Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,916.0 |
4,725.5 |
-190.5 |
-3.9% |
4,823.0 |
High |
4,916.0 |
4,772.5 |
-143.5 |
-2.9% |
4,985.5 |
Low |
4,715.5 |
4,662.5 |
-53.0 |
-1.1% |
4,801.5 |
Close |
4,734.0 |
4,744.0 |
10.0 |
0.2% |
4,925.0 |
Range |
200.5 |
110.0 |
-90.5 |
-45.1% |
184.0 |
ATR |
134.8 |
133.0 |
-1.8 |
-1.3% |
0.0 |
Volume |
998 |
691 |
-307 |
-30.8% |
2,089 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,056.3 |
5,010.2 |
4,804.5 |
|
R3 |
4,946.3 |
4,900.2 |
4,774.3 |
|
R2 |
4,836.3 |
4,836.3 |
4,764.2 |
|
R1 |
4,790.2 |
4,790.2 |
4,754.1 |
4,813.3 |
PP |
4,726.3 |
4,726.3 |
4,726.3 |
4,737.9 |
S1 |
4,680.2 |
4,680.2 |
4,733.9 |
4,703.3 |
S2 |
4,616.3 |
4,616.3 |
4,723.8 |
|
S3 |
4,506.3 |
4,570.2 |
4,713.8 |
|
S4 |
4,396.3 |
4,460.2 |
4,683.5 |
|
|
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 |
4,970.0 |
4,662.5 |
307.5 |
6.5% |
121.4 |
2.6% |
27% |
False |
True |
686 |
10 |
4,985.5 |
4,662.5 |
323.0 |
6.8% |
120.7 |
2.5% |
25% |
False |
True |
562 |
20 |
4,985.5 |
4,413.0 |
572.5 |
12.1% |
121.2 |
2.6% |
58% |
False |
False |
412 |
40 |
4,985.5 |
3,965.0 |
1,020.5 |
21.5% |
123.0 |
2.6% |
76% |
False |
False |
1,209 |
60 |
4,985.5 |
3,613.5 |
1,372.0 |
28.9% |
129.2 |
2.7% |
82% |
False |
False |
1,076 |
80 |
4,985.5 |
3,613.5 |
1,372.0 |
28.9% |
129.6 |
2.7% |
82% |
False |
False |
851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,240.0 |
2.618 |
5,060.5 |
1.618 |
4,950.5 |
1.000 |
4,882.5 |
0.618 |
4,840.5 |
HIGH |
4,772.5 |
0.618 |
4,730.5 |
0.500 |
4,717.5 |
0.382 |
4,704.5 |
LOW |
4,662.5 |
0.618 |
4,594.5 |
1.000 |
4,552.5 |
1.618 |
4,484.5 |
2.618 |
4,374.5 |
4.250 |
4,195.0 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,735.2 |
4,797.3 |
PP |
4,726.3 |
4,779.5 |
S1 |
4,717.5 |
4,761.8 |
|