Trading Metrics calculated at close of trading on 29-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
Open |
8,300.50 |
8,404.04 |
103.54 |
1.2% |
8,275.33 |
High |
8,434.62 |
8,522.95 |
88.33 |
1.0% |
8,522.95 |
Low |
8,246.58 |
8,368.52 |
121.94 |
1.5% |
8,226.90 |
Close |
8,403.80 |
8,500.33 |
96.53 |
1.1% |
8,500.33 |
Range |
188.04 |
154.43 |
-33.61 |
-17.9% |
296.05 |
ATR |
180.56 |
178.70 |
-1.87 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,927.22 |
8,868.21 |
8,585.27 |
|
R3 |
8,772.79 |
8,713.78 |
8,542.80 |
|
R2 |
8,618.36 |
8,618.36 |
8,528.64 |
|
R1 |
8,559.35 |
8,559.35 |
8,514.49 |
8,588.86 |
PP |
8,463.93 |
8,463.93 |
8,463.93 |
8,478.69 |
S1 |
8,404.92 |
8,404.92 |
8,486.17 |
8,434.43 |
S2 |
8,309.50 |
8,309.50 |
8,472.02 |
|
S3 |
8,155.07 |
8,250.49 |
8,457.86 |
|
S4 |
8,000.64 |
8,096.06 |
8,415.39 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,304.88 |
9,198.65 |
8,663.16 |
|
R3 |
9,008.83 |
8,902.60 |
8,581.74 |
|
R2 |
8,712.78 |
8,712.78 |
8,554.61 |
|
R1 |
8,606.55 |
8,606.55 |
8,527.47 |
8,659.67 |
PP |
8,416.73 |
8,416.73 |
8,416.73 |
8,443.28 |
S1 |
8,310.50 |
8,310.50 |
8,473.19 |
8,363.62 |
S2 |
8,120.68 |
8,120.68 |
8,446.05 |
|
S3 |
7,824.63 |
8,014.45 |
8,418.92 |
|
S4 |
7,528.58 |
7,718.40 |
8,337.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,522.95 |
8,226.90 |
296.05 |
3.5% |
185.10 |
2.2% |
92% |
True |
False |
|
10 |
8,591.93 |
8,221.01 |
370.92 |
4.4% |
178.81 |
2.1% |
75% |
False |
False |
|
20 |
8,591.93 |
8,099.31 |
492.62 |
5.8% |
167.49 |
2.0% |
81% |
False |
False |
|
40 |
8,591.93 |
7,750.85 |
841.08 |
9.9% |
175.25 |
2.1% |
89% |
False |
False |
|
60 |
8,591.93 |
6,469.95 |
2,121.98 |
25.0% |
201.26 |
2.4% |
96% |
False |
False |
|
80 |
8,591.93 |
6,469.95 |
2,121.98 |
25.0% |
208.02 |
2.4% |
96% |
False |
False |
|
100 |
9,088.06 |
6,469.95 |
2,618.11 |
30.8% |
210.93 |
2.5% |
78% |
False |
False |
|
120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.8% |
217.89 |
2.6% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,179.28 |
2.618 |
8,927.25 |
1.618 |
8,772.82 |
1.000 |
8,677.38 |
0.618 |
8,618.39 |
HIGH |
8,522.95 |
0.618 |
8,463.96 |
0.500 |
8,445.74 |
0.382 |
8,427.51 |
LOW |
8,368.52 |
0.618 |
8,273.08 |
1.000 |
8,214.09 |
1.618 |
8,118.65 |
2.618 |
7,964.22 |
4.250 |
7,712.19 |
|
|
Fisher Pivots for day following 29-May-2009 |
Pivot |
1 day |
3 day |
R1 |
8,482.13 |
8,461.81 |
PP |
8,463.93 |
8,423.29 |
S1 |
8,445.74 |
8,384.77 |
|