Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
950.2 |
960.8 |
10.6 |
1.1% |
959.0 |
High |
966.7 |
982.0 |
15.3 |
1.6% |
982.0 |
Low |
945.8 |
960.4 |
14.6 |
1.5% |
938.2 |
Close |
963.2 |
980.3 |
17.1 |
1.8% |
980.3 |
Range |
20.9 |
21.6 |
0.7 |
3.3% |
43.8 |
ATR |
16.5 |
16.9 |
0.4 |
2.2% |
0.0 |
Volume |
100,682 |
121,231 |
20,549 |
20.4% |
343,074 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.0 |
1,031.3 |
992.2 |
|
R3 |
1,017.4 |
1,009.7 |
986.2 |
|
R2 |
995.8 |
995.8 |
984.3 |
|
R1 |
988.1 |
988.1 |
982.3 |
992.0 |
PP |
974.2 |
974.2 |
974.2 |
976.2 |
S1 |
966.5 |
966.5 |
978.3 |
970.4 |
S2 |
952.6 |
952.6 |
976.3 |
|
S3 |
931.0 |
944.9 |
974.4 |
|
S4 |
909.4 |
923.3 |
968.4 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,098.2 |
1,083.1 |
1,004.4 |
|
R3 |
1,054.4 |
1,039.3 |
992.3 |
|
R2 |
1,010.6 |
1,010.6 |
988.3 |
|
R1 |
995.5 |
995.5 |
984.3 |
1,003.1 |
PP |
966.8 |
966.8 |
966.8 |
970.6 |
S1 |
951.7 |
951.7 |
976.3 |
959.3 |
S2 |
923.0 |
923.0 |
972.3 |
|
S3 |
879.2 |
907.9 |
968.3 |
|
S4 |
835.4 |
864.1 |
956.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
982.0 |
938.2 |
43.8 |
4.5% |
18.5 |
1.9% |
96% |
True |
False |
75,217 |
10 |
982.0 |
917.0 |
65.0 |
6.6% |
16.9 |
1.7% |
97% |
True |
False |
49,644 |
20 |
982.0 |
883.1 |
98.9 |
10.1% |
15.7 |
1.6% |
98% |
True |
False |
29,348 |
40 |
982.0 |
867.5 |
114.5 |
11.7% |
16.5 |
1.7% |
99% |
True |
False |
15,887 |
60 |
982.0 |
867.5 |
114.5 |
11.7% |
18.4 |
1.9% |
99% |
True |
False |
11,264 |
80 |
1,008.9 |
867.5 |
141.4 |
14.4% |
19.7 |
2.0% |
80% |
False |
False |
8,626 |
100 |
1,008.9 |
810.0 |
198.9 |
20.3% |
18.1 |
1.9% |
86% |
False |
False |
7,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,073.8 |
2.618 |
1,038.5 |
1.618 |
1,016.9 |
1.000 |
1,003.6 |
0.618 |
995.3 |
HIGH |
982.0 |
0.618 |
973.7 |
0.500 |
971.2 |
0.382 |
968.7 |
LOW |
960.4 |
0.618 |
947.1 |
1.000 |
938.8 |
1.618 |
925.5 |
2.618 |
903.9 |
4.250 |
868.6 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
977.3 |
974.8 |
PP |
974.2 |
969.4 |
S1 |
971.2 |
963.9 |
|