| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,307.0 |
2,424.0 |
117.0 |
5.1% |
2,439.0 |
| High |
2,425.0 |
2,466.0 |
41.0 |
1.7% |
2,448.0 |
| Low |
2,299.0 |
2,421.0 |
122.0 |
5.3% |
2,293.0 |
| Close |
2,400.0 |
2,441.0 |
41.0 |
1.7% |
2,339.0 |
| Range |
126.0 |
45.0 |
-81.0 |
-64.3% |
155.0 |
| ATR |
77.5 |
76.7 |
-0.8 |
-1.1% |
0.0 |
| Volume |
1,168,437 |
1,315,739 |
147,302 |
12.6% |
6,511,002 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.7 |
2,554.3 |
2,465.8 |
|
| R3 |
2,532.7 |
2,509.3 |
2,453.4 |
|
| R2 |
2,487.7 |
2,487.7 |
2,449.3 |
|
| R1 |
2,464.3 |
2,464.3 |
2,445.1 |
2,476.0 |
| PP |
2,442.7 |
2,442.7 |
2,442.7 |
2,448.5 |
| S1 |
2,419.3 |
2,419.3 |
2,436.9 |
2,431.0 |
| S2 |
2,397.7 |
2,397.7 |
2,432.8 |
|
| S3 |
2,352.7 |
2,374.3 |
2,428.6 |
|
| S4 |
2,307.7 |
2,329.3 |
2,416.3 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.0 |
2,737.0 |
2,424.3 |
|
| R3 |
2,670.0 |
2,582.0 |
2,381.6 |
|
| R2 |
2,515.0 |
2,515.0 |
2,367.4 |
|
| R1 |
2,427.0 |
2,427.0 |
2,353.2 |
2,393.5 |
| PP |
2,360.0 |
2,360.0 |
2,360.0 |
2,343.3 |
| S1 |
2,272.0 |
2,272.0 |
2,324.8 |
2,238.5 |
| S2 |
2,205.0 |
2,205.0 |
2,310.6 |
|
| S3 |
2,050.0 |
2,117.0 |
2,296.4 |
|
| S4 |
1,895.0 |
1,962.0 |
2,253.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,466.0 |
2,293.0 |
173.0 |
7.1% |
76.0 |
3.1% |
86% |
True |
False |
1,330,876 |
| 10 |
2,466.0 |
2,293.0 |
173.0 |
7.1% |
75.5 |
3.1% |
86% |
True |
False |
1,309,472 |
| 20 |
2,466.0 |
2,111.0 |
355.0 |
14.5% |
70.5 |
2.9% |
93% |
True |
False |
1,264,660 |
| 40 |
2,466.0 |
1,921.0 |
545.0 |
22.3% |
73.3 |
3.0% |
95% |
True |
False |
1,300,052 |
| 60 |
2,466.0 |
1,693.0 |
773.0 |
31.7% |
76.3 |
3.1% |
97% |
True |
False |
955,840 |
| 80 |
2,466.0 |
1,693.0 |
773.0 |
31.7% |
75.6 |
3.1% |
97% |
True |
False |
718,120 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
35.6% |
75.4 |
3.1% |
86% |
False |
False |
575,349 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.6% |
79.8 |
3.3% |
86% |
False |
False |
480,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,657.3 |
|
2.618 |
2,583.8 |
|
1.618 |
2,538.8 |
|
1.000 |
2,511.0 |
|
0.618 |
2,493.8 |
|
HIGH |
2,466.0 |
|
0.618 |
2,448.8 |
|
0.500 |
2,443.5 |
|
0.382 |
2,438.2 |
|
LOW |
2,421.0 |
|
0.618 |
2,393.2 |
|
1.000 |
2,376.0 |
|
1.618 |
2,348.2 |
|
2.618 |
2,303.2 |
|
4.250 |
2,229.8 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,443.5 |
2,421.5 |
| PP |
2,442.7 |
2,402.0 |
| S1 |
2,441.8 |
2,382.5 |
|