Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,569.23 |
8,419.17 |
-150.06 |
-1.8% |
8,213.60 |
High |
8,569.23 |
8,517.46 |
-51.77 |
-0.6% |
8,587.55 |
Low |
8,410.33 |
8,365.65 |
-44.68 |
-0.5% |
8,213.60 |
Close |
8,418.77 |
8,469.11 |
50.34 |
0.6% |
8,574.65 |
Range |
158.90 |
151.81 |
-7.09 |
-4.5% |
373.95 |
ATR |
182.46 |
180.27 |
-2.19 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,906.17 |
8,839.45 |
8,552.61 |
|
R3 |
8,754.36 |
8,687.64 |
8,510.86 |
|
R2 |
8,602.55 |
8,602.55 |
8,496.94 |
|
R1 |
8,535.83 |
8,535.83 |
8,483.03 |
8,569.19 |
PP |
8,450.74 |
8,450.74 |
8,450.74 |
8,467.42 |
S1 |
8,384.02 |
8,384.02 |
8,455.19 |
8,417.38 |
S2 |
8,298.93 |
8,298.93 |
8,441.28 |
|
S3 |
8,147.12 |
8,232.21 |
8,427.36 |
|
S4 |
7,995.31 |
8,080.40 |
8,385.61 |
|
|
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% |
164.46 |
1.9% |
48% |
False |
False |
|
10 |
8,587.55 |
8,017.91 |
569.64 |
6.7% |
166.97 |
2.0% |
79% |
False |
False |
|
20 |
8,587.55 |
7,791.95 |
795.60 |
9.4% |
171.78 |
2.0% |
85% |
False |
False |
|
40 |
8,587.55 |
7,172.05 |
1,415.50 |
16.7% |
200.36 |
2.4% |
92% |
False |
False |
|
60 |
8,587.55 |
6,469.95 |
2,117.60 |
25.0% |
212.49 |
2.5% |
94% |
False |
False |
|
80 |
8,587.55 |
6,469.95 |
2,117.60 |
25.0% |
216.79 |
2.6% |
94% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
30.9% |
213.52 |
2.5% |
76% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.9% |
245.35 |
2.9% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,162.65 |
2.618 |
8,914.90 |
1.618 |
8,763.09 |
1.000 |
8,669.27 |
0.618 |
8,611.28 |
HIGH |
8,517.46 |
0.618 |
8,459.47 |
0.500 |
8,441.56 |
0.382 |
8,423.64 |
LOW |
8,365.65 |
0.618 |
8,271.83 |
1.000 |
8,213.84 |
1.618 |
8,120.02 |
2.618 |
7,968.21 |
4.250 |
7,720.46 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,459.93 |
8,476.60 |
PP |
8,450.74 |
8,474.10 |
S1 |
8,441.56 |
8,471.61 |
|