Trading Metrics calculated at close of trading on 28-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
Open |
955.5 |
950.2 |
-5.3 |
-0.6% |
933.1 |
High |
961.5 |
966.7 |
5.2 |
0.5% |
964.6 |
Low |
948.0 |
945.8 |
-2.2 |
-0.2% |
917.0 |
Close |
955.2 |
963.2 |
8.0 |
0.8% |
960.5 |
Range |
13.5 |
20.9 |
7.4 |
54.8% |
47.6 |
ATR |
16.1 |
16.5 |
0.3 |
2.1% |
0.0 |
Volume |
87,472 |
100,682 |
13,210 |
15.1% |
135,076 |
|
Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,021.3 |
1,013.1 |
974.7 |
|
R3 |
1,000.4 |
992.2 |
968.9 |
|
R2 |
979.5 |
979.5 |
967.0 |
|
R1 |
971.3 |
971.3 |
965.1 |
975.4 |
PP |
958.6 |
958.6 |
958.6 |
960.6 |
S1 |
950.4 |
950.4 |
961.3 |
954.5 |
S2 |
937.7 |
937.7 |
959.4 |
|
S3 |
916.8 |
929.5 |
957.5 |
|
S4 |
895.9 |
908.6 |
951.7 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,090.2 |
1,072.9 |
986.7 |
|
R3 |
1,042.6 |
1,025.3 |
973.6 |
|
R2 |
995.0 |
995.0 |
969.2 |
|
R1 |
977.7 |
977.7 |
964.9 |
986.4 |
PP |
947.4 |
947.4 |
947.4 |
951.7 |
S1 |
930.1 |
930.1 |
956.1 |
938.8 |
S2 |
899.8 |
899.8 |
951.8 |
|
S3 |
852.2 |
882.5 |
947.4 |
|
S4 |
804.6 |
834.9 |
934.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
966.7 |
937.7 |
29.0 |
3.0% |
18.3 |
1.9% |
88% |
True |
False |
57,681 |
10 |
966.7 |
917.0 |
49.7 |
5.2% |
15.6 |
1.6% |
93% |
True |
False |
40,178 |
20 |
966.7 |
882.0 |
84.7 |
8.8% |
15.6 |
1.6% |
96% |
True |
False |
23,743 |
40 |
966.7 |
867.5 |
99.2 |
10.3% |
16.3 |
1.7% |
96% |
True |
False |
12,973 |
60 |
971.0 |
867.5 |
103.5 |
10.7% |
18.4 |
1.9% |
92% |
False |
False |
9,258 |
80 |
1,008.9 |
867.5 |
141.4 |
14.7% |
19.5 |
2.0% |
68% |
False |
False |
7,112 |
100 |
1,008.9 |
810.0 |
198.9 |
20.6% |
18.2 |
1.9% |
77% |
False |
False |
5,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,055.5 |
2.618 |
1,021.4 |
1.618 |
1,000.5 |
1.000 |
987.6 |
0.618 |
979.6 |
HIGH |
966.7 |
0.618 |
958.7 |
0.500 |
956.3 |
0.382 |
953.8 |
LOW |
945.8 |
0.618 |
932.9 |
1.000 |
924.9 |
1.618 |
912.0 |
2.618 |
891.1 |
4.250 |
857.0 |
|
|
Fisher Pivots for day following 28-May-2009 |
Pivot |
1 day |
3 day |
R1 |
960.9 |
959.6 |
PP |
958.6 |
956.0 |
S1 |
956.3 |
952.5 |
|