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 |
955.1 |
957.6 |
2.5 |
0.3% |
930.5 |
High |
963.1 |
960.1 |
-3.0 |
-0.3% |
963.1 |
Low |
950.1 |
936.6 |
-13.5 |
-1.4% |
915.2 |
Close |
958.9 |
953.3 |
-5.6 |
-0.6% |
958.9 |
Range |
13.0 |
23.5 |
10.5 |
80.8% |
47.9 |
ATR |
16.5 |
17.0 |
0.5 |
3.0% |
0.0 |
Volume |
130,918 |
117,824 |
-13,094 |
-10.0% |
532,018 |
|
Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,020.5 |
1,010.4 |
966.2 |
|
R3 |
997.0 |
986.9 |
959.8 |
|
R2 |
973.5 |
973.5 |
957.6 |
|
R1 |
963.4 |
963.4 |
955.5 |
956.7 |
PP |
950.0 |
950.0 |
950.0 |
946.7 |
S1 |
939.9 |
939.9 |
951.1 |
933.2 |
S2 |
926.5 |
926.5 |
949.0 |
|
S3 |
903.0 |
916.4 |
946.8 |
|
S4 |
879.5 |
892.9 |
940.4 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,089.4 |
1,072.1 |
985.2 |
|
R3 |
1,041.5 |
1,024.2 |
972.1 |
|
R2 |
993.6 |
993.6 |
967.7 |
|
R1 |
976.3 |
976.3 |
963.3 |
985.0 |
PP |
945.7 |
945.7 |
945.7 |
950.1 |
S1 |
928.4 |
928.4 |
954.5 |
937.1 |
S2 |
897.8 |
897.8 |
950.1 |
|
S3 |
849.9 |
880.5 |
945.7 |
|
S4 |
802.0 |
832.6 |
932.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
963.1 |
917.6 |
45.5 |
4.8% |
17.1 |
1.8% |
78% |
False |
False |
112,189 |
10 |
963.1 |
912.4 |
50.7 |
5.3% |
15.0 |
1.6% |
81% |
False |
False |
98,897 |
20 |
963.1 |
880.1 |
83.0 |
8.7% |
16.4 |
1.7% |
88% |
False |
False |
89,789 |
40 |
963.1 |
865.0 |
98.1 |
10.3% |
17.3 |
1.8% |
90% |
False |
False |
85,965 |
60 |
970.0 |
865.0 |
105.0 |
11.0% |
20.4 |
2.1% |
84% |
False |
False |
64,876 |
80 |
1,009.8 |
865.0 |
144.8 |
15.2% |
21.7 |
2.3% |
61% |
False |
False |
49,535 |
100 |
1,009.8 |
805.2 |
204.6 |
21.5% |
22.8 |
2.4% |
72% |
False |
False |
40,272 |
120 |
1,009.8 |
748.0 |
261.8 |
27.5% |
22.7 |
2.4% |
78% |
False |
False |
33,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,060.0 |
2.618 |
1,021.6 |
1.618 |
998.1 |
1.000 |
983.6 |
0.618 |
974.6 |
HIGH |
960.1 |
0.618 |
951.1 |
0.500 |
948.4 |
0.382 |
945.6 |
LOW |
936.6 |
0.618 |
922.1 |
1.000 |
913.1 |
1.618 |
898.6 |
2.618 |
875.1 |
4.250 |
836.7 |
|
|
Fisher Pivots for day following 26-May-2009 |
Pivot |
1 day |
3 day |
R1 |
951.7 |
952.0 |
PP |
950.0 |
950.7 |
S1 |
948.4 |
949.5 |
|