Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,363 |
8,378 |
15 |
0.2% |
8,037 |
High |
8,410 |
8,479 |
69 |
0.8% |
8,277 |
Low |
8,311 |
8,287 |
-24 |
-0.3% |
7,861 |
Close |
8,382 |
8,471 |
89 |
1.1% |
8,181 |
Range |
99 |
192 |
93 |
93.9% |
416 |
ATR |
208 |
207 |
-1 |
-0.6% |
0 |
Volume |
151,874 |
125,587 |
-26,287 |
-17.3% |
859,781 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,988 |
8,922 |
8,577 |
|
R3 |
8,796 |
8,730 |
8,524 |
|
R2 |
8,604 |
8,604 |
8,506 |
|
R1 |
8,538 |
8,538 |
8,489 |
8,571 |
PP |
8,412 |
8,412 |
8,412 |
8,429 |
S1 |
8,346 |
8,346 |
8,454 |
8,379 |
S2 |
8,220 |
8,220 |
8,436 |
|
S3 |
8,028 |
8,154 |
8,418 |
|
S4 |
7,836 |
7,962 |
8,366 |
|
|
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 |
8,479 |
8,047 |
432 |
5.1% |
168 |
2.0% |
98% |
True |
False |
151,704 |
10 |
8,479 |
7,752 |
727 |
8.6% |
191 |
2.3% |
99% |
True |
False |
166,322 |
20 |
8,479 |
7,653 |
826 |
9.8% |
195 |
2.3% |
99% |
True |
False |
163,609 |
40 |
8,479 |
6,466 |
2,013 |
23.8% |
232 |
2.7% |
100% |
True |
False |
167,291 |
60 |
8,479 |
6,416 |
2,063 |
24.4% |
237 |
2.8% |
100% |
True |
False |
111,660 |
80 |
8,479 |
6,416 |
2,063 |
24.4% |
238 |
2.8% |
100% |
True |
False |
83,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,295 |
2.618 |
8,982 |
1.618 |
8,790 |
1.000 |
8,671 |
0.618 |
8,598 |
HIGH |
8,479 |
0.618 |
8,406 |
0.500 |
8,383 |
0.382 |
8,360 |
LOW |
8,287 |
0.618 |
8,168 |
1.000 |
8,095 |
1.618 |
7,976 |
2.618 |
7,784 |
4.250 |
7,471 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,442 |
8,423 |
PP |
8,412 |
8,374 |
S1 |
8,383 |
8,326 |
|