Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,378 |
8,472 |
94 |
1.1% |
8,037 |
High |
8,479 |
8,570 |
91 |
1.1% |
8,277 |
Low |
8,287 |
8,315 |
28 |
0.3% |
7,861 |
Close |
8,471 |
8,387 |
-84 |
-1.0% |
8,181 |
Range |
192 |
255 |
63 |
32.8% |
416 |
ATR |
207 |
211 |
3 |
1.6% |
0 |
Volume |
125,587 |
186,363 |
60,776 |
48.4% |
859,781 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,189 |
9,043 |
8,527 |
|
R3 |
8,934 |
8,788 |
8,457 |
|
R2 |
8,679 |
8,679 |
8,434 |
|
R1 |
8,533 |
8,533 |
8,411 |
8,479 |
PP |
8,424 |
8,424 |
8,424 |
8,397 |
S1 |
8,278 |
8,278 |
8,364 |
8,224 |
S2 |
8,169 |
8,169 |
8,340 |
|
S3 |
7,914 |
8,023 |
8,317 |
|
S4 |
7,659 |
7,768 |
8,247 |
|
|
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 |
8,570 |
8,047 |
523 |
6.2% |
180 |
2.1% |
65% |
True |
False |
154,668 |
10 |
8,570 |
7,854 |
716 |
8.5% |
194 |
2.3% |
74% |
True |
False |
164,086 |
20 |
8,570 |
7,726 |
844 |
10.1% |
199 |
2.4% |
78% |
True |
False |
165,391 |
40 |
8,570 |
6,779 |
1,791 |
21.4% |
228 |
2.7% |
90% |
True |
False |
171,909 |
60 |
8,570 |
6,416 |
2,154 |
25.7% |
234 |
2.8% |
92% |
True |
False |
114,764 |
80 |
8,570 |
6,416 |
2,154 |
25.7% |
239 |
2.8% |
92% |
True |
False |
86,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,654 |
2.618 |
9,238 |
1.618 |
8,983 |
1.000 |
8,825 |
0.618 |
8,728 |
HIGH |
8,570 |
0.618 |
8,473 |
0.500 |
8,443 |
0.382 |
8,413 |
LOW |
8,315 |
0.618 |
8,158 |
1.000 |
8,060 |
1.618 |
7,903 |
2.618 |
7,648 |
4.250 |
7,231 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,443 |
8,429 |
PP |
8,424 |
8,415 |
S1 |
8,406 |
8,401 |
|