Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,513.56 |
8,410.73 |
-102.83 |
-1.2% |
8,213.60 |
High |
8,577.19 |
8,587.55 |
10.36 |
0.1% |
8,587.55 |
Low |
8,358.00 |
8,410.73 |
52.73 |
0.6% |
8,213.60 |
Close |
8,409.85 |
8,574.65 |
164.80 |
2.0% |
8,574.65 |
Range |
219.19 |
176.82 |
-42.37 |
-19.3% |
373.95 |
ATR |
184.33 |
183.86 |
-0.47 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,054.77 |
8,991.53 |
8,671.90 |
|
R3 |
8,877.95 |
8,814.71 |
8,623.28 |
|
R2 |
8,701.13 |
8,701.13 |
8,607.07 |
|
R1 |
8,637.89 |
8,637.89 |
8,590.86 |
8,669.51 |
PP |
8,524.31 |
8,524.31 |
8,524.31 |
8,540.12 |
S1 |
8,461.07 |
8,461.07 |
8,558.44 |
8,492.69 |
S2 |
8,347.49 |
8,347.49 |
8,542.23 |
|
S3 |
8,170.67 |
8,284.25 |
8,526.02 |
|
S4 |
7,993.85 |
8,107.43 |
8,477.40 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,580.45 |
9,451.50 |
8,780.32 |
|
R3 |
9,206.50 |
9,077.55 |
8,677.49 |
|
R2 |
8,832.55 |
8,832.55 |
8,643.21 |
|
R1 |
8,703.60 |
8,703.60 |
8,608.93 |
8,768.08 |
PP |
8,458.60 |
8,458.60 |
8,458.60 |
8,490.84 |
S1 |
8,329.65 |
8,329.65 |
8,540.37 |
8,394.13 |
S2 |
8,084.65 |
8,084.65 |
8,506.09 |
|
S3 |
7,710.70 |
7,955.70 |
8,471.81 |
|
S4 |
7,336.75 |
7,581.75 |
8,368.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,587.55 |
8,213.60 |
373.95 |
4.4% |
165.64 |
1.9% |
97% |
True |
False |
|
10 |
8,587.55 |
7,938.98 |
648.57 |
7.6% |
164.70 |
1.9% |
98% |
True |
False |
|
20 |
8,587.55 |
7,791.95 |
795.60 |
9.3% |
171.49 |
2.0% |
98% |
True |
False |
|
40 |
8,587.55 |
7,105.86 |
1,481.69 |
17.3% |
200.66 |
2.3% |
99% |
True |
False |
|
60 |
8,587.55 |
6,469.95 |
2,117.60 |
24.7% |
213.57 |
2.5% |
99% |
True |
False |
|
80 |
8,587.55 |
6,469.95 |
2,117.60 |
24.7% |
220.37 |
2.6% |
99% |
True |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
30.5% |
216.42 |
2.5% |
80% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.5% |
249.24 |
2.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,339.04 |
2.618 |
9,050.46 |
1.618 |
8,873.64 |
1.000 |
8,764.37 |
0.618 |
8,696.82 |
HIGH |
8,587.55 |
0.618 |
8,520.00 |
0.500 |
8,499.14 |
0.382 |
8,478.28 |
LOW |
8,410.73 |
0.618 |
8,301.46 |
1.000 |
8,233.91 |
1.618 |
8,124.64 |
2.618 |
7,947.82 |
4.250 |
7,659.25 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,549.48 |
8,540.69 |
PP |
8,524.31 |
8,506.73 |
S1 |
8,499.14 |
8,472.78 |
|