PP |
3,741.3 |
3,750.7 |
S1 |
3,736.5 |
3,750.5 |
|