Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,288 |
8,293 |
5 |
0.1% |
8,496 |
High |
8,349 |
8,374 |
25 |
0.3% |
8,508 |
Low |
8,236 |
8,206 |
-30 |
-0.4% |
8,206 |
Close |
8,287 |
8,267 |
-20 |
-0.2% |
8,267 |
Range |
113 |
168 |
55 |
48.7% |
302 |
ATR |
197 |
195 |
-2 |
-1.1% |
0 |
Volume |
171,991 |
141,541 |
-30,450 |
-17.7% |
796,418 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,786 |
8,695 |
8,360 |
|
R3 |
8,618 |
8,527 |
8,313 |
|
R2 |
8,450 |
8,450 |
8,298 |
|
R1 |
8,359 |
8,359 |
8,283 |
8,321 |
PP |
8,282 |
8,282 |
8,282 |
8,263 |
S1 |
8,191 |
8,191 |
8,252 |
8,153 |
S2 |
8,114 |
8,114 |
8,236 |
|
S3 |
7,946 |
8,023 |
8,221 |
|
S4 |
7,778 |
7,855 |
8,175 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,233 |
9,052 |
8,433 |
|
R3 |
8,931 |
8,750 |
8,350 |
|
R2 |
8,629 |
8,629 |
8,322 |
|
R1 |
8,448 |
8,448 |
8,295 |
8,388 |
PP |
8,327 |
8,327 |
8,327 |
8,297 |
S1 |
8,146 |
8,146 |
8,239 |
8,086 |
S2 |
8,025 |
8,025 |
8,212 |
|
S3 |
7,723 |
7,844 |
8,184 |
|
S4 |
7,421 |
7,542 |
8,101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,508 |
8,206 |
302 |
3.7% |
162 |
2.0% |
20% |
False |
True |
159,283 |
10 |
8,570 |
8,173 |
397 |
4.8% |
175 |
2.1% |
24% |
False |
False |
157,247 |
20 |
8,570 |
7,726 |
844 |
10.2% |
193 |
2.3% |
64% |
False |
False |
166,059 |
40 |
8,570 |
7,199 |
1,371 |
16.6% |
216 |
2.6% |
78% |
False |
False |
172,871 |
60 |
8,570 |
6,416 |
2,154 |
26.1% |
233 |
2.8% |
86% |
False |
False |
131,207 |
80 |
8,570 |
6,416 |
2,154 |
26.1% |
230 |
2.8% |
86% |
False |
False |
98,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,088 |
2.618 |
8,814 |
1.618 |
8,646 |
1.000 |
8,542 |
0.618 |
8,478 |
HIGH |
8,374 |
0.618 |
8,310 |
0.500 |
8,290 |
0.382 |
8,270 |
LOW |
8,206 |
0.618 |
8,102 |
1.000 |
8,038 |
1.618 |
7,934 |
2.618 |
7,766 |
4.250 |
7,492 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,290 |
8,337 |
PP |
8,282 |
8,313 |
S1 |
8,275 |
8,290 |
|