Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,114 |
8,086 |
-28 |
-0.3% |
8,037 |
High |
8,277 |
8,192 |
-85 |
-1.0% |
8,277 |
Low |
8,083 |
8,047 |
-36 |
-0.4% |
7,861 |
Close |
8,126 |
8,181 |
55 |
0.7% |
8,181 |
Range |
194 |
145 |
-49 |
-25.3% |
416 |
ATR |
223 |
217 |
-6 |
-2.5% |
0 |
Volume |
171,544 |
188,313 |
16,769 |
9.8% |
859,781 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,575 |
8,523 |
8,261 |
|
R3 |
8,430 |
8,378 |
8,221 |
|
R2 |
8,285 |
8,285 |
8,208 |
|
R1 |
8,233 |
8,233 |
8,194 |
8,259 |
PP |
8,140 |
8,140 |
8,140 |
8,153 |
S1 |
8,088 |
8,088 |
8,168 |
8,114 |
S2 |
7,995 |
7,995 |
8,155 |
|
S3 |
7,850 |
7,943 |
8,141 |
|
S4 |
7,705 |
7,798 |
8,101 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,354 |
9,184 |
8,410 |
|
R3 |
8,938 |
8,768 |
8,296 |
|
R2 |
8,522 |
8,522 |
8,257 |
|
R1 |
8,352 |
8,352 |
8,219 |
8,437 |
PP |
8,106 |
8,106 |
8,106 |
8,149 |
S1 |
7,936 |
7,936 |
8,143 |
8,021 |
S2 |
7,690 |
7,690 |
8,105 |
|
S3 |
7,274 |
7,520 |
8,067 |
|
S4 |
6,858 |
7,104 |
7,952 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,277 |
7,861 |
416 |
5.1% |
192 |
2.3% |
77% |
False |
False |
171,956 |
10 |
8,277 |
7,726 |
551 |
6.7% |
210 |
2.6% |
83% |
False |
False |
174,871 |
20 |
8,277 |
7,653 |
624 |
7.6% |
204 |
2.5% |
85% |
False |
False |
169,481 |
40 |
8,277 |
6,416 |
1,861 |
22.7% |
240 |
2.9% |
95% |
False |
False |
157,407 |
60 |
8,277 |
6,416 |
1,861 |
22.7% |
240 |
2.9% |
95% |
False |
False |
105,019 |
80 |
8,721 |
6,416 |
2,305 |
28.2% |
238 |
2.9% |
77% |
False |
False |
78,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,808 |
2.618 |
8,572 |
1.618 |
8,427 |
1.000 |
8,337 |
0.618 |
8,282 |
HIGH |
8,192 |
0.618 |
8,137 |
0.500 |
8,120 |
0.382 |
8,103 |
LOW |
8,047 |
0.618 |
7,958 |
1.000 |
7,902 |
1.618 |
7,813 |
2.618 |
7,668 |
4.250 |
7,431 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,161 |
8,158 |
PP |
8,140 |
8,134 |
S1 |
8,120 |
8,111 |
|