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 |
953.1 |
963.9 |
10.8 |
1.1% |
961.3 |
High |
969.1 |
984.6 |
15.5 |
1.6% |
984.6 |
Low |
949.3 |
963.9 |
14.6 |
1.5% |
941.0 |
Close |
966.0 |
983.1 |
17.1 |
1.8% |
983.1 |
Range |
19.8 |
20.7 |
0.9 |
4.5% |
43.6 |
ATR |
15.9 |
16.3 |
0.3 |
2.1% |
0.0 |
Volume |
7,196 |
6,031 |
-1,165 |
-16.2% |
23,678 |
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.3 |
1,031.9 |
994.5 |
|
R3 |
1,018.6 |
1,011.2 |
988.8 |
|
R2 |
997.9 |
997.9 |
986.9 |
|
R1 |
990.5 |
990.5 |
985.0 |
994.2 |
PP |
977.2 |
977.2 |
977.2 |
979.1 |
S1 |
969.8 |
969.8 |
981.2 |
973.5 |
S2 |
956.5 |
956.5 |
979.3 |
|
S3 |
935.8 |
949.1 |
977.4 |
|
S4 |
915.1 |
928.4 |
971.7 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.4 |
1,085.3 |
1,007.1 |
|
R3 |
1,056.8 |
1,041.7 |
995.1 |
|
R2 |
1,013.2 |
1,013.2 |
991.1 |
|
R1 |
998.1 |
998.1 |
987.1 |
1,005.7 |
PP |
969.6 |
969.6 |
969.6 |
973.3 |
S1 |
954.5 |
954.5 |
979.1 |
962.1 |
S2 |
926.0 |
926.0 |
975.1 |
|
S3 |
882.4 |
910.9 |
971.1 |
|
S4 |
838.8 |
867.3 |
959.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
984.6 |
941.0 |
43.6 |
4.4% |
17.3 |
1.8% |
97% |
True |
False |
5,840 |
10 |
984.6 |
919.8 |
64.8 |
6.6% |
16.1 |
1.6% |
98% |
True |
False |
4,787 |
20 |
984.6 |
884.8 |
99.8 |
10.2% |
15.1 |
1.5% |
98% |
True |
False |
3,858 |
40 |
984.6 |
869.5 |
115.1 |
11.7% |
15.8 |
1.6% |
99% |
True |
False |
2,606 |
60 |
984.6 |
869.5 |
115.1 |
11.7% |
18.3 |
1.9% |
99% |
True |
False |
2,319 |
80 |
1,015.0 |
869.5 |
145.5 |
14.8% |
19.7 |
2.0% |
78% |
False |
False |
2,112 |
100 |
1,015.0 |
810.0 |
205.0 |
20.9% |
20.1 |
2.0% |
84% |
False |
False |
1,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,072.6 |
2.618 |
1,038.8 |
1.618 |
1,018.1 |
1.000 |
1,005.3 |
0.618 |
997.4 |
HIGH |
984.6 |
0.618 |
976.7 |
0.500 |
974.3 |
0.382 |
971.8 |
LOW |
963.9 |
0.618 |
951.1 |
1.000 |
943.2 |
1.618 |
930.4 |
2.618 |
909.7 |
4.250 |
875.9 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
980.2 |
977.7 |
PP |
977.2 |
972.3 |
S1 |
974.3 |
967.0 |
|