| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,424.0 |
2,441.0 |
17.0 |
0.7% |
2,439.0 |
| High |
2,466.0 |
2,493.0 |
27.0 |
1.1% |
2,448.0 |
| Low |
2,421.0 |
2,434.0 |
13.0 |
0.5% |
2,293.0 |
| Close |
2,441.0 |
2,478.0 |
37.0 |
1.5% |
2,339.0 |
| Range |
45.0 |
59.0 |
14.0 |
31.1% |
155.0 |
| ATR |
76.7 |
75.4 |
-1.3 |
-1.6% |
0.0 |
| Volume |
1,315,739 |
1,225,964 |
-89,775 |
-6.8% |
6,511,002 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.3 |
2,620.7 |
2,510.5 |
|
| R3 |
2,586.3 |
2,561.7 |
2,494.2 |
|
| R2 |
2,527.3 |
2,527.3 |
2,488.8 |
|
| R1 |
2,502.7 |
2,502.7 |
2,483.4 |
2,515.0 |
| PP |
2,468.3 |
2,468.3 |
2,468.3 |
2,474.5 |
| S1 |
2,443.7 |
2,443.7 |
2,472.6 |
2,456.0 |
| S2 |
2,409.3 |
2,409.3 |
2,467.2 |
|
| S3 |
2,350.3 |
2,384.7 |
2,461.8 |
|
| S4 |
2,291.3 |
2,325.7 |
2,445.6 |
|
|
| 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 |
2,493.0 |
2,293.0 |
200.0 |
8.1% |
66.4 |
2.7% |
93% |
True |
False |
1,266,895 |
| 10 |
2,493.0 |
2,293.0 |
200.0 |
8.1% |
73.3 |
3.0% |
93% |
True |
False |
1,301,771 |
| 20 |
2,493.0 |
2,144.0 |
349.0 |
14.1% |
69.0 |
2.8% |
96% |
True |
False |
1,245,952 |
| 40 |
2,493.0 |
1,921.0 |
572.0 |
23.1% |
73.5 |
3.0% |
97% |
True |
False |
1,294,039 |
| 60 |
2,493.0 |
1,693.0 |
800.0 |
32.3% |
76.3 |
3.1% |
98% |
True |
False |
976,061 |
| 80 |
2,493.0 |
1,693.0 |
800.0 |
32.3% |
75.1 |
3.0% |
98% |
True |
False |
733,315 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
35.1% |
75.3 |
3.0% |
90% |
False |
False |
587,136 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.1% |
79.2 |
3.2% |
90% |
False |
False |
491,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,743.8 |
|
2.618 |
2,647.5 |
|
1.618 |
2,588.5 |
|
1.000 |
2,552.0 |
|
0.618 |
2,529.5 |
|
HIGH |
2,493.0 |
|
0.618 |
2,470.5 |
|
0.500 |
2,463.5 |
|
0.382 |
2,456.5 |
|
LOW |
2,434.0 |
|
0.618 |
2,397.5 |
|
1.000 |
2,375.0 |
|
1.618 |
2,338.5 |
|
2.618 |
2,279.5 |
|
4.250 |
2,183.3 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,473.2 |
2,450.7 |
| PP |
2,468.3 |
2,423.3 |
| S1 |
2,463.5 |
2,396.0 |
|