| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,354.25 |
1,352.25 |
-2.00 |
-0.1% |
1,387.00 |
| High |
1,373.00 |
1,392.50 |
19.50 |
1.4% |
1,409.75 |
| Low |
1,341.25 |
1,342.50 |
1.25 |
0.1% |
1,336.50 |
| Close |
1,354.25 |
1,388.50 |
34.25 |
2.5% |
1,354.25 |
| Range |
31.75 |
50.00 |
18.25 |
57.5% |
73.25 |
| ATR |
38.46 |
39.28 |
0.82 |
2.1% |
0.00 |
| Volume |
306,161 |
265,844 |
-40,317 |
-13.2% |
1,748,281 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,524.50 |
1,506.50 |
1,416.00 |
|
| R3 |
1,474.50 |
1,456.50 |
1,402.25 |
|
| R2 |
1,424.50 |
1,424.50 |
1,397.75 |
|
| R1 |
1,406.50 |
1,406.50 |
1,393.00 |
1,415.50 |
| PP |
1,374.50 |
1,374.50 |
1,374.50 |
1,379.00 |
| S1 |
1,356.50 |
1,356.50 |
1,384.00 |
1,365.50 |
| S2 |
1,324.50 |
1,324.50 |
1,379.25 |
|
| S3 |
1,274.50 |
1,306.50 |
1,374.75 |
|
| S4 |
1,224.50 |
1,256.50 |
1,361.00 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,586.50 |
1,543.75 |
1,394.50 |
|
| R3 |
1,513.25 |
1,470.50 |
1,374.50 |
|
| R2 |
1,440.00 |
1,440.00 |
1,367.75 |
|
| R1 |
1,397.25 |
1,397.25 |
1,361.00 |
1,382.00 |
| PP |
1,366.75 |
1,366.75 |
1,366.75 |
1,359.25 |
| S1 |
1,324.00 |
1,324.00 |
1,347.50 |
1,308.75 |
| S2 |
1,293.50 |
1,293.50 |
1,340.75 |
|
| S3 |
1,220.25 |
1,250.75 |
1,334.00 |
|
| S4 |
1,147.00 |
1,177.50 |
1,314.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,406.50 |
1,336.50 |
70.00 |
5.0% |
42.25 |
3.0% |
74% |
False |
False |
327,246 |
| 10 |
1,437.75 |
1,336.50 |
101.25 |
7.3% |
41.00 |
3.0% |
51% |
False |
False |
332,789 |
| 20 |
1,437.75 |
1,299.75 |
138.00 |
9.9% |
37.50 |
2.7% |
64% |
False |
False |
320,233 |
| 40 |
1,437.75 |
1,186.50 |
251.25 |
18.1% |
39.50 |
2.8% |
80% |
False |
False |
315,001 |
| 60 |
1,437.75 |
1,039.50 |
398.25 |
28.7% |
40.75 |
2.9% |
88% |
False |
False |
245,883 |
| 80 |
1,437.75 |
1,039.50 |
398.25 |
28.7% |
40.25 |
2.9% |
88% |
False |
False |
184,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,605.00 |
|
2.618 |
1,523.50 |
|
1.618 |
1,473.50 |
|
1.000 |
1,442.50 |
|
0.618 |
1,423.50 |
|
HIGH |
1,392.50 |
|
0.618 |
1,373.50 |
|
0.500 |
1,367.50 |
|
0.382 |
1,361.50 |
|
LOW |
1,342.50 |
|
0.618 |
1,311.50 |
|
1.000 |
1,292.50 |
|
1.618 |
1,261.50 |
|
2.618 |
1,211.50 |
|
4.250 |
1,130.00 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,381.50 |
1,380.50 |
| PP |
1,374.50 |
1,372.50 |
| S1 |
1,367.50 |
1,364.50 |
|