Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
3,810.0 |
3,850.0 |
40.0 |
1.0% |
3,951.0 |
High |
3,845.0 |
3,853.0 |
8.0 |
0.2% |
3,953.0 |
Low |
3,803.0 |
3,792.0 |
-11.0 |
-0.3% |
3,714.0 |
Close |
3,844.0 |
3,834.0 |
-10.0 |
-0.3% |
3,778.0 |
Range |
42.0 |
61.0 |
19.0 |
45.2% |
239.0 |
ATR |
76.4 |
75.3 |
-1.1 |
-1.4% |
0.0 |
Volume |
21,445 |
23,251 |
1,806 |
8.4% |
132,118 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,009.3 |
3,982.7 |
3,867.6 |
|
R3 |
3,948.3 |
3,921.7 |
3,850.8 |
|
R2 |
3,887.3 |
3,887.3 |
3,845.2 |
|
R1 |
3,860.7 |
3,860.7 |
3,839.6 |
3,843.5 |
PP |
3,826.3 |
3,826.3 |
3,826.3 |
3,817.8 |
S1 |
3,799.7 |
3,799.7 |
3,828.4 |
3,782.5 |
S2 |
3,765.3 |
3,765.3 |
3,822.8 |
|
S3 |
3,704.3 |
3,738.7 |
3,817.2 |
|
S4 |
3,643.3 |
3,677.7 |
3,800.5 |
|
|
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 |
3,853.0 |
3,714.0 |
139.0 |
3.6% |
47.4 |
1.2% |
86% |
True |
False |
22,651 |
10 |
3,953.0 |
3,714.0 |
239.0 |
6.2% |
49.2 |
1.3% |
50% |
False |
False |
25,125 |
20 |
3,953.0 |
3,673.0 |
280.0 |
7.3% |
61.4 |
1.6% |
58% |
False |
False |
26,447 |
40 |
3,953.0 |
3,550.0 |
403.0 |
10.5% |
61.4 |
1.6% |
70% |
False |
False |
25,214 |
60 |
3,953.0 |
2,982.0 |
971.0 |
25.3% |
60.4 |
1.6% |
88% |
False |
False |
23,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,112.3 |
2.618 |
4,012.7 |
1.618 |
3,951.7 |
1.000 |
3,914.0 |
0.618 |
3,890.7 |
HIGH |
3,853.0 |
0.618 |
3,829.7 |
0.500 |
3,822.5 |
0.382 |
3,815.3 |
LOW |
3,792.0 |
0.618 |
3,754.3 |
1.000 |
3,731.0 |
1.618 |
3,693.3 |
2.618 |
3,632.3 |
4.250 |
3,532.8 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3,830.2 |
3,817.5 |
PP |
3,826.3 |
3,801.0 |
S1 |
3,822.5 |
3,784.5 |
|