Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,471.82 |
8,416.07 |
-55.75 |
-0.7% |
8,569.23 |
High |
8,591.93 |
8,416.15 |
-175.78 |
-2.0% |
8,569.23 |
Low |
8,405.47 |
8,221.01 |
-184.46 |
-2.2% |
8,230.17 |
Close |
8,422.04 |
8,292.13 |
-129.91 |
-1.5% |
8,268.64 |
Range |
186.46 |
195.14 |
8.68 |
4.7% |
339.06 |
ATR |
173.87 |
175.81 |
1.94 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,895.18 |
8,788.80 |
8,399.46 |
|
R3 |
8,700.04 |
8,593.66 |
8,345.79 |
|
R2 |
8,504.90 |
8,504.90 |
8,327.91 |
|
R1 |
8,398.52 |
8,398.52 |
8,310.02 |
8,354.14 |
PP |
8,309.76 |
8,309.76 |
8,309.76 |
8,287.58 |
S1 |
8,203.38 |
8,203.38 |
8,274.24 |
8,159.00 |
S2 |
8,114.62 |
8,114.62 |
8,256.35 |
|
S3 |
7,919.48 |
8,008.24 |
8,238.47 |
|
S4 |
7,724.34 |
7,813.10 |
8,184.80 |
|
|
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 |
8,221.01 |
370.92 |
4.5% |
172.52 |
2.1% |
19% |
False |
True |
|
10 |
8,591.93 |
8,221.01 |
370.92 |
4.5% |
165.25 |
2.0% |
19% |
False |
True |
|
20 |
8,591.93 |
7,938.98 |
652.95 |
7.9% |
164.64 |
2.0% |
54% |
False |
False |
|
40 |
8,591.93 |
7,437.59 |
1,154.34 |
13.9% |
182.32 |
2.2% |
74% |
False |
False |
|
60 |
8,591.93 |
6,469.95 |
2,121.98 |
25.6% |
204.11 |
2.5% |
86% |
False |
False |
|
80 |
8,591.93 |
6,469.95 |
2,121.98 |
25.6% |
209.43 |
2.5% |
86% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.6% |
211.46 |
2.6% |
70% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.6% |
226.01 |
2.7% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,245.50 |
2.618 |
8,927.03 |
1.618 |
8,731.89 |
1.000 |
8,611.29 |
0.618 |
8,536.75 |
HIGH |
8,416.15 |
0.618 |
8,341.61 |
0.500 |
8,318.58 |
0.382 |
8,295.55 |
LOW |
8,221.01 |
0.618 |
8,100.41 |
1.000 |
8,025.87 |
1.618 |
7,905.27 |
2.618 |
7,710.13 |
4.250 |
7,391.67 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,318.58 |
8,406.47 |
PP |
8,309.76 |
8,368.36 |
S1 |
8,300.95 |
8,330.24 |
|