| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,368.25 |
1,359.75 |
-8.50 |
-0.6% |
1,352.25 |
| High |
1,379.25 |
1,414.50 |
35.25 |
2.6% |
1,423.00 |
| Low |
1,352.25 |
1,342.75 |
-9.50 |
-0.7% |
1,342.50 |
| Close |
1,360.75 |
1,410.75 |
50.00 |
3.7% |
1,360.75 |
| Range |
27.00 |
71.75 |
44.75 |
165.7% |
80.50 |
| ATR |
37.93 |
40.35 |
2.42 |
6.4% |
0.00 |
| Volume |
334,972 |
211,742 |
-123,230 |
-36.8% |
1,471,431 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,604.50 |
1,579.50 |
1,450.25 |
|
| R3 |
1,532.75 |
1,507.75 |
1,430.50 |
|
| R2 |
1,461.00 |
1,461.00 |
1,424.00 |
|
| R1 |
1,436.00 |
1,436.00 |
1,417.25 |
1,448.50 |
| PP |
1,389.25 |
1,389.25 |
1,389.25 |
1,395.50 |
| S1 |
1,364.25 |
1,364.25 |
1,404.25 |
1,376.75 |
| S2 |
1,317.50 |
1,317.50 |
1,397.50 |
|
| S3 |
1,245.75 |
1,292.50 |
1,391.00 |
|
| S4 |
1,174.00 |
1,220.75 |
1,371.25 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,617.00 |
1,569.25 |
1,405.00 |
|
| R3 |
1,536.50 |
1,488.75 |
1,383.00 |
|
| R2 |
1,456.00 |
1,456.00 |
1,375.50 |
|
| R1 |
1,408.25 |
1,408.25 |
1,368.25 |
1,432.00 |
| PP |
1,375.50 |
1,375.50 |
1,375.50 |
1,387.25 |
| S1 |
1,327.75 |
1,327.75 |
1,353.25 |
1,351.50 |
| S2 |
1,295.00 |
1,295.00 |
1,346.00 |
|
| S3 |
1,214.50 |
1,247.25 |
1,338.50 |
|
| S4 |
1,134.00 |
1,166.75 |
1,316.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,423.00 |
1,342.75 |
80.25 |
5.7% |
41.75 |
3.0% |
85% |
False |
True |
283,465 |
| 10 |
1,423.00 |
1,336.50 |
86.50 |
6.1% |
42.00 |
3.0% |
86% |
False |
False |
305,356 |
| 20 |
1,437.75 |
1,336.50 |
101.25 |
7.2% |
39.00 |
2.8% |
73% |
False |
False |
308,084 |
| 40 |
1,437.75 |
1,203.50 |
234.25 |
16.6% |
39.00 |
2.8% |
88% |
False |
False |
306,296 |
| 60 |
1,437.75 |
1,039.50 |
398.25 |
28.2% |
40.50 |
2.9% |
93% |
False |
False |
269,445 |
| 80 |
1,437.75 |
1,039.50 |
398.25 |
28.2% |
40.50 |
2.9% |
93% |
False |
False |
202,185 |
| 100 |
1,437.75 |
1,039.50 |
398.25 |
28.2% |
40.50 |
2.9% |
93% |
False |
False |
161,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,719.50 |
|
2.618 |
1,602.25 |
|
1.618 |
1,530.50 |
|
1.000 |
1,486.25 |
|
0.618 |
1,458.75 |
|
HIGH |
1,414.50 |
|
0.618 |
1,387.00 |
|
0.500 |
1,378.50 |
|
0.382 |
1,370.25 |
|
LOW |
1,342.75 |
|
0.618 |
1,298.50 |
|
1.000 |
1,271.00 |
|
1.618 |
1,226.75 |
|
2.618 |
1,155.00 |
|
4.250 |
1,037.75 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,400.00 |
1,400.00 |
| PP |
1,389.25 |
1,389.25 |
| S1 |
1,378.50 |
1,378.50 |
|