Trading Metrics calculated at close of trading on 26-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,295 |
8,269 |
-26 |
-0.3% |
8,265 |
High |
8,354 |
8,485 |
131 |
1.6% |
8,576 |
Low |
8,242 |
8,194 |
-48 |
-0.6% |
8,176 |
Close |
8,260 |
8,461 |
201 |
2.4% |
8,260 |
Range |
112 |
291 |
179 |
159.8% |
400 |
ATR |
190 |
197 |
7 |
3.8% |
0 |
Volume |
163,485 |
112,949 |
-50,536 |
-30.9% |
779,416 |
|
Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,253 |
9,148 |
8,621 |
|
R3 |
8,962 |
8,857 |
8,541 |
|
R2 |
8,671 |
8,671 |
8,514 |
|
R1 |
8,566 |
8,566 |
8,488 |
8,619 |
PP |
8,380 |
8,380 |
8,380 |
8,406 |
S1 |
8,275 |
8,275 |
8,434 |
8,328 |
S2 |
8,089 |
8,089 |
8,408 |
|
S3 |
7,798 |
7,984 |
8,381 |
|
S4 |
7,507 |
7,693 |
8,301 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,537 |
9,299 |
8,480 |
|
R3 |
9,137 |
8,899 |
8,370 |
|
R2 |
8,737 |
8,737 |
8,333 |
|
R1 |
8,499 |
8,499 |
8,297 |
8,418 |
PP |
8,337 |
8,337 |
8,337 |
8,297 |
S1 |
8,099 |
8,099 |
8,223 |
8,018 |
S2 |
7,937 |
7,937 |
8,187 |
|
S3 |
7,537 |
7,699 |
8,150 |
|
S4 |
7,137 |
7,299 |
8,040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,576 |
8,194 |
382 |
4.5% |
180 |
2.1% |
70% |
False |
True |
145,259 |
10 |
8,576 |
8,176 |
400 |
4.7% |
188 |
2.2% |
71% |
False |
False |
151,814 |
20 |
8,576 |
7,861 |
715 |
8.5% |
187 |
2.2% |
84% |
False |
False |
157,778 |
40 |
8,576 |
7,381 |
1,195 |
14.1% |
206 |
2.4% |
90% |
False |
False |
164,873 |
60 |
8,576 |
6,416 |
2,160 |
25.5% |
227 |
2.7% |
95% |
False |
False |
146,049 |
80 |
8,576 |
6,416 |
2,160 |
25.5% |
228 |
2.7% |
95% |
False |
False |
109,576 |
100 |
9,000 |
6,416 |
2,584 |
30.5% |
227 |
2.7% |
79% |
False |
False |
87,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,722 |
2.618 |
9,247 |
1.618 |
8,956 |
1.000 |
8,776 |
0.618 |
8,665 |
HIGH |
8,485 |
0.618 |
8,374 |
0.500 |
8,340 |
0.382 |
8,305 |
LOW |
8,194 |
0.618 |
8,014 |
1.000 |
7,903 |
1.618 |
7,723 |
2.618 |
7,432 |
4.250 |
6,957 |
|
|
Fisher Pivots for day following 26-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,421 |
8,421 |
PP |
8,380 |
8,380 |
S1 |
8,340 |
8,340 |
|