| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,439.0 |
2,383.0 |
-56.0 |
-2.3% |
2,340.0 |
| High |
2,448.0 |
2,429.0 |
-19.0 |
-0.8% |
2,462.0 |
| Low |
2,379.0 |
2,374.0 |
-5.0 |
-0.2% |
2,331.0 |
| Close |
2,397.0 |
2,400.0 |
3.0 |
0.1% |
2,431.0 |
| Range |
69.0 |
55.0 |
-14.0 |
-20.3% |
131.0 |
| ATR |
76.7 |
75.1 |
-1.5 |
-2.0% |
0.0 |
| Volume |
1,073,759 |
1,267,039 |
193,280 |
18.0% |
5,928,065 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.0 |
2,538.0 |
2,430.3 |
|
| R3 |
2,511.0 |
2,483.0 |
2,415.1 |
|
| R2 |
2,456.0 |
2,456.0 |
2,410.1 |
|
| R1 |
2,428.0 |
2,428.0 |
2,405.0 |
2,442.0 |
| PP |
2,401.0 |
2,401.0 |
2,401.0 |
2,408.0 |
| S1 |
2,373.0 |
2,373.0 |
2,395.0 |
2,387.0 |
| S2 |
2,346.0 |
2,346.0 |
2,389.9 |
|
| S3 |
2,291.0 |
2,318.0 |
2,384.9 |
|
| S4 |
2,236.0 |
2,263.0 |
2,369.8 |
|
|
| 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% |
75.0 |
3.1% |
43% |
False |
False |
1,288,069 |
| 10 |
2,462.0 |
2,188.0 |
274.0 |
11.4% |
67.9 |
2.8% |
77% |
False |
False |
1,229,021 |
| 20 |
2,462.0 |
2,111.0 |
351.0 |
14.6% |
69.3 |
2.9% |
82% |
False |
False |
1,263,157 |
| 40 |
2,462.0 |
1,888.0 |
574.0 |
23.9% |
71.8 |
3.0% |
89% |
False |
False |
1,252,092 |
| 60 |
2,462.0 |
1,693.0 |
769.0 |
32.0% |
74.7 |
3.1% |
92% |
False |
False |
845,327 |
| 80 |
2,462.0 |
1,693.0 |
769.0 |
32.0% |
76.9 |
3.2% |
92% |
False |
False |
635,098 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
36.2% |
76.7 |
3.2% |
81% |
False |
False |
510,118 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
36.2% |
81.8 |
3.4% |
81% |
False |
False |
425,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,662.8 |
|
2.618 |
2,573.0 |
|
1.618 |
2,518.0 |
|
1.000 |
2,484.0 |
|
0.618 |
2,463.0 |
|
HIGH |
2,429.0 |
|
0.618 |
2,408.0 |
|
0.500 |
2,401.5 |
|
0.382 |
2,395.0 |
|
LOW |
2,374.0 |
|
0.618 |
2,340.0 |
|
1.000 |
2,319.0 |
|
1.618 |
2,285.0 |
|
2.618 |
2,230.0 |
|
4.250 |
2,140.3 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,401.5 |
2,418.0 |
| PP |
2,401.0 |
2,412.0 |
| S1 |
2,400.5 |
2,406.0 |
|