| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,441.0 |
2,419.0 |
-22.0 |
-0.9% |
2,307.0 |
| High |
2,449.0 |
2,453.0 |
4.0 |
0.2% |
2,493.0 |
| Low |
2,391.0 |
2,406.0 |
15.0 |
0.6% |
2,299.0 |
| Close |
2,411.0 |
2,428.0 |
17.0 |
0.7% |
2,428.0 |
| Range |
58.0 |
47.0 |
-11.0 |
-19.0% |
194.0 |
| ATR |
76.2 |
74.1 |
-2.1 |
-2.7% |
0.0 |
| Volume |
1,010,918 |
956,286 |
-54,632 |
-5.4% |
5,677,344 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,570.0 |
2,546.0 |
2,453.9 |
|
| R3 |
2,523.0 |
2,499.0 |
2,440.9 |
|
| R2 |
2,476.0 |
2,476.0 |
2,436.6 |
|
| R1 |
2,452.0 |
2,452.0 |
2,432.3 |
2,464.0 |
| PP |
2,429.0 |
2,429.0 |
2,429.0 |
2,435.0 |
| S1 |
2,405.0 |
2,405.0 |
2,423.7 |
2,417.0 |
| S2 |
2,382.0 |
2,382.0 |
2,419.4 |
|
| S3 |
2,335.0 |
2,358.0 |
2,415.1 |
|
| S4 |
2,288.0 |
2,311.0 |
2,402.2 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.7 |
2,902.3 |
2,534.7 |
|
| R3 |
2,794.7 |
2,708.3 |
2,481.4 |
|
| R2 |
2,600.7 |
2,600.7 |
2,463.6 |
|
| R1 |
2,514.3 |
2,514.3 |
2,445.8 |
2,557.5 |
| PP |
2,406.7 |
2,406.7 |
2,406.7 |
2,428.3 |
| S1 |
2,320.3 |
2,320.3 |
2,410.2 |
2,363.5 |
| S2 |
2,212.7 |
2,212.7 |
2,392.4 |
|
| S3 |
2,018.7 |
2,126.3 |
2,374.7 |
|
| S4 |
1,824.7 |
1,932.3 |
2,321.3 |
|
|
| 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 |
2,299.0 |
194.0 |
8.0% |
67.0 |
2.8% |
66% |
False |
False |
1,135,468 |
| 10 |
2,493.0 |
2,293.0 |
200.0 |
8.2% |
66.8 |
2.8% |
68% |
False |
False |
1,218,834 |
| 20 |
2,493.0 |
2,188.0 |
305.0 |
12.6% |
67.5 |
2.8% |
79% |
False |
False |
1,218,259 |
| 40 |
2,493.0 |
1,921.0 |
572.0 |
23.6% |
72.2 |
3.0% |
89% |
False |
False |
1,271,948 |
| 60 |
2,493.0 |
1,693.0 |
800.0 |
32.9% |
74.6 |
3.1% |
92% |
False |
False |
1,008,728 |
| 80 |
2,493.0 |
1,693.0 |
800.0 |
32.9% |
73.7 |
3.0% |
92% |
False |
False |
757,792 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
35.8% |
74.9 |
3.1% |
85% |
False |
False |
606,727 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.8% |
77.6 |
3.2% |
85% |
False |
False |
507,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,652.8 |
|
2.618 |
2,576.0 |
|
1.618 |
2,529.0 |
|
1.000 |
2,500.0 |
|
0.618 |
2,482.0 |
|
HIGH |
2,453.0 |
|
0.618 |
2,435.0 |
|
0.500 |
2,429.5 |
|
0.382 |
2,424.0 |
|
LOW |
2,406.0 |
|
0.618 |
2,377.0 |
|
1.000 |
2,359.0 |
|
1.618 |
2,330.0 |
|
2.618 |
2,283.0 |
|
4.250 |
2,206.3 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.5 |
2,442.0 |
| PP |
2,429.0 |
2,437.3 |
| S1 |
2,428.5 |
2,432.7 |
|