Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,410.73 |
8,569.23 |
158.50 |
1.9% |
8,213.60 |
High |
8,587.55 |
8,569.23 |
-18.32 |
-0.2% |
8,587.55 |
Low |
8,410.73 |
8,410.33 |
-0.40 |
0.0% |
8,213.60 |
Close |
8,574.65 |
8,418.77 |
-155.88 |
-1.8% |
8,574.65 |
Range |
176.82 |
158.90 |
-17.92 |
-10.1% |
373.95 |
ATR |
183.86 |
182.46 |
-1.40 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,942.81 |
8,839.69 |
8,506.17 |
|
R3 |
8,783.91 |
8,680.79 |
8,462.47 |
|
R2 |
8,625.01 |
8,625.01 |
8,447.90 |
|
R1 |
8,521.89 |
8,521.89 |
8,433.34 |
8,494.00 |
PP |
8,466.11 |
8,466.11 |
8,466.11 |
8,452.17 |
S1 |
8,362.99 |
8,362.99 |
8,404.20 |
8,335.10 |
S2 |
8,307.21 |
8,307.21 |
8,389.64 |
|
S3 |
8,148.31 |
8,204.09 |
8,375.07 |
|
S4 |
7,989.41 |
8,045.19 |
8,331.38 |
|
|
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 |
8,358.00 |
229.55 |
2.7% |
153.16 |
1.8% |
26% |
False |
False |
|
10 |
8,587.55 |
7,938.98 |
648.57 |
7.7% |
167.05 |
2.0% |
74% |
False |
False |
|
20 |
8,587.55 |
7,791.95 |
795.60 |
9.5% |
171.95 |
2.0% |
79% |
False |
False |
|
40 |
8,587.55 |
7,172.05 |
1,415.50 |
16.8% |
201.22 |
2.4% |
88% |
False |
False |
|
60 |
8,587.55 |
6,469.95 |
2,117.60 |
25.2% |
212.13 |
2.5% |
92% |
False |
False |
|
80 |
8,587.55 |
6,469.95 |
2,117.60 |
25.2% |
218.53 |
2.6% |
92% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.1% |
215.93 |
2.6% |
74% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.1% |
246.79 |
2.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,244.56 |
2.618 |
8,985.23 |
1.618 |
8,826.33 |
1.000 |
8,728.13 |
0.618 |
8,667.43 |
HIGH |
8,569.23 |
0.618 |
8,508.53 |
0.500 |
8,489.78 |
0.382 |
8,471.03 |
LOW |
8,410.33 |
0.618 |
8,312.13 |
1.000 |
8,251.43 |
1.618 |
8,153.23 |
2.618 |
7,994.33 |
4.250 |
7,735.01 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,489.78 |
8,472.78 |
PP |
8,466.11 |
8,454.77 |
S1 |
8,442.44 |
8,436.77 |
|