| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,405.0 |
2,439.0 |
34.0 |
1.4% |
2,340.0 |
| High |
2,462.0 |
2,448.0 |
-14.0 |
-0.6% |
2,462.0 |
| Low |
2,393.0 |
2,379.0 |
-14.0 |
-0.6% |
2,331.0 |
| Close |
2,431.0 |
2,397.0 |
-34.0 |
-1.4% |
2,431.0 |
| Range |
69.0 |
69.0 |
0.0 |
0.0% |
131.0 |
| ATR |
77.3 |
76.7 |
-0.6 |
-0.8% |
0.0 |
| Volume |
1,306,573 |
1,073,759 |
-232,814 |
-17.8% |
5,928,065 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,615.0 |
2,575.0 |
2,435.0 |
|
| R3 |
2,546.0 |
2,506.0 |
2,416.0 |
|
| R2 |
2,477.0 |
2,477.0 |
2,409.7 |
|
| R1 |
2,437.0 |
2,437.0 |
2,403.3 |
2,422.5 |
| PP |
2,408.0 |
2,408.0 |
2,408.0 |
2,400.8 |
| S1 |
2,368.0 |
2,368.0 |
2,390.7 |
2,353.5 |
| S2 |
2,339.0 |
2,339.0 |
2,384.4 |
|
| S3 |
2,270.0 |
2,299.0 |
2,378.0 |
|
| S4 |
2,201.0 |
2,230.0 |
2,359.1 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.0 |
2,747.0 |
2,503.1 |
|
| R3 |
2,670.0 |
2,616.0 |
2,467.0 |
|
| R2 |
2,539.0 |
2,539.0 |
2,455.0 |
|
| R1 |
2,485.0 |
2,485.0 |
2,443.0 |
2,512.0 |
| PP |
2,408.0 |
2,408.0 |
2,408.0 |
2,421.5 |
| S1 |
2,354.0 |
2,354.0 |
2,419.0 |
2,381.0 |
| S2 |
2,277.0 |
2,277.0 |
2,407.0 |
|
| S3 |
2,146.0 |
2,223.0 |
2,395.0 |
|
| S4 |
2,015.0 |
2,092.0 |
2,359.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,462.0 |
2,353.0 |
109.0 |
4.5% |
72.4 |
3.0% |
40% |
False |
False |
1,255,604 |
| 10 |
2,462.0 |
2,188.0 |
274.0 |
11.4% |
68.1 |
2.8% |
76% |
False |
False |
1,214,385 |
| 20 |
2,462.0 |
2,111.0 |
351.0 |
14.6% |
70.1 |
2.9% |
81% |
False |
False |
1,252,638 |
| 40 |
2,462.0 |
1,805.0 |
657.0 |
27.4% |
73.5 |
3.1% |
90% |
False |
False |
1,224,773 |
| 60 |
2,462.0 |
1,693.0 |
769.0 |
32.1% |
74.4 |
3.1% |
92% |
False |
False |
824,246 |
| 80 |
2,462.0 |
1,693.0 |
769.0 |
32.1% |
78.1 |
3.3% |
92% |
False |
False |
619,285 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
36.3% |
76.7 |
3.2% |
81% |
False |
False |
497,556 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
36.3% |
82.4 |
3.4% |
81% |
False |
False |
414,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.3 |
|
2.618 |
2,628.6 |
|
1.618 |
2,559.6 |
|
1.000 |
2,517.0 |
|
0.618 |
2,490.6 |
|
HIGH |
2,448.0 |
|
0.618 |
2,421.6 |
|
0.500 |
2,413.5 |
|
0.382 |
2,405.4 |
|
LOW |
2,379.0 |
|
0.618 |
2,336.4 |
|
1.000 |
2,310.0 |
|
1.618 |
2,267.4 |
|
2.618 |
2,198.4 |
|
4.250 |
2,085.8 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,413.5 |
2,410.0 |
| PP |
2,408.0 |
2,405.7 |
| S1 |
2,402.5 |
2,401.3 |
|