Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,403 |
8,436 |
33 |
0.4% |
8,173 |
High |
8,481 |
8,467 |
-14 |
-0.2% |
8,570 |
Low |
8,327 |
8,231 |
-96 |
-1.2% |
8,173 |
Close |
8,436 |
8,294 |
-142 |
-1.7% |
8,516 |
Range |
154 |
236 |
82 |
53.2% |
397 |
ATR |
201 |
203 |
3 |
1.2% |
0 |
Volume |
134,384 |
177,864 |
43,480 |
32.4% |
776,056 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,039 |
8,902 |
8,424 |
|
R3 |
8,803 |
8,666 |
8,359 |
|
R2 |
8,567 |
8,567 |
8,337 |
|
R1 |
8,430 |
8,430 |
8,316 |
8,381 |
PP |
8,331 |
8,331 |
8,331 |
8,306 |
S1 |
8,194 |
8,194 |
8,272 |
8,145 |
S2 |
8,095 |
8,095 |
8,251 |
|
S3 |
7,859 |
7,958 |
8,229 |
|
S4 |
7,623 |
7,722 |
8,164 |
|
|
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 |
8,231 |
339 |
4.1% |
194 |
2.3% |
19% |
False |
True |
172,055 |
10 |
8,570 |
8,047 |
523 |
6.3% |
181 |
2.2% |
47% |
False |
False |
161,879 |
20 |
8,570 |
7,726 |
844 |
10.2% |
196 |
2.4% |
67% |
False |
False |
168,187 |
40 |
8,570 |
7,199 |
1,371 |
16.5% |
222 |
2.7% |
80% |
False |
False |
175,965 |
60 |
8,570 |
6,416 |
2,154 |
26.0% |
235 |
2.8% |
87% |
False |
False |
125,989 |
80 |
8,570 |
6,416 |
2,154 |
26.0% |
237 |
2.9% |
87% |
False |
False |
94,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,470 |
2.618 |
9,085 |
1.618 |
8,849 |
1.000 |
8,703 |
0.618 |
8,613 |
HIGH |
8,467 |
0.618 |
8,377 |
0.500 |
8,349 |
0.382 |
8,321 |
LOW |
8,231 |
0.618 |
8,085 |
1.000 |
7,995 |
1.618 |
7,849 |
2.618 |
7,613 |
4.250 |
7,228 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,349 |
8,370 |
PP |
8,331 |
8,344 |
S1 |
8,312 |
8,319 |
|