Trading Metrics calculated at close of trading on 25-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
25-May-2009 |
Change |
Change % |
Previous Week |
Open |
3,770.0 |
3,758.0 |
-12.0 |
-0.3% |
3,732.0 |
High |
3,781.0 |
3,788.0 |
7.0 |
0.2% |
3,853.0 |
Low |
3,751.0 |
3,720.0 |
-31.0 |
-0.8% |
3,716.0 |
Close |
3,775.0 |
3,750.0 |
-25.0 |
-0.7% |
3,775.0 |
Range |
30.0 |
68.0 |
38.0 |
126.7% |
137.0 |
ATR |
74.1 |
73.7 |
-0.4 |
-0.6% |
0.0 |
Volume |
21,557 |
25,578 |
4,021 |
18.7% |
111,965 |
|
Daily Pivots for day following 25-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,956.7 |
3,921.3 |
3,787.4 |
|
R3 |
3,888.7 |
3,853.3 |
3,768.7 |
|
R2 |
3,820.7 |
3,820.7 |
3,762.5 |
|
R1 |
3,785.3 |
3,785.3 |
3,756.2 |
3,769.0 |
PP |
3,752.7 |
3,752.7 |
3,752.7 |
3,744.5 |
S1 |
3,717.3 |
3,717.3 |
3,743.8 |
3,701.0 |
S2 |
3,684.7 |
3,684.7 |
3,737.5 |
|
S3 |
3,616.7 |
3,649.3 |
3,731.3 |
|
S4 |
3,548.7 |
3,581.3 |
3,712.6 |
|
|
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 |
3,720.0 |
133.0 |
3.5% |
49.4 |
1.3% |
23% |
False |
True |
23,961 |
10 |
3,892.0 |
3,714.0 |
178.0 |
4.7% |
48.2 |
1.3% |
20% |
False |
False |
24,419 |
20 |
3,953.0 |
3,673.0 |
280.0 |
7.5% |
55.9 |
1.5% |
28% |
False |
False |
25,926 |
40 |
3,953.0 |
3,550.0 |
403.0 |
10.7% |
59.9 |
1.6% |
50% |
False |
False |
25,159 |
60 |
3,953.0 |
2,982.0 |
971.0 |
25.9% |
60.6 |
1.6% |
79% |
False |
False |
24,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,077.0 |
2.618 |
3,966.0 |
1.618 |
3,898.0 |
1.000 |
3,856.0 |
0.618 |
3,830.0 |
HIGH |
3,788.0 |
0.618 |
3,762.0 |
0.500 |
3,754.0 |
0.382 |
3,746.0 |
LOW |
3,720.0 |
0.618 |
3,678.0 |
1.000 |
3,652.0 |
1.618 |
3,610.0 |
2.618 |
3,542.0 |
4.250 |
3,431.0 |
|
|
Fisher Pivots for day following 25-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3,754.0 |
3,779.5 |
PP |
3,752.7 |
3,769.7 |
S1 |
3,751.3 |
3,759.8 |
|