Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,496 |
8,403 |
-93 |
-1.1% |
8,173 |
High |
8,508 |
8,481 |
-27 |
-0.3% |
8,570 |
Low |
8,369 |
8,327 |
-42 |
-0.5% |
8,173 |
Close |
8,402 |
8,436 |
34 |
0.4% |
8,516 |
Range |
139 |
154 |
15 |
10.8% |
397 |
ATR |
205 |
201 |
-4 |
-1.8% |
0 |
Volume |
170,638 |
134,384 |
-36,254 |
-21.2% |
776,056 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,877 |
8,810 |
8,521 |
|
R3 |
8,723 |
8,656 |
8,478 |
|
R2 |
8,569 |
8,569 |
8,464 |
|
R1 |
8,502 |
8,502 |
8,450 |
8,536 |
PP |
8,415 |
8,415 |
8,415 |
8,431 |
S1 |
8,348 |
8,348 |
8,422 |
8,382 |
S2 |
8,261 |
8,261 |
8,408 |
|
S3 |
8,107 |
8,194 |
8,394 |
|
S4 |
7,953 |
8,040 |
8,351 |
|
|
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 |
8,287 |
283 |
3.4% |
186 |
2.2% |
53% |
False |
False |
161,599 |
10 |
8,570 |
7,944 |
626 |
7.4% |
184 |
2.2% |
79% |
False |
False |
160,367 |
20 |
8,570 |
7,726 |
844 |
10.0% |
193 |
2.3% |
84% |
False |
False |
168,505 |
40 |
8,570 |
7,119 |
1,451 |
17.2% |
222 |
2.6% |
91% |
False |
False |
176,442 |
60 |
8,570 |
6,416 |
2,154 |
25.5% |
232 |
2.8% |
94% |
False |
False |
123,027 |
80 |
8,570 |
6,416 |
2,154 |
25.5% |
234 |
2.8% |
94% |
False |
False |
92,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,136 |
2.618 |
8,884 |
1.618 |
8,730 |
1.000 |
8,635 |
0.618 |
8,576 |
HIGH |
8,481 |
0.618 |
8,422 |
0.500 |
8,404 |
0.382 |
8,386 |
LOW |
8,327 |
0.618 |
8,232 |
1.000 |
8,173 |
1.618 |
8,078 |
2.618 |
7,924 |
4.250 |
7,673 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,425 |
8,440 |
PP |
8,415 |
8,438 |
S1 |
8,404 |
8,437 |
|