Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,419.17 |
8,461.80 |
42.63 |
0.5% |
8,213.60 |
High |
8,517.46 |
8,462.04 |
-55.42 |
-0.7% |
8,587.55 |
Low |
8,365.65 |
8,262.43 |
-103.22 |
-1.2% |
8,213.60 |
Close |
8,469.11 |
8,284.89 |
-184.22 |
-2.2% |
8,574.65 |
Range |
151.81 |
199.61 |
47.80 |
31.5% |
373.95 |
ATR |
180.27 |
182.16 |
1.89 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,935.28 |
8,809.70 |
8,394.68 |
|
R3 |
8,735.67 |
8,610.09 |
8,339.78 |
|
R2 |
8,536.06 |
8,536.06 |
8,321.49 |
|
R1 |
8,410.48 |
8,410.48 |
8,303.19 |
8,373.47 |
PP |
8,336.45 |
8,336.45 |
8,336.45 |
8,317.95 |
S1 |
8,210.87 |
8,210.87 |
8,266.59 |
8,173.86 |
S2 |
8,136.84 |
8,136.84 |
8,248.29 |
|
S3 |
7,937.23 |
8,011.26 |
8,230.00 |
|
S4 |
7,737.62 |
7,811.65 |
8,175.10 |
|
|
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 |
8,262.43 |
325.12 |
3.9% |
181.27 |
2.2% |
7% |
False |
True |
|
10 |
8,587.55 |
8,099.31 |
488.24 |
5.9% |
162.96 |
2.0% |
38% |
False |
False |
|
20 |
8,587.55 |
7,791.95 |
795.60 |
9.6% |
173.22 |
2.1% |
62% |
False |
False |
|
40 |
8,587.55 |
7,257.27 |
1,330.28 |
16.1% |
199.73 |
2.4% |
77% |
False |
False |
|
60 |
8,587.55 |
6,469.95 |
2,117.60 |
25.6% |
210.91 |
2.5% |
86% |
False |
False |
|
80 |
8,587.55 |
6,469.95 |
2,117.60 |
25.6% |
216.39 |
2.6% |
86% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.6% |
213.68 |
2.6% |
69% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.6% |
243.91 |
2.9% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,310.38 |
2.618 |
8,984.62 |
1.618 |
8,785.01 |
1.000 |
8,661.65 |
0.618 |
8,585.40 |
HIGH |
8,462.04 |
0.618 |
8,385.79 |
0.500 |
8,362.24 |
0.382 |
8,338.68 |
LOW |
8,262.43 |
0.618 |
8,139.07 |
1.000 |
8,062.82 |
1.618 |
7,939.46 |
2.618 |
7,739.85 |
4.250 |
7,414.09 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,362.24 |
8,415.83 |
PP |
8,336.45 |
8,372.18 |
S1 |
8,310.67 |
8,328.54 |
|