Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
4,895.0 |
5,017.5 |
122.5 |
2.5% |
4,677.5 |
High |
5,018.0 |
5,033.0 |
15.0 |
0.3% |
5,061.5 |
Low |
4,811.0 |
4,940.0 |
129.0 |
2.7% |
4,669.0 |
Close |
5,000.0 |
5,009.0 |
9.0 |
0.2% |
4,923.5 |
Range |
207.0 |
93.0 |
-114.0 |
-55.1% |
392.5 |
ATR |
138.8 |
135.5 |
-3.3 |
-2.4% |
0.0 |
Volume |
3,356 |
682 |
-2,674 |
-79.7% |
3,051 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,273.0 |
5,234.0 |
5,060.2 |
|
R3 |
5,180.0 |
5,141.0 |
5,034.6 |
|
R2 |
5,087.0 |
5,087.0 |
5,026.1 |
|
R1 |
5,048.0 |
5,048.0 |
5,017.5 |
5,021.0 |
PP |
4,994.0 |
4,994.0 |
4,994.0 |
4,980.5 |
S1 |
4,955.0 |
4,955.0 |
5,000.5 |
4,928.0 |
S2 |
4,901.0 |
4,901.0 |
4,992.0 |
|
S3 |
4,808.0 |
4,862.0 |
4,983.4 |
|
S4 |
4,715.0 |
4,769.0 |
4,957.9 |
|
|
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 |
5,033.0 |
4,811.0 |
222.0 |
4.4% |
124.2 |
2.5% |
89% |
True |
False |
1,267 |
10 |
5,061.5 |
4,662.5 |
399.0 |
8.0% |
126.4 |
2.5% |
87% |
False |
False |
1,017 |
20 |
5,061.5 |
4,638.5 |
423.0 |
8.4% |
123.6 |
2.5% |
88% |
False |
False |
767 |
40 |
5,061.5 |
3,984.5 |
1,077.0 |
21.5% |
126.6 |
2.5% |
95% |
False |
False |
589 |
60 |
5,061.5 |
3,613.5 |
1,448.0 |
28.9% |
127.6 |
2.5% |
96% |
False |
False |
1,166 |
80 |
5,061.5 |
3,613.5 |
1,448.0 |
28.9% |
128.5 |
2.6% |
96% |
False |
False |
958 |
100 |
5,151.0 |
3,613.5 |
1,537.5 |
30.7% |
129.7 |
2.6% |
91% |
False |
False |
799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,428.3 |
2.618 |
5,276.5 |
1.618 |
5,183.5 |
1.000 |
5,126.0 |
0.618 |
5,090.5 |
HIGH |
5,033.0 |
0.618 |
4,997.5 |
0.500 |
4,986.5 |
0.382 |
4,975.5 |
LOW |
4,940.0 |
0.618 |
4,882.5 |
1.000 |
4,847.0 |
1.618 |
4,789.5 |
2.618 |
4,696.5 |
4.250 |
4,544.8 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
5,001.5 |
4,980.0 |
PP |
4,994.0 |
4,951.0 |
S1 |
4,986.5 |
4,922.0 |
|