Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,326.22 |
8,270.15 |
-56.07 |
-0.7% |
8,569.23 |
High |
8,394.96 |
8,511.88 |
116.92 |
1.4% |
8,569.23 |
Low |
8,230.17 |
8,270.15 |
39.98 |
0.5% |
8,230.17 |
Close |
8,268.64 |
8,504.08 |
235.44 |
2.8% |
8,268.64 |
Range |
164.79 |
241.73 |
76.94 |
46.7% |
339.06 |
ATR |
175.65 |
180.48 |
4.83 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,153.89 |
9,070.72 |
8,637.03 |
|
R3 |
8,912.16 |
8,828.99 |
8,570.56 |
|
R2 |
8,670.43 |
8,670.43 |
8,548.40 |
|
R1 |
8,587.26 |
8,587.26 |
8,526.24 |
8,628.85 |
PP |
8,428.70 |
8,428.70 |
8,428.70 |
8,449.50 |
S1 |
8,345.53 |
8,345.53 |
8,481.92 |
8,387.12 |
S2 |
8,186.97 |
8,186.97 |
8,459.76 |
|
S3 |
7,945.24 |
8,103.80 |
8,437.60 |
|
S4 |
7,703.51 |
7,862.07 |
8,371.13 |
|
|
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 |
8,517.46 |
8,230.17 |
287.29 |
3.4% |
172.14 |
2.0% |
95% |
False |
False |
|
10 |
8,587.55 |
8,230.17 |
357.38 |
4.2% |
162.65 |
1.9% |
77% |
False |
False |
|
20 |
8,587.55 |
7,791.95 |
795.60 |
9.4% |
168.80 |
2.0% |
90% |
False |
False |
|
40 |
8,587.55 |
7,278.78 |
1,308.77 |
15.4% |
195.05 |
2.3% |
94% |
False |
False |
|
60 |
8,587.55 |
6,469.95 |
2,117.60 |
24.9% |
210.65 |
2.5% |
96% |
False |
False |
|
80 |
8,587.55 |
6,469.95 |
2,117.60 |
24.9% |
211.17 |
2.5% |
96% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
30.8% |
210.56 |
2.5% |
78% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.8% |
232.98 |
2.7% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,539.23 |
2.618 |
9,144.73 |
1.618 |
8,903.00 |
1.000 |
8,753.61 |
0.618 |
8,661.27 |
HIGH |
8,511.88 |
0.618 |
8,419.54 |
0.500 |
8,391.02 |
0.382 |
8,362.49 |
LOW |
8,270.15 |
0.618 |
8,120.76 |
1.000 |
8,028.42 |
1.618 |
7,879.03 |
2.618 |
7,637.30 |
4.250 |
7,242.80 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,466.39 |
8,459.73 |
PP |
8,428.70 |
8,415.38 |
S1 |
8,391.02 |
8,371.03 |
|