Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,173 |
8,363 |
190 |
2.3% |
8,037 |
High |
8,383 |
8,410 |
27 |
0.3% |
8,277 |
Low |
8,173 |
8,311 |
138 |
1.7% |
7,861 |
Close |
8,359 |
8,382 |
23 |
0.3% |
8,181 |
Range |
210 |
99 |
-111 |
-52.9% |
416 |
ATR |
217 |
208 |
-8 |
-3.9% |
0 |
Volume |
121,206 |
151,874 |
30,668 |
25.3% |
859,781 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,665 |
8,622 |
8,437 |
|
R3 |
8,566 |
8,523 |
8,409 |
|
R2 |
8,467 |
8,467 |
8,400 |
|
R1 |
8,424 |
8,424 |
8,391 |
8,446 |
PP |
8,368 |
8,368 |
8,368 |
8,378 |
S1 |
8,325 |
8,325 |
8,373 |
8,347 |
S2 |
8,269 |
8,269 |
8,364 |
|
S3 |
8,170 |
8,226 |
8,355 |
|
S4 |
8,071 |
8,127 |
8,328 |
|
|
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 |
8,410 |
7,944 |
466 |
5.6% |
182 |
2.2% |
94% |
True |
False |
159,135 |
10 |
8,410 |
7,752 |
658 |
7.9% |
192 |
2.3% |
96% |
True |
False |
172,757 |
20 |
8,410 |
7,653 |
757 |
9.0% |
197 |
2.4% |
96% |
True |
False |
164,507 |
40 |
8,410 |
6,461 |
1,949 |
23.3% |
232 |
2.8% |
99% |
True |
False |
164,182 |
60 |
8,410 |
6,416 |
1,994 |
23.8% |
236 |
2.8% |
99% |
True |
False |
109,568 |
80 |
8,497 |
6,416 |
2,081 |
24.8% |
237 |
2.8% |
94% |
False |
False |
82,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,831 |
2.618 |
8,669 |
1.618 |
8,570 |
1.000 |
8,509 |
0.618 |
8,471 |
HIGH |
8,410 |
0.618 |
8,372 |
0.500 |
8,361 |
0.382 |
8,349 |
LOW |
8,311 |
0.618 |
8,250 |
1.000 |
8,212 |
1.618 |
8,151 |
2.618 |
8,052 |
4.250 |
7,890 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,375 |
8,331 |
PP |
8,368 |
8,280 |
S1 |
8,361 |
8,229 |
|