| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,360.0 |
2,422.0 |
62.0 |
2.6% |
2,235.0 |
| High |
2,434.0 |
2,459.0 |
25.0 |
1.0% |
2,347.0 |
| Low |
2,353.0 |
2,358.0 |
5.0 |
0.2% |
2,188.0 |
| Close |
2,399.0 |
2,374.0 |
-25.0 |
-1.0% |
2,328.0 |
| Range |
81.0 |
101.0 |
20.0 |
24.7% |
159.0 |
| ATR |
74.6 |
76.5 |
1.9 |
2.5% |
0.0 |
| Volume |
1,302,978 |
1,489,997 |
187,019 |
14.4% |
5,142,027 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,700.0 |
2,638.0 |
2,429.6 |
|
| R3 |
2,599.0 |
2,537.0 |
2,401.8 |
|
| R2 |
2,498.0 |
2,498.0 |
2,392.5 |
|
| R1 |
2,436.0 |
2,436.0 |
2,383.3 |
2,416.5 |
| PP |
2,397.0 |
2,397.0 |
2,397.0 |
2,387.3 |
| S1 |
2,335.0 |
2,335.0 |
2,364.7 |
2,315.5 |
| S2 |
2,296.0 |
2,296.0 |
2,355.5 |
|
| S3 |
2,195.0 |
2,234.0 |
2,346.2 |
|
| S4 |
2,094.0 |
2,133.0 |
2,318.5 |
|
|
| 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 |
2,459.0 |
2,277.0 |
182.0 |
7.7% |
71.8 |
3.0% |
53% |
True |
False |
1,245,387 |
| 10 |
2,459.0 |
2,185.0 |
274.0 |
11.5% |
66.3 |
2.8% |
69% |
True |
False |
1,201,880 |
| 20 |
2,459.0 |
2,047.0 |
412.0 |
17.4% |
70.5 |
3.0% |
79% |
True |
False |
1,241,966 |
| 40 |
2,459.0 |
1,728.0 |
731.0 |
30.8% |
75.6 |
3.2% |
88% |
True |
False |
1,170,050 |
| 60 |
2,459.0 |
1,693.0 |
766.0 |
32.3% |
74.7 |
3.1% |
89% |
True |
False |
784,720 |
| 80 |
2,459.0 |
1,693.0 |
766.0 |
32.3% |
77.9 |
3.3% |
89% |
True |
False |
589,602 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
36.6% |
77.1 |
3.2% |
78% |
False |
False |
473,838 |
| 120 |
2,637.0 |
1,693.0 |
944.0 |
39.8% |
83.2 |
3.5% |
72% |
False |
False |
395,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.3 |
|
2.618 |
2,723.4 |
|
1.618 |
2,622.4 |
|
1.000 |
2,560.0 |
|
0.618 |
2,521.4 |
|
HIGH |
2,459.0 |
|
0.618 |
2,420.4 |
|
0.500 |
2,408.5 |
|
0.382 |
2,396.6 |
|
LOW |
2,358.0 |
|
0.618 |
2,295.6 |
|
1.000 |
2,257.0 |
|
1.618 |
2,194.6 |
|
2.618 |
2,093.6 |
|
4.250 |
1,928.8 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,408.5 |
2,406.0 |
| PP |
2,397.0 |
2,395.3 |
| S1 |
2,385.5 |
2,384.7 |
|