| 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 |
907.25 |
921.00 |
13.75 |
1.5% |
876.00 |
| High |
927.75 |
923.00 |
-4.75 |
-0.5% |
929.50 |
| Low |
903.00 |
905.75 |
2.75 |
0.3% |
876.00 |
| Close |
924.75 |
909.00 |
-15.75 |
-1.7% |
924.75 |
| Range |
24.75 |
17.25 |
-7.50 |
-30.3% |
53.50 |
| ATR |
25.05 |
24.62 |
-0.43 |
-1.7% |
0.00 |
| Volume |
2,743,570 |
2,641,858 |
-101,712 |
-3.7% |
11,365,477 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964.25 |
954.00 |
918.50 |
|
| R3 |
947.00 |
936.75 |
913.75 |
|
| R2 |
929.75 |
929.75 |
912.25 |
|
| R1 |
919.50 |
919.50 |
910.50 |
916.00 |
| PP |
912.50 |
912.50 |
912.50 |
911.00 |
| S1 |
902.25 |
902.25 |
907.50 |
898.75 |
| S2 |
895.25 |
895.25 |
905.75 |
|
| S3 |
878.00 |
885.00 |
904.25 |
|
| S4 |
860.75 |
867.75 |
899.50 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,070.50 |
1,051.25 |
954.25 |
|
| R3 |
1,017.00 |
997.75 |
939.50 |
|
| R2 |
963.50 |
963.50 |
934.50 |
|
| R1 |
944.25 |
944.25 |
929.75 |
954.00 |
| PP |
910.00 |
910.00 |
910.00 |
915.00 |
| S1 |
890.75 |
890.75 |
919.75 |
900.50 |
| S2 |
856.50 |
856.50 |
915.00 |
|
| S3 |
803.00 |
837.25 |
910.00 |
|
| S4 |
749.50 |
783.75 |
895.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
929.50 |
891.00 |
38.50 |
4.2% |
22.50 |
2.5% |
47% |
False |
False |
2,440,907 |
| 10 |
929.50 |
838.50 |
91.00 |
10.0% |
23.25 |
2.6% |
77% |
False |
False |
2,382,288 |
| 20 |
929.50 |
823.00 |
106.50 |
11.7% |
23.50 |
2.6% |
81% |
False |
False |
2,359,314 |
| 40 |
929.50 |
746.00 |
183.50 |
20.2% |
26.00 |
2.9% |
89% |
False |
False |
2,460,653 |
| 60 |
929.50 |
662.75 |
266.75 |
29.3% |
27.25 |
3.0% |
92% |
False |
False |
1,700,592 |
| 80 |
929.50 |
662.75 |
266.75 |
29.3% |
28.25 |
3.1% |
92% |
False |
False |
1,277,026 |
| 100 |
939.25 |
662.75 |
276.50 |
30.4% |
27.50 |
3.0% |
89% |
False |
False |
1,022,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
996.25 |
|
2.618 |
968.25 |
|
1.618 |
951.00 |
|
1.000 |
940.25 |
|
0.618 |
933.75 |
|
HIGH |
923.00 |
|
0.618 |
916.50 |
|
0.500 |
914.50 |
|
0.382 |
912.25 |
|
LOW |
905.75 |
|
0.618 |
895.00 |
|
1.000 |
888.50 |
|
1.618 |
877.75 |
|
2.618 |
860.50 |
|
4.250 |
832.50 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
914.50 |
913.75 |
| PP |
912.50 |
912.25 |
| S1 |
910.75 |
910.50 |
|