Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,436 |
8,288 |
-148 |
-1.8% |
8,173 |
High |
8,467 |
8,349 |
-118 |
-1.4% |
8,570 |
Low |
8,231 |
8,236 |
5 |
0.1% |
8,173 |
Close |
8,294 |
8,287 |
-7 |
-0.1% |
8,516 |
Range |
236 |
113 |
-123 |
-52.1% |
397 |
ATR |
203 |
197 |
-6 |
-3.2% |
0 |
Volume |
177,864 |
171,991 |
-5,873 |
-3.3% |
776,056 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,630 |
8,571 |
8,349 |
|
R3 |
8,517 |
8,458 |
8,318 |
|
R2 |
8,404 |
8,404 |
8,308 |
|
R1 |
8,345 |
8,345 |
8,297 |
8,318 |
PP |
8,291 |
8,291 |
8,291 |
8,277 |
S1 |
8,232 |
8,232 |
8,277 |
8,205 |
S2 |
8,178 |
8,178 |
8,266 |
|
S3 |
8,065 |
8,119 |
8,256 |
|
S4 |
7,952 |
8,006 |
8,225 |
|
|
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 |
8,552 |
8,231 |
321 |
3.9% |
166 |
2.0% |
17% |
False |
False |
169,180 |
10 |
8,570 |
8,047 |
523 |
6.3% |
173 |
2.1% |
46% |
False |
False |
161,924 |
20 |
8,570 |
7,726 |
844 |
10.2% |
191 |
2.3% |
66% |
False |
False |
168,415 |
40 |
8,570 |
7,199 |
1,371 |
16.5% |
217 |
2.6% |
79% |
False |
False |
175,795 |
60 |
8,570 |
6,416 |
2,154 |
26.0% |
233 |
2.8% |
87% |
False |
False |
128,852 |
80 |
8,570 |
6,416 |
2,154 |
26.0% |
232 |
2.8% |
87% |
False |
False |
96,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,829 |
2.618 |
8,645 |
1.618 |
8,532 |
1.000 |
8,462 |
0.618 |
8,419 |
HIGH |
8,349 |
0.618 |
8,306 |
0.500 |
8,293 |
0.382 |
8,279 |
LOW |
8,236 |
0.618 |
8,166 |
1.000 |
8,123 |
1.618 |
8,053 |
2.618 |
7,940 |
4.250 |
7,756 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,293 |
8,356 |
PP |
8,291 |
8,333 |
S1 |
8,289 |
8,310 |
|