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 |
953.3 |
948.6 |
-4.7 |
-0.5% |
930.5 |
High |
959.6 |
964.9 |
5.3 |
0.6% |
963.1 |
Low |
946.2 |
944.0 |
-2.2 |
-0.2% |
915.2 |
Close |
953.3 |
961.5 |
8.2 |
0.9% |
958.9 |
Range |
13.4 |
20.9 |
7.5 |
56.0% |
47.9 |
ATR |
16.8 |
17.1 |
0.3 |
1.8% |
0.0 |
Volume |
166,708 |
151,332 |
-15,376 |
-9.2% |
532,018 |
|
Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,019.5 |
1,011.4 |
973.0 |
|
R3 |
998.6 |
990.5 |
967.2 |
|
R2 |
977.7 |
977.7 |
965.3 |
|
R1 |
969.6 |
969.6 |
963.4 |
973.7 |
PP |
956.8 |
956.8 |
956.8 |
958.8 |
S1 |
948.7 |
948.7 |
959.6 |
952.8 |
S2 |
935.9 |
935.9 |
957.7 |
|
S3 |
915.0 |
927.8 |
955.8 |
|
S4 |
894.1 |
906.9 |
950.0 |
|
|
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 |
964.9 |
935.8 |
29.1 |
3.0% |
18.4 |
1.9% |
88% |
True |
False |
138,957 |
10 |
964.9 |
915.2 |
49.7 |
5.2% |
15.9 |
1.6% |
93% |
True |
False |
116,087 |
20 |
964.9 |
880.1 |
84.8 |
8.8% |
16.1 |
1.7% |
96% |
True |
False |
98,665 |
40 |
964.9 |
865.0 |
99.9 |
10.4% |
17.2 |
1.8% |
97% |
True |
False |
89,084 |
60 |
970.0 |
865.0 |
105.0 |
10.9% |
19.8 |
2.1% |
92% |
False |
False |
69,968 |
80 |
1,009.8 |
865.0 |
144.8 |
15.1% |
21.4 |
2.2% |
67% |
False |
False |
53,433 |
100 |
1,009.8 |
805.2 |
204.6 |
21.3% |
22.7 |
2.4% |
76% |
False |
False |
43,431 |
120 |
1,009.8 |
748.0 |
261.8 |
27.2% |
22.6 |
2.4% |
82% |
False |
False |
36,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.7 |
2.618 |
1,019.6 |
1.618 |
998.7 |
1.000 |
985.8 |
0.618 |
977.8 |
HIGH |
964.9 |
0.618 |
956.9 |
0.500 |
954.5 |
0.382 |
952.0 |
LOW |
944.0 |
0.618 |
931.1 |
1.000 |
923.1 |
1.618 |
910.2 |
2.618 |
889.3 |
4.250 |
855.2 |
|
|
Fisher Pivots for day following 28-May-2009 |
Pivot |
1 day |
3 day |
R1 |
959.2 |
957.9 |
PP |
956.8 |
954.3 |
S1 |
954.5 |
950.8 |
|