Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,265 |
8,475 |
210 |
2.5% |
8,496 |
High |
8,489 |
8,550 |
61 |
0.7% |
8,508 |
Low |
8,176 |
8,441 |
265 |
3.2% |
8,206 |
Close |
8,470 |
8,449 |
-21 |
-0.2% |
8,267 |
Range |
313 |
109 |
-204 |
-65.2% |
302 |
ATR |
203 |
197 |
-7 |
-3.3% |
0 |
Volume |
166,069 |
139,451 |
-26,618 |
-16.0% |
796,418 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,807 |
8,737 |
8,509 |
|
R3 |
8,698 |
8,628 |
8,479 |
|
R2 |
8,589 |
8,589 |
8,469 |
|
R1 |
8,519 |
8,519 |
8,459 |
8,500 |
PP |
8,480 |
8,480 |
8,480 |
8,470 |
S1 |
8,410 |
8,410 |
8,439 |
8,391 |
S2 |
8,371 |
8,371 |
8,429 |
|
S3 |
8,262 |
8,301 |
8,419 |
|
S4 |
8,153 |
8,192 |
8,389 |
|
|
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 |
8,550 |
8,176 |
374 |
4.4% |
188 |
2.2% |
73% |
True |
False |
159,383 |
10 |
8,570 |
8,176 |
394 |
4.7% |
187 |
2.2% |
69% |
False |
False |
160,491 |
20 |
8,570 |
7,752 |
818 |
9.7% |
189 |
2.2% |
85% |
False |
False |
166,624 |
40 |
8,570 |
7,381 |
1,189 |
14.1% |
208 |
2.5% |
90% |
False |
False |
171,335 |
60 |
8,570 |
6,416 |
2,154 |
25.5% |
233 |
2.8% |
94% |
False |
False |
136,293 |
80 |
8,570 |
6,416 |
2,154 |
25.5% |
228 |
2.7% |
94% |
False |
False |
102,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,013 |
2.618 |
8,835 |
1.618 |
8,726 |
1.000 |
8,659 |
0.618 |
8,617 |
HIGH |
8,550 |
0.618 |
8,508 |
0.500 |
8,496 |
0.382 |
8,483 |
LOW |
8,441 |
0.618 |
8,374 |
1.000 |
8,332 |
1.618 |
8,265 |
2.618 |
8,156 |
4.250 |
7,978 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,496 |
8,420 |
PP |
8,480 |
8,392 |
S1 |
8,465 |
8,363 |
|