Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
3,765.0 |
3,761.0 |
-4.0 |
-0.1% |
3,758.0 |
High |
3,766.0 |
3,840.0 |
74.0 |
2.0% |
3,840.0 |
Low |
3,732.0 |
3,761.0 |
29.0 |
0.8% |
3,720.0 |
Close |
3,735.0 |
3,799.0 |
64.0 |
1.7% |
3,799.0 |
Range |
34.0 |
79.0 |
45.0 |
132.4% |
120.0 |
ATR |
71.4 |
73.8 |
2.4 |
3.4% |
0.0 |
Volume |
28,583 |
32,270 |
3,687 |
12.9% |
136,350 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,037.0 |
3,997.0 |
3,842.5 |
|
R3 |
3,958.0 |
3,918.0 |
3,820.7 |
|
R2 |
3,879.0 |
3,879.0 |
3,813.5 |
|
R1 |
3,839.0 |
3,839.0 |
3,806.2 |
3,859.0 |
PP |
3,800.0 |
3,800.0 |
3,800.0 |
3,810.0 |
S1 |
3,760.0 |
3,760.0 |
3,791.8 |
3,780.0 |
S2 |
3,721.0 |
3,721.0 |
3,784.5 |
|
S3 |
3,642.0 |
3,681.0 |
3,777.3 |
|
S4 |
3,563.0 |
3,602.0 |
3,755.6 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,146.3 |
4,092.7 |
3,865.0 |
|
R3 |
4,026.3 |
3,972.7 |
3,832.0 |
|
R2 |
3,906.3 |
3,906.3 |
3,821.0 |
|
R1 |
3,852.7 |
3,852.7 |
3,810.0 |
3,879.5 |
PP |
3,786.3 |
3,786.3 |
3,786.3 |
3,799.8 |
S1 |
3,732.7 |
3,732.7 |
3,788.0 |
3,759.5 |
S2 |
3,666.3 |
3,666.3 |
3,777.0 |
|
S3 |
3,546.3 |
3,612.7 |
3,766.0 |
|
S4 |
3,426.3 |
3,492.7 |
3,733.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,840.0 |
3,720.0 |
120.0 |
3.2% |
62.2 |
1.6% |
66% |
True |
False |
27,270 |
10 |
3,853.0 |
3,716.0 |
137.0 |
3.6% |
53.1 |
1.4% |
61% |
False |
False |
24,831 |
20 |
3,953.0 |
3,714.0 |
239.0 |
6.3% |
55.8 |
1.5% |
36% |
False |
False |
26,204 |
40 |
3,953.0 |
3,611.0 |
342.0 |
9.0% |
59.6 |
1.6% |
55% |
False |
False |
25,383 |
60 |
3,953.0 |
3,118.0 |
835.0 |
22.0% |
59.7 |
1.6% |
82% |
False |
False |
26,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,175.8 |
2.618 |
4,046.8 |
1.618 |
3,967.8 |
1.000 |
3,919.0 |
0.618 |
3,888.8 |
HIGH |
3,840.0 |
0.618 |
3,809.8 |
0.500 |
3,800.5 |
0.382 |
3,791.2 |
LOW |
3,761.0 |
0.618 |
3,712.2 |
1.000 |
3,682.0 |
1.618 |
3,633.2 |
2.618 |
3,554.2 |
4.250 |
3,425.3 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
3,800.5 |
3,794.7 |
PP |
3,800.0 |
3,790.3 |
S1 |
3,799.5 |
3,786.0 |
|