Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,285.92 |
8,326.22 |
40.30 |
0.5% |
8,569.23 |
High |
8,376.64 |
8,394.96 |
18.32 |
0.2% |
8,569.23 |
Low |
8,273.90 |
8,230.17 |
-43.73 |
-0.5% |
8,230.17 |
Close |
8,331.32 |
8,268.64 |
-62.68 |
-0.8% |
8,268.64 |
Range |
102.74 |
164.79 |
62.05 |
60.4% |
339.06 |
ATR |
176.49 |
175.65 |
-0.84 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,792.29 |
8,695.26 |
8,359.27 |
|
R3 |
8,627.50 |
8,530.47 |
8,313.96 |
|
R2 |
8,462.71 |
8,462.71 |
8,298.85 |
|
R1 |
8,365.68 |
8,365.68 |
8,283.75 |
8,331.80 |
PP |
8,297.92 |
8,297.92 |
8,297.92 |
8,280.99 |
S1 |
8,200.89 |
8,200.89 |
8,253.53 |
8,167.01 |
S2 |
8,133.13 |
8,133.13 |
8,238.43 |
|
S3 |
7,968.34 |
8,036.10 |
8,223.32 |
|
S4 |
7,803.55 |
7,871.31 |
8,178.01 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,373.19 |
9,159.98 |
8,455.12 |
|
R3 |
9,034.13 |
8,820.92 |
8,361.88 |
|
R2 |
8,695.07 |
8,695.07 |
8,330.80 |
|
R1 |
8,481.86 |
8,481.86 |
8,299.72 |
8,418.94 |
PP |
8,356.01 |
8,356.01 |
8,356.01 |
8,324.55 |
S1 |
8,142.80 |
8,142.80 |
8,237.56 |
8,079.88 |
S2 |
8,016.95 |
8,016.95 |
8,206.48 |
|
S3 |
7,677.89 |
7,803.74 |
8,175.40 |
|
S4 |
7,338.83 |
7,464.68 |
8,082.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,569.23 |
8,230.17 |
339.06 |
4.1% |
155.57 |
1.9% |
11% |
False |
True |
|
10 |
8,587.55 |
8,213.60 |
373.95 |
4.5% |
160.60 |
1.9% |
15% |
False |
False |
|
20 |
8,587.55 |
7,791.95 |
795.60 |
9.6% |
171.14 |
2.1% |
60% |
False |
False |
|
40 |
8,587.55 |
7,257.83 |
1,329.72 |
16.1% |
194.08 |
2.3% |
76% |
False |
False |
|
60 |
8,587.55 |
6,469.95 |
2,117.60 |
25.6% |
210.28 |
2.5% |
85% |
False |
False |
|
80 |
8,587.55 |
6,469.95 |
2,117.60 |
25.6% |
211.49 |
2.6% |
85% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.7% |
210.43 |
2.5% |
69% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.7% |
236.15 |
2.9% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,095.32 |
2.618 |
8,826.38 |
1.618 |
8,661.59 |
1.000 |
8,559.75 |
0.618 |
8,496.80 |
HIGH |
8,394.96 |
0.618 |
8,332.01 |
0.500 |
8,312.57 |
0.382 |
8,293.12 |
LOW |
8,230.17 |
0.618 |
8,128.33 |
1.000 |
8,065.38 |
1.618 |
7,963.54 |
2.618 |
7,798.75 |
4.250 |
7,529.81 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,312.57 |
8,346.11 |
PP |
8,297.92 |
8,320.28 |
S1 |
8,283.28 |
8,294.46 |
|