| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,426.25 |
1,427.75 |
1.50 |
0.1% |
1,368.00 |
| High |
1,435.50 |
1,437.75 |
2.25 |
0.2% |
1,417.25 |
| Low |
1,399.00 |
1,375.25 |
-23.75 |
-1.7% |
1,350.25 |
| Close |
1,429.75 |
1,394.50 |
-35.25 |
-2.5% |
1,398.50 |
| Range |
36.50 |
62.50 |
26.00 |
71.2% |
67.00 |
| ATR |
35.93 |
37.83 |
1.90 |
5.3% |
0.00 |
| Volume |
252,848 |
396,535 |
143,687 |
56.8% |
1,503,819 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,590.00 |
1,554.75 |
1,429.00 |
|
| R3 |
1,527.50 |
1,492.25 |
1,411.75 |
|
| R2 |
1,465.00 |
1,465.00 |
1,406.00 |
|
| R1 |
1,429.75 |
1,429.75 |
1,400.25 |
1,416.00 |
| PP |
1,402.50 |
1,402.50 |
1,402.50 |
1,395.75 |
| S1 |
1,367.25 |
1,367.25 |
1,388.75 |
1,353.50 |
| S2 |
1,340.00 |
1,340.00 |
1,383.00 |
|
| S3 |
1,277.50 |
1,304.75 |
1,377.25 |
|
| S4 |
1,215.00 |
1,242.25 |
1,360.00 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,589.75 |
1,561.00 |
1,435.25 |
|
| R3 |
1,522.75 |
1,494.00 |
1,417.00 |
|
| R2 |
1,455.75 |
1,455.75 |
1,410.75 |
|
| R1 |
1,427.00 |
1,427.00 |
1,404.75 |
1,441.50 |
| PP |
1,388.75 |
1,388.75 |
1,388.75 |
1,395.75 |
| S1 |
1,360.00 |
1,360.00 |
1,392.25 |
1,374.50 |
| S2 |
1,321.75 |
1,321.75 |
1,386.25 |
|
| S3 |
1,254.75 |
1,293.00 |
1,380.00 |
|
| S4 |
1,187.75 |
1,226.00 |
1,361.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,437.75 |
1,375.25 |
62.50 |
4.5% |
34.25 |
2.5% |
31% |
True |
True |
300,411 |
| 10 |
1,437.75 |
1,335.50 |
102.25 |
7.3% |
35.75 |
2.6% |
58% |
True |
False |
301,945 |
| 20 |
1,437.75 |
1,293.50 |
144.25 |
10.3% |
35.50 |
2.5% |
70% |
True |
False |
296,830 |
| 40 |
1,437.75 |
1,110.50 |
327.25 |
23.5% |
39.25 |
2.8% |
87% |
True |
False |
308,208 |
| 60 |
1,437.75 |
1,039.50 |
398.25 |
28.6% |
39.50 |
2.8% |
89% |
True |
False |
205,788 |
| 80 |
1,437.75 |
1,039.50 |
398.25 |
28.6% |
40.75 |
2.9% |
89% |
True |
False |
154,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,703.50 |
|
2.618 |
1,601.50 |
|
1.618 |
1,539.00 |
|
1.000 |
1,500.25 |
|
0.618 |
1,476.50 |
|
HIGH |
1,437.75 |
|
0.618 |
1,414.00 |
|
0.500 |
1,406.50 |
|
0.382 |
1,399.00 |
|
LOW |
1,375.25 |
|
0.618 |
1,336.50 |
|
1.000 |
1,312.75 |
|
1.618 |
1,274.00 |
|
2.618 |
1,211.50 |
|
4.250 |
1,109.50 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,406.50 |
1,406.50 |
| PP |
1,402.50 |
1,402.50 |
| S1 |
1,398.50 |
1,398.50 |
|