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 |
948.6 |
959.2 |
10.6 |
1.1% |
957.6 |
High |
964.9 |
980.4 |
15.5 |
1.6% |
980.4 |
Low |
944.0 |
959.0 |
15.0 |
1.6% |
936.6 |
Close |
961.5 |
978.8 |
17.3 |
1.8% |
978.8 |
Range |
20.9 |
21.4 |
0.5 |
2.4% |
43.8 |
ATR |
17.1 |
17.4 |
0.3 |
1.8% |
0.0 |
Volume |
151,332 |
74,257 |
-77,075 |
-50.9% |
510,121 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,036.9 |
1,029.3 |
990.6 |
|
R3 |
1,015.5 |
1,007.9 |
984.7 |
|
R2 |
994.1 |
994.1 |
982.7 |
|
R1 |
986.5 |
986.5 |
980.8 |
990.3 |
PP |
972.7 |
972.7 |
972.7 |
974.7 |
S1 |
965.1 |
965.1 |
976.8 |
968.9 |
S2 |
951.3 |
951.3 |
974.9 |
|
S3 |
929.9 |
943.7 |
972.9 |
|
S4 |
908.5 |
922.3 |
967.0 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.7 |
1,081.5 |
1,002.9 |
|
R3 |
1,052.9 |
1,037.7 |
990.8 |
|
R2 |
1,009.1 |
1,009.1 |
986.8 |
|
R1 |
993.9 |
993.9 |
982.8 |
1,001.5 |
PP |
965.3 |
965.3 |
965.3 |
969.1 |
S1 |
950.1 |
950.1 |
974.8 |
957.7 |
S2 |
921.5 |
921.5 |
970.8 |
|
S3 |
877.7 |
906.3 |
966.8 |
|
S4 |
833.9 |
862.5 |
954.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
980.4 |
936.6 |
43.8 |
4.5% |
18.4 |
1.9% |
96% |
True |
False |
128,207 |
10 |
980.4 |
915.2 |
65.2 |
6.7% |
17.1 |
1.7% |
98% |
True |
False |
111,834 |
20 |
980.4 |
880.5 |
99.9 |
10.2% |
16.2 |
1.7% |
98% |
True |
False |
98,911 |
40 |
980.4 |
865.0 |
115.4 |
11.8% |
17.3 |
1.8% |
99% |
True |
False |
88,615 |
60 |
980.4 |
865.0 |
115.4 |
11.8% |
19.7 |
2.0% |
99% |
True |
False |
71,047 |
80 |
1,009.8 |
865.0 |
144.8 |
14.8% |
21.4 |
2.2% |
79% |
False |
False |
54,327 |
100 |
1,009.8 |
805.2 |
204.6 |
20.9% |
22.5 |
2.3% |
85% |
False |
False |
44,165 |
120 |
1,009.8 |
748.0 |
261.8 |
26.7% |
22.6 |
2.3% |
88% |
False |
False |
37,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,071.4 |
2.618 |
1,036.4 |
1.618 |
1,015.0 |
1.000 |
1,001.8 |
0.618 |
993.6 |
HIGH |
980.4 |
0.618 |
972.2 |
0.500 |
969.7 |
0.382 |
967.2 |
LOW |
959.0 |
0.618 |
945.8 |
1.000 |
937.6 |
1.618 |
924.4 |
2.618 |
903.0 |
4.250 |
868.1 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
975.8 |
973.3 |
PP |
972.7 |
967.7 |
S1 |
969.7 |
962.2 |
|