Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,403.48 |
8,513.56 |
110.08 |
1.3% |
8,073.82 |
High |
8,518.57 |
8,577.19 |
58.62 |
0.7% |
8,307.51 |
Low |
8,403.00 |
8,358.00 |
-45.00 |
-0.5% |
7,938.98 |
Close |
8,512.28 |
8,409.85 |
-102.43 |
-1.2% |
8,212.41 |
Range |
115.57 |
219.19 |
103.62 |
89.7% |
368.53 |
ATR |
181.65 |
184.33 |
2.68 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,105.92 |
8,977.07 |
8,530.40 |
|
R3 |
8,886.73 |
8,757.88 |
8,470.13 |
|
R2 |
8,667.54 |
8,667.54 |
8,450.03 |
|
R1 |
8,538.69 |
8,538.69 |
8,429.94 |
8,493.52 |
PP |
8,448.35 |
8,448.35 |
8,448.35 |
8,425.76 |
S1 |
8,319.50 |
8,319.50 |
8,389.76 |
8,274.33 |
S2 |
8,229.16 |
8,229.16 |
8,369.67 |
|
S3 |
8,009.97 |
8,100.31 |
8,349.57 |
|
S4 |
7,790.78 |
7,881.12 |
8,289.30 |
|
|
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 |
8,577.19 |
8,099.31 |
477.88 |
5.7% |
154.37 |
1.8% |
65% |
True |
False |
|
10 |
8,577.19 |
7,938.98 |
638.21 |
7.6% |
164.03 |
2.0% |
74% |
True |
False |
|
20 |
8,577.19 |
7,791.95 |
785.24 |
9.3% |
175.01 |
2.1% |
79% |
True |
False |
|
40 |
8,577.19 |
6,872.25 |
1,704.94 |
20.3% |
204.06 |
2.4% |
90% |
True |
False |
|
60 |
8,577.19 |
6,469.95 |
2,107.24 |
25.1% |
212.81 |
2.5% |
92% |
True |
False |
|
80 |
8,577.19 |
6,469.95 |
2,107.24 |
25.1% |
219.97 |
2.6% |
92% |
True |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.1% |
218.00 |
2.6% |
74% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.1% |
255.36 |
3.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,508.75 |
2.618 |
9,151.03 |
1.618 |
8,931.84 |
1.000 |
8,796.38 |
0.618 |
8,712.65 |
HIGH |
8,577.19 |
0.618 |
8,493.46 |
0.500 |
8,467.60 |
0.382 |
8,441.73 |
LOW |
8,358.00 |
0.618 |
8,222.54 |
1.000 |
8,138.81 |
1.618 |
8,003.35 |
2.618 |
7,784.16 |
4.250 |
7,426.44 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,467.60 |
8,467.60 |
PP |
8,448.35 |
8,448.35 |
S1 |
8,429.10 |
8,429.10 |
|