Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,870.0 |
4,929.0 |
59.0 |
1.2% |
4,823.0 |
High |
4,970.0 |
4,929.0 |
-41.0 |
-0.8% |
4,985.5 |
Low |
4,862.5 |
4,843.5 |
-19.0 |
-0.4% |
4,801.5 |
Close |
4,925.0 |
4,875.0 |
-50.0 |
-1.0% |
4,925.0 |
Range |
107.5 |
85.5 |
-22.0 |
-20.5% |
184.0 |
ATR |
135.3 |
131.8 |
-3.6 |
-2.6% |
0.0 |
Volume |
466 |
546 |
80 |
17.2% |
2,089 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,139.0 |
5,092.5 |
4,922.0 |
|
R3 |
5,053.5 |
5,007.0 |
4,898.5 |
|
R2 |
4,968.0 |
4,968.0 |
4,890.7 |
|
R1 |
4,921.5 |
4,921.5 |
4,882.8 |
4,902.0 |
PP |
4,882.5 |
4,882.5 |
4,882.5 |
4,872.8 |
S1 |
4,836.0 |
4,836.0 |
4,867.2 |
4,816.5 |
S2 |
4,797.0 |
4,797.0 |
4,859.3 |
|
S3 |
4,711.5 |
4,750.5 |
4,851.5 |
|
S4 |
4,626.0 |
4,665.0 |
4,828.0 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,456.0 |
5,374.5 |
5,026.2 |
|
R3 |
5,272.0 |
5,190.5 |
4,975.6 |
|
R2 |
5,088.0 |
5,088.0 |
4,958.7 |
|
R1 |
5,006.5 |
5,006.5 |
4,941.9 |
5,047.3 |
PP |
4,904.0 |
4,904.0 |
4,904.0 |
4,924.4 |
S1 |
4,822.5 |
4,822.5 |
4,908.1 |
4,863.3 |
S2 |
4,720.0 |
4,720.0 |
4,891.3 |
|
S3 |
4,536.0 |
4,638.5 |
4,874.4 |
|
S4 |
4,352.0 |
4,454.5 |
4,823.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,985.5 |
4,801.5 |
184.0 |
3.8% |
114.0 |
2.3% |
40% |
False |
False |
502 |
10 |
4,985.5 |
4,570.0 |
415.5 |
8.5% |
112.9 |
2.3% |
73% |
False |
False |
376 |
20 |
4,985.5 |
4,404.0 |
581.5 |
11.9% |
117.0 |
2.4% |
81% |
False |
False |
428 |
40 |
4,985.5 |
3,820.5 |
1,165.0 |
23.9% |
122.8 |
2.5% |
91% |
False |
False |
1,303 |
60 |
4,985.5 |
3,613.5 |
1,372.0 |
28.1% |
127.2 |
2.6% |
92% |
False |
False |
1,046 |
80 |
4,985.5 |
3,613.5 |
1,372.0 |
28.1% |
130.4 |
2.7% |
92% |
False |
False |
831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,292.4 |
2.618 |
5,152.8 |
1.618 |
5,067.3 |
1.000 |
5,014.5 |
0.618 |
4,981.8 |
HIGH |
4,929.0 |
0.618 |
4,896.3 |
0.500 |
4,886.3 |
0.382 |
4,876.2 |
LOW |
4,843.5 |
0.618 |
4,790.7 |
1.000 |
4,758.0 |
1.618 |
4,705.2 |
2.618 |
4,619.7 |
4.250 |
4,480.1 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,886.3 |
4,893.5 |
PP |
4,882.5 |
4,887.3 |
S1 |
4,878.8 |
4,881.2 |
|