Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,188.51 |
8,167.41 |
-21.10 |
-0.3% |
8,073.82 |
High |
8,307.51 |
8,219.81 |
-87.70 |
-1.1% |
8,307.51 |
Low |
8,136.90 |
8,099.31 |
-37.59 |
-0.5% |
7,938.98 |
Close |
8,168.12 |
8,212.41 |
44.29 |
0.5% |
8,212.41 |
Range |
170.61 |
120.50 |
-50.11 |
-29.4% |
368.53 |
ATR |
197.02 |
191.56 |
-5.47 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,538.68 |
8,496.04 |
8,278.69 |
|
R3 |
8,418.18 |
8,375.54 |
8,245.55 |
|
R2 |
8,297.68 |
8,297.68 |
8,234.50 |
|
R1 |
8,255.04 |
8,255.04 |
8,223.46 |
8,276.36 |
PP |
8,177.18 |
8,177.18 |
8,177.18 |
8,187.84 |
S1 |
8,134.54 |
8,134.54 |
8,201.36 |
8,155.86 |
S2 |
8,056.68 |
8,056.68 |
8,190.32 |
|
S3 |
7,936.18 |
8,014.04 |
8,179.27 |
|
S4 |
7,815.68 |
7,893.54 |
8,146.14 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,258.56 |
9,104.01 |
8,415.10 |
|
R3 |
8,890.03 |
8,735.48 |
8,313.76 |
|
R2 |
8,521.50 |
8,521.50 |
8,279.97 |
|
R1 |
8,366.95 |
8,366.95 |
8,246.19 |
8,444.23 |
PP |
8,152.97 |
8,152.97 |
8,152.97 |
8,191.60 |
S1 |
7,998.42 |
7,998.42 |
8,178.63 |
8,075.70 |
S2 |
7,784.44 |
7,784.44 |
8,144.85 |
|
S3 |
7,415.91 |
7,629.89 |
8,111.06 |
|
S4 |
7,047.38 |
7,261.36 |
8,009.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,307.51 |
7,938.98 |
368.53 |
4.5% |
163.77 |
2.0% |
74% |
False |
False |
|
10 |
8,307.51 |
7,791.95 |
515.56 |
6.3% |
181.67 |
2.2% |
82% |
False |
False |
|
20 |
8,307.51 |
7,750.85 |
556.66 |
6.8% |
173.44 |
2.1% |
83% |
False |
False |
|
40 |
8,307.51 |
6,469.95 |
1,837.56 |
22.4% |
212.91 |
2.6% |
95% |
False |
False |
|
60 |
8,315.07 |
6,469.95 |
1,845.12 |
22.5% |
219.66 |
2.7% |
94% |
False |
False |
|
80 |
8,996.94 |
6,469.95 |
2,526.99 |
30.8% |
221.45 |
2.7% |
69% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.9% |
223.49 |
2.7% |
67% |
False |
False |
|
120 |
9,159.58 |
6,469.95 |
2,689.63 |
32.8% |
261.52 |
3.2% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,731.94 |
2.618 |
8,535.28 |
1.618 |
8,414.78 |
1.000 |
8,340.31 |
0.618 |
8,294.28 |
HIGH |
8,219.81 |
0.618 |
8,173.78 |
0.500 |
8,159.56 |
0.382 |
8,145.34 |
LOW |
8,099.31 |
0.618 |
8,024.84 |
1.000 |
7,978.81 |
1.618 |
7,904.34 |
2.618 |
7,783.84 |
4.250 |
7,587.19 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,194.79 |
8,195.84 |
PP |
8,177.18 |
8,179.28 |
S1 |
8,159.56 |
8,162.71 |
|