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 |
958.0 |
953.1 |
-4.9 |
-0.5% |
936.6 |
High |
964.2 |
969.1 |
4.9 |
0.5% |
967.2 |
Low |
952.0 |
949.3 |
-2.7 |
-0.3% |
919.8 |
Close |
958.0 |
966.0 |
8.0 |
0.8% |
963.1 |
Range |
12.2 |
19.8 |
7.6 |
62.3% |
47.4 |
ATR |
15.6 |
15.9 |
0.3 |
1.9% |
0.0 |
Volume |
6,661 |
7,196 |
535 |
8.0% |
20,749 |
|
Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,020.9 |
1,013.2 |
976.9 |
|
R3 |
1,001.1 |
993.4 |
971.4 |
|
R2 |
981.3 |
981.3 |
969.6 |
|
R1 |
973.6 |
973.6 |
967.8 |
977.5 |
PP |
961.5 |
961.5 |
961.5 |
963.4 |
S1 |
953.8 |
953.8 |
964.2 |
957.7 |
S2 |
941.7 |
941.7 |
962.4 |
|
S3 |
921.9 |
934.0 |
960.6 |
|
S4 |
902.1 |
914.2 |
955.1 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.2 |
1,075.1 |
989.2 |
|
R3 |
1,044.8 |
1,027.7 |
976.1 |
|
R2 |
997.4 |
997.4 |
971.8 |
|
R1 |
980.3 |
980.3 |
967.4 |
988.9 |
PP |
950.0 |
950.0 |
950.0 |
954.3 |
S1 |
932.9 |
932.9 |
958.8 |
941.5 |
S2 |
902.6 |
902.6 |
954.4 |
|
S3 |
855.2 |
885.5 |
950.1 |
|
S4 |
807.8 |
838.1 |
937.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
969.1 |
940.0 |
29.1 |
3.0% |
17.3 |
1.8% |
89% |
True |
False |
6,163 |
10 |
969.1 |
919.8 |
49.3 |
5.1% |
14.8 |
1.5% |
94% |
True |
False |
4,602 |
20 |
969.1 |
884.6 |
84.5 |
8.7% |
15.0 |
1.6% |
96% |
True |
False |
3,688 |
40 |
969.1 |
869.5 |
99.6 |
10.3% |
15.6 |
1.6% |
97% |
True |
False |
2,505 |
60 |
973.6 |
869.5 |
104.1 |
10.8% |
18.3 |
1.9% |
93% |
False |
False |
2,250 |
80 |
1,015.0 |
869.5 |
145.5 |
15.1% |
19.6 |
2.0% |
66% |
False |
False |
2,043 |
100 |
1,015.0 |
810.0 |
205.0 |
21.2% |
20.2 |
2.1% |
76% |
False |
False |
1,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.3 |
2.618 |
1,020.9 |
1.618 |
1,001.1 |
1.000 |
988.9 |
0.618 |
981.3 |
HIGH |
969.1 |
0.618 |
961.5 |
0.500 |
959.2 |
0.382 |
956.9 |
LOW |
949.3 |
0.618 |
937.1 |
1.000 |
929.5 |
1.618 |
917.3 |
2.618 |
897.5 |
4.250 |
865.2 |
|
|
Fisher Pivots for day following 28-May-2009 |
Pivot |
1 day |
3 day |
R1 |
963.7 |
962.4 |
PP |
961.5 |
958.7 |
S1 |
959.2 |
955.1 |
|