Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,291 |
8,382 |
91 |
1.1% |
8,269 |
High |
8,424 |
8,556 |
132 |
1.6% |
8,556 |
Low |
8,230 |
8,352 |
122 |
1.5% |
8,194 |
Close |
8,384 |
8,488 |
104 |
1.2% |
8,488 |
Range |
194 |
204 |
10 |
5.2% |
362 |
ATR |
199 |
200 |
0 |
0.2% |
0 |
Volume |
168,653 |
199,270 |
30,617 |
18.2% |
659,658 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,077 |
8,987 |
8,600 |
|
R3 |
8,873 |
8,783 |
8,544 |
|
R2 |
8,669 |
8,669 |
8,526 |
|
R1 |
8,579 |
8,579 |
8,507 |
8,624 |
PP |
8,465 |
8,465 |
8,465 |
8,488 |
S1 |
8,375 |
8,375 |
8,469 |
8,420 |
S2 |
8,261 |
8,261 |
8,451 |
|
S3 |
8,057 |
8,171 |
8,432 |
|
S4 |
7,853 |
7,967 |
8,376 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,499 |
9,355 |
8,687 |
|
R3 |
9,137 |
8,993 |
8,588 |
|
R2 |
8,775 |
8,775 |
8,554 |
|
R1 |
8,631 |
8,631 |
8,521 |
8,703 |
PP |
8,413 |
8,413 |
8,413 |
8,449 |
S1 |
8,269 |
8,269 |
8,455 |
8,341 |
S2 |
8,051 |
8,051 |
8,422 |
|
S3 |
7,689 |
7,907 |
8,389 |
|
S4 |
7,327 |
7,545 |
8,289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,556 |
8,194 |
362 |
4.3% |
207 |
2.4% |
81% |
True |
False |
164,628 |
10 |
8,576 |
8,176 |
400 |
4.7% |
201 |
2.4% |
78% |
False |
False |
158,061 |
20 |
8,576 |
8,047 |
529 |
6.2% |
187 |
2.2% |
83% |
False |
False |
159,993 |
40 |
8,576 |
7,653 |
923 |
10.9% |
200 |
2.4% |
90% |
False |
False |
165,137 |
60 |
8,576 |
6,416 |
2,160 |
25.4% |
226 |
2.7% |
96% |
False |
False |
155,139 |
80 |
8,576 |
6,416 |
2,160 |
25.4% |
228 |
2.7% |
96% |
False |
False |
116,409 |
100 |
8,850 |
6,416 |
2,434 |
28.7% |
228 |
2.7% |
85% |
False |
False |
93,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,423 |
2.618 |
9,090 |
1.618 |
8,886 |
1.000 |
8,760 |
0.618 |
8,682 |
HIGH |
8,556 |
0.618 |
8,478 |
0.500 |
8,454 |
0.382 |
8,430 |
LOW |
8,352 |
0.618 |
8,226 |
1.000 |
8,148 |
1.618 |
8,022 |
2.618 |
7,818 |
4.250 |
7,485 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,477 |
8,456 |
PP |
8,465 |
8,425 |
S1 |
8,454 |
8,393 |
|