Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,416.07 |
8,292.21 |
-123.86 |
-1.5% |
8,270.15 |
High |
8,416.15 |
8,364.14 |
-52.01 |
-0.6% |
8,591.93 |
Low |
8,221.01 |
8,257.17 |
36.16 |
0.4% |
8,221.01 |
Close |
8,292.13 |
8,277.32 |
-14.81 |
-0.2% |
8,277.32 |
Range |
195.14 |
106.97 |
-88.17 |
-45.2% |
370.92 |
ATR |
175.81 |
170.90 |
-4.92 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,620.45 |
8,555.86 |
8,336.15 |
|
R3 |
8,513.48 |
8,448.89 |
8,306.74 |
|
R2 |
8,406.51 |
8,406.51 |
8,296.93 |
|
R1 |
8,341.92 |
8,341.92 |
8,287.13 |
8,320.73 |
PP |
8,299.54 |
8,299.54 |
8,299.54 |
8,288.95 |
S1 |
8,234.95 |
8,234.95 |
8,267.51 |
8,213.76 |
S2 |
8,192.57 |
8,192.57 |
8,257.71 |
|
S3 |
8,085.60 |
8,127.98 |
8,247.90 |
|
S4 |
7,978.63 |
8,021.01 |
8,218.49 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,476.18 |
9,247.67 |
8,481.33 |
|
R3 |
9,105.26 |
8,876.75 |
8,379.32 |
|
R2 |
8,734.34 |
8,734.34 |
8,345.32 |
|
R1 |
8,505.83 |
8,505.83 |
8,311.32 |
8,620.09 |
PP |
8,363.42 |
8,363.42 |
8,363.42 |
8,420.55 |
S1 |
8,134.91 |
8,134.91 |
8,243.32 |
8,249.17 |
S2 |
7,992.50 |
7,992.50 |
8,209.32 |
|
S3 |
7,621.58 |
7,763.99 |
8,175.32 |
|
S4 |
7,250.66 |
7,393.07 |
8,073.31 |
|
|
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% |
160.95 |
1.9% |
15% |
False |
False |
|
10 |
8,591.93 |
8,221.01 |
370.92 |
4.5% |
158.26 |
1.9% |
15% |
False |
False |
|
20 |
8,591.93 |
7,938.98 |
652.95 |
7.9% |
161.48 |
2.0% |
52% |
False |
False |
|
40 |
8,591.93 |
7,437.59 |
1,154.34 |
13.9% |
180.52 |
2.2% |
73% |
False |
False |
|
60 |
8,591.93 |
6,469.95 |
2,121.98 |
25.6% |
202.08 |
2.4% |
85% |
False |
False |
|
80 |
8,591.93 |
6,469.95 |
2,121.98 |
25.6% |
207.90 |
2.5% |
85% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.6% |
210.86 |
2.5% |
69% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.6% |
225.58 |
2.7% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,818.76 |
2.618 |
8,644.19 |
1.618 |
8,537.22 |
1.000 |
8,471.11 |
0.618 |
8,430.25 |
HIGH |
8,364.14 |
0.618 |
8,323.28 |
0.500 |
8,310.66 |
0.382 |
8,298.03 |
LOW |
8,257.17 |
0.618 |
8,191.06 |
1.000 |
8,150.20 |
1.618 |
8,084.09 |
2.618 |
7,977.12 |
4.250 |
7,802.55 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,310.66 |
8,406.47 |
PP |
8,299.54 |
8,363.42 |
S1 |
8,288.43 |
8,320.37 |
|