Trading Metrics calculated at close of trading on 25-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
25-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,915.0 |
4,922.5 |
7.5 |
0.2% |
4,677.5 |
High |
4,968.0 |
4,946.0 |
-22.0 |
-0.4% |
5,061.5 |
Low |
4,878.5 |
4,835.0 |
-43.5 |
-0.9% |
4,669.0 |
Close |
4,923.5 |
4,932.5 |
9.0 |
0.2% |
4,923.5 |
Range |
89.5 |
111.0 |
21.5 |
24.0% |
392.5 |
ATR |
135.2 |
133.5 |
-1.7 |
-1.3% |
0.0 |
Volume |
150 |
1,773 |
1,623 |
1,082.0% |
3,051 |
|
Daily Pivots for day following 25-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,237.5 |
5,196.0 |
4,993.6 |
|
R3 |
5,126.5 |
5,085.0 |
4,963.0 |
|
R2 |
5,015.5 |
5,015.5 |
4,952.9 |
|
R1 |
4,974.0 |
4,974.0 |
4,942.7 |
4,994.8 |
PP |
4,904.5 |
4,904.5 |
4,904.5 |
4,914.9 |
S1 |
4,863.0 |
4,863.0 |
4,922.3 |
4,883.8 |
S2 |
4,793.5 |
4,793.5 |
4,912.2 |
|
S3 |
4,682.5 |
4,752.0 |
4,902.0 |
|
S4 |
4,571.5 |
4,641.0 |
4,871.5 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,062.2 |
5,885.3 |
5,139.4 |
|
R3 |
5,669.7 |
5,492.8 |
5,031.4 |
|
R2 |
5,277.2 |
5,277.2 |
4,995.5 |
|
R1 |
5,100.3 |
5,100.3 |
4,959.5 |
5,188.8 |
PP |
4,884.7 |
4,884.7 |
4,884.7 |
4,928.9 |
S1 |
4,707.8 |
4,707.8 |
4,887.5 |
4,796.3 |
S2 |
4,492.2 |
4,492.2 |
4,851.5 |
|
S3 |
4,099.7 |
4,315.3 |
4,815.6 |
|
S4 |
3,707.2 |
3,922.8 |
4,707.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,061.5 |
4,835.0 |
226.5 |
4.6% |
108.8 |
2.2% |
43% |
False |
True |
839 |
10 |
5,061.5 |
4,662.5 |
399.0 |
8.1% |
126.8 |
2.6% |
68% |
False |
False |
786 |
20 |
5,061.5 |
4,570.0 |
491.5 |
10.0% |
119.8 |
2.4% |
74% |
False |
False |
581 |
40 |
5,061.5 |
3,984.5 |
1,077.0 |
21.8% |
123.8 |
2.5% |
88% |
False |
False |
520 |
60 |
5,061.5 |
3,613.5 |
1,448.0 |
29.4% |
126.6 |
2.6% |
91% |
False |
False |
1,118 |
80 |
5,061.5 |
3,613.5 |
1,448.0 |
29.4% |
127.3 |
2.6% |
91% |
False |
False |
910 |
100 |
5,151.0 |
3,613.5 |
1,537.5 |
31.2% |
128.5 |
2.6% |
86% |
False |
False |
761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,417.8 |
2.618 |
5,236.6 |
1.618 |
5,125.6 |
1.000 |
5,057.0 |
0.618 |
5,014.6 |
HIGH |
4,946.0 |
0.618 |
4,903.6 |
0.500 |
4,890.5 |
0.382 |
4,877.4 |
LOW |
4,835.0 |
0.618 |
4,766.4 |
1.000 |
4,724.0 |
1.618 |
4,655.4 |
2.618 |
4,544.4 |
4.250 |
4,363.3 |
|
|
Fisher Pivots for day following 25-May-2009 |
Pivot |
1 day |
3 day |
R1 |
4,918.5 |
4,926.3 |
PP |
4,904.5 |
4,920.2 |
S1 |
4,890.5 |
4,914.0 |
|