| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,340.0 |
2,387.0 |
47.0 |
2.0% |
2,235.0 |
| High |
2,396.0 |
2,398.0 |
2.0 |
0.1% |
2,347.0 |
| Low |
2,331.0 |
2,356.0 |
25.0 |
1.1% |
2,188.0 |
| Close |
2,376.0 |
2,363.0 |
-13.0 |
-0.5% |
2,328.0 |
| Range |
65.0 |
42.0 |
-23.0 |
-35.4% |
159.0 |
| ATR |
76.6 |
74.1 |
-2.5 |
-3.2% |
0.0 |
| Volume |
723,804 |
1,104,713 |
380,909 |
52.6% |
5,142,027 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.3 |
2,472.7 |
2,386.1 |
|
| R3 |
2,456.3 |
2,430.7 |
2,374.6 |
|
| R2 |
2,414.3 |
2,414.3 |
2,370.7 |
|
| R1 |
2,388.7 |
2,388.7 |
2,366.9 |
2,380.5 |
| PP |
2,372.3 |
2,372.3 |
2,372.3 |
2,368.3 |
| S1 |
2,346.7 |
2,346.7 |
2,359.2 |
2,338.5 |
| S2 |
2,330.3 |
2,330.3 |
2,355.3 |
|
| S3 |
2,288.3 |
2,304.7 |
2,351.5 |
|
| S4 |
2,246.3 |
2,262.7 |
2,339.9 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.7 |
2,705.3 |
2,415.5 |
|
| R3 |
2,605.7 |
2,546.3 |
2,371.7 |
|
| R2 |
2,446.7 |
2,446.7 |
2,357.2 |
|
| R1 |
2,387.3 |
2,387.3 |
2,342.6 |
2,417.0 |
| PP |
2,287.7 |
2,287.7 |
2,287.7 |
2,302.5 |
| S1 |
2,228.3 |
2,228.3 |
2,313.4 |
2,258.0 |
| S2 |
2,128.7 |
2,128.7 |
2,298.9 |
|
| S3 |
1,969.7 |
2,069.3 |
2,284.3 |
|
| S4 |
1,810.7 |
1,910.3 |
2,240.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,398.0 |
2,188.0 |
210.0 |
8.9% |
60.8 |
2.6% |
83% |
True |
False |
1,169,973 |
| 10 |
2,398.0 |
2,111.0 |
287.0 |
12.1% |
65.4 |
2.8% |
88% |
True |
False |
1,219,849 |
| 20 |
2,398.0 |
2,047.0 |
351.0 |
14.9% |
69.8 |
3.0% |
90% |
True |
False |
1,230,400 |
| 40 |
2,398.0 |
1,693.0 |
705.0 |
29.8% |
74.7 |
3.2% |
95% |
True |
False |
1,103,946 |
| 60 |
2,398.0 |
1,693.0 |
705.0 |
29.8% |
74.5 |
3.2% |
95% |
True |
False |
738,300 |
| 80 |
2,493.0 |
1,693.0 |
800.0 |
33.9% |
77.3 |
3.3% |
84% |
False |
False |
554,720 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
36.8% |
77.5 |
3.3% |
77% |
False |
False |
445,942 |
| 120 |
2,637.0 |
1,693.0 |
944.0 |
39.9% |
84.0 |
3.6% |
71% |
False |
False |
371,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.5 |
|
2.618 |
2,508.0 |
|
1.618 |
2,466.0 |
|
1.000 |
2,440.0 |
|
0.618 |
2,424.0 |
|
HIGH |
2,398.0 |
|
0.618 |
2,382.0 |
|
0.500 |
2,377.0 |
|
0.382 |
2,372.0 |
|
LOW |
2,356.0 |
|
0.618 |
2,330.0 |
|
1.000 |
2,314.0 |
|
1.618 |
2,288.0 |
|
2.618 |
2,246.0 |
|
4.250 |
2,177.5 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,377.0 |
2,354.5 |
| PP |
2,372.3 |
2,346.0 |
| S1 |
2,367.7 |
2,337.5 |
|