Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,502.48 |
8,471.82 |
-30.66 |
-0.4% |
8,569.23 |
High |
8,538.01 |
8,591.93 |
53.92 |
0.6% |
8,569.23 |
Low |
8,463.54 |
8,405.47 |
-58.07 |
-0.7% |
8,230.17 |
Close |
8,474.85 |
8,422.04 |
-52.81 |
-0.6% |
8,268.64 |
Range |
74.47 |
186.46 |
111.99 |
150.4% |
339.06 |
ATR |
172.91 |
173.87 |
0.97 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,032.53 |
8,913.74 |
8,524.59 |
|
R3 |
8,846.07 |
8,727.28 |
8,473.32 |
|
R2 |
8,659.61 |
8,659.61 |
8,456.22 |
|
R1 |
8,540.82 |
8,540.82 |
8,439.13 |
8,506.99 |
PP |
8,473.15 |
8,473.15 |
8,473.15 |
8,456.23 |
S1 |
8,354.36 |
8,354.36 |
8,404.95 |
8,320.53 |
S2 |
8,286.69 |
8,286.69 |
8,387.86 |
|
S3 |
8,100.23 |
8,167.90 |
8,370.76 |
|
S4 |
7,913.77 |
7,981.44 |
8,319.49 |
|
|
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 |
8,591.93 |
8,230.17 |
361.76 |
4.3% |
154.04 |
1.8% |
53% |
True |
False |
|
10 |
8,591.93 |
8,230.17 |
361.76 |
4.3% |
167.65 |
2.0% |
53% |
True |
False |
|
20 |
8,591.93 |
7,804.21 |
787.72 |
9.4% |
163.64 |
1.9% |
78% |
True |
False |
|
40 |
8,591.93 |
7,437.59 |
1,154.34 |
13.7% |
185.28 |
2.2% |
85% |
True |
False |
|
60 |
8,591.93 |
6,469.95 |
2,121.98 |
25.2% |
205.00 |
2.4% |
92% |
True |
False |
|
80 |
8,591.93 |
6,469.95 |
2,121.98 |
25.2% |
208.78 |
2.5% |
92% |
True |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.1% |
210.22 |
2.5% |
75% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.1% |
227.85 |
2.7% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,384.39 |
2.618 |
9,080.08 |
1.618 |
8,893.62 |
1.000 |
8,778.39 |
0.618 |
8,707.16 |
HIGH |
8,591.93 |
0.618 |
8,520.70 |
0.500 |
8,498.70 |
0.382 |
8,476.70 |
LOW |
8,405.47 |
0.618 |
8,290.24 |
1.000 |
8,219.01 |
1.618 |
8,103.78 |
2.618 |
7,917.32 |
4.250 |
7,613.02 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,498.70 |
8,431.04 |
PP |
8,473.15 |
8,428.04 |
S1 |
8,447.59 |
8,425.04 |
|