Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,472 |
8,385 |
-87 |
-1.0% |
8,173 |
High |
8,570 |
8,552 |
-18 |
-0.2% |
8,570 |
Low |
8,315 |
8,365 |
50 |
0.6% |
8,173 |
Close |
8,387 |
8,516 |
129 |
1.5% |
8,516 |
Range |
255 |
187 |
-68 |
-26.7% |
397 |
ATR |
211 |
209 |
-2 |
-0.8% |
0 |
Volume |
186,363 |
191,026 |
4,663 |
2.5% |
776,056 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,039 |
8,964 |
8,619 |
|
R3 |
8,852 |
8,777 |
8,568 |
|
R2 |
8,665 |
8,665 |
8,550 |
|
R1 |
8,590 |
8,590 |
8,533 |
8,628 |
PP |
8,478 |
8,478 |
8,478 |
8,496 |
S1 |
8,403 |
8,403 |
8,499 |
8,441 |
S2 |
8,291 |
8,291 |
8,482 |
|
S3 |
8,104 |
8,216 |
8,465 |
|
S4 |
7,917 |
8,029 |
8,413 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,611 |
9,460 |
8,734 |
|
R3 |
9,214 |
9,063 |
8,625 |
|
R2 |
8,817 |
8,817 |
8,589 |
|
R1 |
8,666 |
8,666 |
8,553 |
8,742 |
PP |
8,420 |
8,420 |
8,420 |
8,457 |
S1 |
8,269 |
8,269 |
8,480 |
8,345 |
S2 |
8,023 |
8,023 |
8,443 |
|
S3 |
7,626 |
7,872 |
8,407 |
|
S4 |
7,229 |
7,475 |
8,298 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,570 |
8,173 |
397 |
4.7% |
189 |
2.2% |
86% |
False |
False |
155,211 |
10 |
8,570 |
7,861 |
709 |
8.3% |
190 |
2.2% |
92% |
False |
False |
163,583 |
20 |
8,570 |
7,726 |
844 |
9.9% |
196 |
2.3% |
94% |
False |
False |
167,253 |
40 |
8,570 |
7,053 |
1,517 |
17.8% |
224 |
2.6% |
96% |
False |
False |
176,518 |
60 |
8,570 |
6,416 |
2,154 |
25.3% |
235 |
2.8% |
97% |
False |
False |
117,946 |
80 |
8,570 |
6,416 |
2,154 |
25.3% |
237 |
2.8% |
97% |
False |
False |
88,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,347 |
2.618 |
9,042 |
1.618 |
8,855 |
1.000 |
8,739 |
0.618 |
8,668 |
HIGH |
8,552 |
0.618 |
8,481 |
0.500 |
8,459 |
0.382 |
8,437 |
LOW |
8,365 |
0.618 |
8,250 |
1.000 |
8,178 |
1.618 |
8,063 |
2.618 |
7,876 |
4.250 |
7,570 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,497 |
8,487 |
PP |
8,478 |
8,458 |
S1 |
8,459 |
8,429 |
|