Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
3,824.0 |
3,770.0 |
-54.0 |
-1.4% |
3,732.0 |
High |
3,839.0 |
3,781.0 |
-58.0 |
-1.5% |
3,853.0 |
Low |
3,793.0 |
3,751.0 |
-42.0 |
-1.1% |
3,716.0 |
Close |
3,837.0 |
3,775.0 |
-62.0 |
-1.6% |
3,775.0 |
Range |
46.0 |
30.0 |
-16.0 |
-34.8% |
137.0 |
ATR |
73.2 |
74.1 |
0.9 |
1.2% |
0.0 |
Volume |
27,978 |
21,557 |
-6,421 |
-23.0% |
111,965 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,859.0 |
3,847.0 |
3,791.5 |
|
R3 |
3,829.0 |
3,817.0 |
3,783.3 |
|
R2 |
3,799.0 |
3,799.0 |
3,780.5 |
|
R1 |
3,787.0 |
3,787.0 |
3,777.8 |
3,793.0 |
PP |
3,769.0 |
3,769.0 |
3,769.0 |
3,772.0 |
S1 |
3,757.0 |
3,757.0 |
3,772.3 |
3,763.0 |
S2 |
3,739.0 |
3,739.0 |
3,769.5 |
|
S3 |
3,709.0 |
3,727.0 |
3,766.8 |
|
S4 |
3,679.0 |
3,697.0 |
3,758.5 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,192.3 |
4,120.7 |
3,850.4 |
|
R3 |
4,055.3 |
3,983.7 |
3,812.7 |
|
R2 |
3,918.3 |
3,918.3 |
3,800.1 |
|
R1 |
3,846.7 |
3,846.7 |
3,787.6 |
3,882.5 |
PP |
3,781.3 |
3,781.3 |
3,781.3 |
3,799.3 |
S1 |
3,709.7 |
3,709.7 |
3,762.4 |
3,745.5 |
S2 |
3,644.3 |
3,644.3 |
3,749.9 |
|
S3 |
3,507.3 |
3,572.7 |
3,737.3 |
|
S4 |
3,370.3 |
3,435.7 |
3,699.7 |
|
|
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 |
3,716.0 |
137.0 |
3.6% |
44.0 |
1.2% |
43% |
False |
False |
22,393 |
10 |
3,953.0 |
3,714.0 |
239.0 |
6.3% |
47.5 |
1.3% |
26% |
False |
False |
24,408 |
20 |
3,953.0 |
3,673.0 |
280.0 |
7.4% |
57.9 |
1.5% |
36% |
False |
False |
26,102 |
40 |
3,953.0 |
3,550.0 |
403.0 |
10.7% |
59.9 |
1.6% |
56% |
False |
False |
25,113 |
60 |
3,953.0 |
2,982.0 |
971.0 |
25.7% |
60.2 |
1.6% |
82% |
False |
False |
24,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,908.5 |
2.618 |
3,859.5 |
1.618 |
3,829.5 |
1.000 |
3,811.0 |
0.618 |
3,799.5 |
HIGH |
3,781.0 |
0.618 |
3,769.5 |
0.500 |
3,766.0 |
0.382 |
3,762.5 |
LOW |
3,751.0 |
0.618 |
3,732.5 |
1.000 |
3,721.0 |
1.618 |
3,702.5 |
2.618 |
3,672.5 |
4.250 |
3,623.5 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3,772.0 |
3,802.0 |
PP |
3,769.0 |
3,793.0 |
S1 |
3,766.0 |
3,784.0 |
|