Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,475 |
8,441 |
-34 |
-0.4% |
8,496 |
High |
8,550 |
8,576 |
26 |
0.3% |
8,508 |
Low |
8,441 |
8,387 |
-54 |
-0.6% |
8,206 |
Close |
8,449 |
8,395 |
-54 |
-0.6% |
8,267 |
Range |
109 |
189 |
80 |
73.4% |
302 |
ATR |
197 |
196 |
-1 |
-0.3% |
0 |
Volume |
139,451 |
131,754 |
-7,697 |
-5.5% |
796,418 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,020 |
8,896 |
8,499 |
|
R3 |
8,831 |
8,707 |
8,447 |
|
R2 |
8,642 |
8,642 |
8,430 |
|
R1 |
8,518 |
8,518 |
8,412 |
8,486 |
PP |
8,453 |
8,453 |
8,453 |
8,436 |
S1 |
8,329 |
8,329 |
8,378 |
8,297 |
S2 |
8,264 |
8,264 |
8,360 |
|
S3 |
8,075 |
8,140 |
8,343 |
|
S4 |
7,886 |
7,951 |
8,291 |
|
|
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 |
8,576 |
8,176 |
400 |
4.8% |
179 |
2.1% |
55% |
True |
False |
150,161 |
10 |
8,576 |
8,176 |
400 |
4.8% |
186 |
2.2% |
55% |
True |
False |
161,108 |
20 |
8,576 |
7,752 |
824 |
9.8% |
189 |
2.2% |
78% |
True |
False |
163,715 |
40 |
8,576 |
7,381 |
1,195 |
14.2% |
209 |
2.5% |
85% |
True |
False |
169,769 |
60 |
8,576 |
6,416 |
2,160 |
25.7% |
230 |
2.7% |
92% |
True |
False |
138,482 |
80 |
8,576 |
6,416 |
2,160 |
25.7% |
227 |
2.7% |
92% |
True |
False |
103,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,379 |
2.618 |
9,071 |
1.618 |
8,882 |
1.000 |
8,765 |
0.618 |
8,693 |
HIGH |
8,576 |
0.618 |
8,504 |
0.500 |
8,482 |
0.382 |
8,459 |
LOW |
8,387 |
0.618 |
8,270 |
1.000 |
8,198 |
1.618 |
8,081 |
2.618 |
7,892 |
4.250 |
7,584 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,482 |
8,389 |
PP |
8,453 |
8,382 |
S1 |
8,424 |
8,376 |
|