Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,086 |
8,173 |
87 |
1.1% |
8,037 |
High |
8,192 |
8,383 |
191 |
2.3% |
8,277 |
Low |
8,047 |
8,173 |
126 |
1.6% |
7,861 |
Close |
8,181 |
8,359 |
178 |
2.2% |
8,181 |
Range |
145 |
210 |
65 |
44.8% |
416 |
ATR |
217 |
217 |
-1 |
-0.2% |
0 |
Volume |
188,313 |
121,206 |
-67,107 |
-35.6% |
859,781 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,935 |
8,857 |
8,475 |
|
R3 |
8,725 |
8,647 |
8,417 |
|
R2 |
8,515 |
8,515 |
8,398 |
|
R1 |
8,437 |
8,437 |
8,378 |
8,476 |
PP |
8,305 |
8,305 |
8,305 |
8,325 |
S1 |
8,227 |
8,227 |
8,340 |
8,266 |
S2 |
8,095 |
8,095 |
8,321 |
|
S3 |
7,885 |
8,017 |
8,301 |
|
S4 |
7,675 |
7,807 |
8,244 |
|
|
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 |
8,383 |
7,861 |
522 |
6.2% |
199 |
2.4% |
95% |
True |
False |
162,388 |
10 |
8,383 |
7,726 |
657 |
7.9% |
202 |
2.4% |
96% |
True |
False |
172,665 |
20 |
8,383 |
7,653 |
730 |
8.7% |
205 |
2.5% |
97% |
True |
False |
165,073 |
40 |
8,383 |
6,416 |
1,967 |
23.5% |
237 |
2.8% |
99% |
True |
False |
160,415 |
60 |
8,383 |
6,416 |
1,967 |
23.5% |
239 |
2.9% |
99% |
True |
False |
107,038 |
80 |
8,721 |
6,416 |
2,305 |
27.6% |
239 |
2.9% |
84% |
False |
False |
80,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,276 |
2.618 |
8,933 |
1.618 |
8,723 |
1.000 |
8,593 |
0.618 |
8,513 |
HIGH |
8,383 |
0.618 |
8,303 |
0.500 |
8,278 |
0.382 |
8,253 |
LOW |
8,173 |
0.618 |
8,043 |
1.000 |
7,963 |
1.618 |
7,833 |
2.618 |
7,623 |
4.250 |
7,281 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,332 |
8,311 |
PP |
8,305 |
8,263 |
S1 |
8,278 |
8,215 |
|