Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,275.33 |
8,473.65 |
198.32 |
2.4% |
8,270.15 |
High |
8,495.71 |
8,496.59 |
0.88 |
0.0% |
8,591.93 |
Low |
8,226.90 |
8,289.35 |
62.45 |
0.8% |
8,221.01 |
Close |
8,473.49 |
8,300.02 |
-173.47 |
-2.0% |
8,277.32 |
Range |
268.81 |
207.24 |
-61.57 |
-22.9% |
370.92 |
ATR |
177.89 |
179.99 |
2.10 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,983.71 |
8,849.10 |
8,414.00 |
|
R3 |
8,776.47 |
8,641.86 |
8,357.01 |
|
R2 |
8,569.23 |
8,569.23 |
8,338.01 |
|
R1 |
8,434.62 |
8,434.62 |
8,319.02 |
8,398.31 |
PP |
8,361.99 |
8,361.99 |
8,361.99 |
8,343.83 |
S1 |
8,227.38 |
8,227.38 |
8,281.02 |
8,191.07 |
S2 |
8,154.75 |
8,154.75 |
8,262.03 |
|
S3 |
7,947.51 |
8,020.14 |
8,243.03 |
|
S4 |
7,740.27 |
7,812.90 |
8,186.04 |
|
|
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% |
192.92 |
2.3% |
21% |
False |
False |
|
10 |
8,591.93 |
8,221.01 |
370.92 |
4.5% |
174.80 |
2.1% |
21% |
False |
False |
|
20 |
8,591.93 |
8,017.91 |
574.02 |
6.9% |
170.88 |
2.1% |
49% |
False |
False |
|
40 |
8,591.93 |
7,483.87 |
1,108.06 |
13.4% |
179.36 |
2.2% |
74% |
False |
False |
|
60 |
8,591.93 |
6,469.95 |
2,121.98 |
25.6% |
202.26 |
2.4% |
86% |
False |
False |
|
80 |
8,591.93 |
6,469.95 |
2,121.98 |
25.6% |
207.98 |
2.5% |
86% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.5% |
211.97 |
2.6% |
70% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.5% |
221.39 |
2.7% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,377.36 |
2.618 |
9,039.14 |
1.618 |
8,831.90 |
1.000 |
8,703.83 |
0.618 |
8,624.66 |
HIGH |
8,496.59 |
0.618 |
8,417.42 |
0.500 |
8,392.97 |
0.382 |
8,368.52 |
LOW |
8,289.35 |
0.618 |
8,161.28 |
1.000 |
8,082.11 |
1.618 |
7,954.04 |
2.618 |
7,746.80 |
4.250 |
7,408.58 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,392.97 |
8,361.75 |
PP |
8,361.99 |
8,341.17 |
S1 |
8,331.00 |
8,320.60 |
|