Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,427.75 |
1,394.00 |
-33.75 |
-2.4% |
1,397.50 |
High |
1,437.75 |
1,410.25 |
-27.50 |
-1.9% |
1,437.75 |
Low |
1,375.25 |
1,375.75 |
0.50 |
0.0% |
1,375.25 |
Close |
1,394.50 |
1,389.50 |
-5.00 |
-0.4% |
1,389.50 |
Range |
62.50 |
34.50 |
-28.00 |
-44.8% |
62.50 |
ATR |
37.83 |
37.59 |
-0.24 |
-0.6% |
0.00 |
Volume |
396,535 |
392,552 |
-3,983 |
-1.0% |
1,544,867 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.25 |
1,477.00 |
1,408.50 |
|
R3 |
1,460.75 |
1,442.50 |
1,399.00 |
|
R2 |
1,426.25 |
1,426.25 |
1,395.75 |
|
R1 |
1,408.00 |
1,408.00 |
1,392.75 |
1,400.00 |
PP |
1,391.75 |
1,391.75 |
1,391.75 |
1,387.75 |
S1 |
1,373.50 |
1,373.50 |
1,386.25 |
1,365.50 |
S2 |
1,357.25 |
1,357.25 |
1,383.25 |
|
S3 |
1,322.75 |
1,339.00 |
1,380.00 |
|
S4 |
1,288.25 |
1,304.50 |
1,370.50 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.25 |
1,551.50 |
1,424.00 |
|
R3 |
1,525.75 |
1,489.00 |
1,406.75 |
|
R2 |
1,463.25 |
1,463.25 |
1,401.00 |
|
R1 |
1,426.50 |
1,426.50 |
1,395.25 |
1,413.50 |
PP |
1,400.75 |
1,400.75 |
1,400.75 |
1,394.50 |
S1 |
1,364.00 |
1,364.00 |
1,383.75 |
1,351.00 |
S2 |
1,338.25 |
1,338.25 |
1,378.00 |
|
S3 |
1,275.75 |
1,301.50 |
1,372.25 |
|
S4 |
1,213.25 |
1,239.00 |
1,355.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,437.75 |
1,375.25 |
62.50 |
4.5% |
36.75 |
2.6% |
23% |
False |
False |
308,973 |
10 |
1,437.75 |
1,350.25 |
87.50 |
6.3% |
34.75 |
2.5% |
45% |
False |
False |
304,868 |
20 |
1,437.75 |
1,293.50 |
144.25 |
10.4% |
35.00 |
2.5% |
67% |
False |
False |
302,779 |
40 |
1,437.75 |
1,142.25 |
295.50 |
21.3% |
38.75 |
2.8% |
84% |
False |
False |
317,409 |
60 |
1,437.75 |
1,039.50 |
398.25 |
28.7% |
39.75 |
2.9% |
88% |
False |
False |
212,328 |
80 |
1,437.75 |
1,039.50 |
398.25 |
28.7% |
40.50 |
2.9% |
88% |
False |
False |
159,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,557.00 |
2.618 |
1,500.50 |
1.618 |
1,466.00 |
1.000 |
1,444.75 |
0.618 |
1,431.50 |
HIGH |
1,410.25 |
0.618 |
1,397.00 |
0.500 |
1,393.00 |
0.382 |
1,389.00 |
LOW |
1,375.75 |
0.618 |
1,354.50 |
1.000 |
1,341.25 |
1.618 |
1,320.00 |
2.618 |
1,285.50 |
4.250 |
1,229.00 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1,393.00 |
1,406.50 |
PP |
1,391.75 |
1,400.75 |
S1 |
1,390.75 |
1,395.25 |
|