Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,425.55 |
8,403.48 |
-22.07 |
-0.3% |
8,073.82 |
High |
8,458.12 |
8,518.57 |
60.45 |
0.7% |
8,307.51 |
Low |
8,362.78 |
8,403.00 |
40.22 |
0.5% |
7,938.98 |
Close |
8,410.65 |
8,512.28 |
101.63 |
1.2% |
8,212.41 |
Range |
95.34 |
115.57 |
20.23 |
21.2% |
368.53 |
ATR |
186.73 |
181.65 |
-5.08 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,824.66 |
8,784.04 |
8,575.84 |
|
R3 |
8,709.09 |
8,668.47 |
8,544.06 |
|
R2 |
8,593.52 |
8,593.52 |
8,533.47 |
|
R1 |
8,552.90 |
8,552.90 |
8,522.87 |
8,573.21 |
PP |
8,477.95 |
8,477.95 |
8,477.95 |
8,488.11 |
S1 |
8,437.33 |
8,437.33 |
8,501.69 |
8,457.64 |
S2 |
8,362.38 |
8,362.38 |
8,491.09 |
|
S3 |
8,246.81 |
8,321.76 |
8,480.50 |
|
S4 |
8,131.24 |
8,206.19 |
8,448.72 |
|
|
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 |
8,518.57 |
8,099.31 |
419.26 |
4.9% |
144.66 |
1.7% |
98% |
True |
False |
|
10 |
8,518.57 |
7,804.21 |
714.36 |
8.4% |
159.63 |
1.9% |
99% |
True |
False |
|
20 |
8,518.57 |
7,750.85 |
767.72 |
9.0% |
170.89 |
2.0% |
99% |
True |
False |
|
40 |
8,518.57 |
6,867.55 |
1,651.02 |
19.4% |
202.26 |
2.4% |
100% |
True |
False |
|
60 |
8,518.57 |
6,469.95 |
2,048.62 |
24.1% |
216.17 |
2.5% |
100% |
True |
False |
|
80 |
8,602.60 |
6,469.95 |
2,132.65 |
25.1% |
219.50 |
2.6% |
96% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
30.8% |
218.77 |
2.6% |
78% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.8% |
257.03 |
3.0% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,009.74 |
2.618 |
8,821.13 |
1.618 |
8,705.56 |
1.000 |
8,634.14 |
0.618 |
8,589.99 |
HIGH |
8,518.57 |
0.618 |
8,474.42 |
0.500 |
8,460.79 |
0.382 |
8,447.15 |
LOW |
8,403.00 |
0.618 |
8,331.58 |
1.000 |
8,287.43 |
1.618 |
8,216.01 |
2.618 |
8,100.44 |
4.250 |
7,911.83 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,495.12 |
8,463.55 |
PP |
8,477.95 |
8,414.82 |
S1 |
8,460.79 |
8,366.09 |
|