Trading Metrics calculated at close of trading on 28-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,444 |
8,291 |
-153 |
-1.8% |
8,265 |
High |
8,504 |
8,424 |
-80 |
-0.9% |
8,576 |
Low |
8,273 |
8,230 |
-43 |
-0.5% |
8,176 |
Close |
8,297 |
8,384 |
87 |
1.0% |
8,260 |
Range |
231 |
194 |
-37 |
-16.0% |
400 |
ATR |
200 |
199 |
0 |
-0.2% |
0 |
Volume |
178,786 |
168,653 |
-10,133 |
-5.7% |
779,416 |
|
Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,928 |
8,850 |
8,491 |
|
R3 |
8,734 |
8,656 |
8,437 |
|
R2 |
8,540 |
8,540 |
8,420 |
|
R1 |
8,462 |
8,462 |
8,402 |
8,501 |
PP |
8,346 |
8,346 |
8,346 |
8,366 |
S1 |
8,268 |
8,268 |
8,366 |
8,307 |
S2 |
8,152 |
8,152 |
8,349 |
|
S3 |
7,958 |
8,074 |
8,331 |
|
S4 |
7,764 |
7,880 |
8,277 |
|
|
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 |
8,504 |
8,194 |
310 |
3.7% |
205 |
2.4% |
61% |
False |
False |
160,506 |
10 |
8,576 |
8,176 |
400 |
4.8% |
192 |
2.3% |
52% |
False |
False |
155,333 |
20 |
8,576 |
8,047 |
529 |
6.3% |
186 |
2.2% |
64% |
False |
False |
158,606 |
40 |
8,576 |
7,426 |
1,150 |
13.7% |
203 |
2.4% |
83% |
False |
False |
164,821 |
60 |
8,576 |
6,416 |
2,160 |
25.8% |
226 |
2.7% |
91% |
False |
False |
151,831 |
80 |
8,576 |
6,416 |
2,160 |
25.8% |
228 |
2.7% |
91% |
False |
False |
113,918 |
100 |
9,000 |
6,416 |
2,584 |
30.8% |
228 |
2.7% |
76% |
False |
False |
91,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,249 |
2.618 |
8,932 |
1.618 |
8,738 |
1.000 |
8,618 |
0.618 |
8,544 |
HIGH |
8,424 |
0.618 |
8,350 |
0.500 |
8,327 |
0.382 |
8,304 |
LOW |
8,230 |
0.618 |
8,110 |
1.000 |
8,036 |
1.618 |
7,916 |
2.618 |
7,722 |
4.250 |
7,406 |
|
|
Fisher Pivots for day following 28-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,365 |
8,372 |
PP |
8,346 |
8,361 |
S1 |
8,327 |
8,349 |
|