| 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 |
8,293 |
8,265 |
-28 |
-0.3% |
8,496 |
| High |
8,374 |
8,489 |
115 |
1.4% |
8,508 |
| Low |
8,206 |
8,176 |
-30 |
-0.4% |
8,206 |
| Close |
8,267 |
8,470 |
203 |
2.5% |
8,267 |
| Range |
168 |
313 |
145 |
86.3% |
302 |
| ATR |
195 |
203 |
8 |
4.3% |
0 |
| Volume |
141,541 |
166,069 |
24,528 |
17.3% |
796,418 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,317 |
9,207 |
8,642 |
|
| R3 |
9,004 |
8,894 |
8,556 |
|
| R2 |
8,691 |
8,691 |
8,528 |
|
| R1 |
8,581 |
8,581 |
8,499 |
8,636 |
| PP |
8,378 |
8,378 |
8,378 |
8,406 |
| S1 |
8,268 |
8,268 |
8,441 |
8,323 |
| S2 |
8,065 |
8,065 |
8,413 |
|
| S3 |
7,752 |
7,955 |
8,384 |
|
| S4 |
7,439 |
7,642 |
8,298 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,233 |
9,052 |
8,433 |
|
| R3 |
8,931 |
8,750 |
8,350 |
|
| R2 |
8,629 |
8,629 |
8,322 |
|
| R1 |
8,448 |
8,448 |
8,295 |
8,388 |
| PP |
8,327 |
8,327 |
8,327 |
8,297 |
| S1 |
8,146 |
8,146 |
8,239 |
8,086 |
| S2 |
8,025 |
8,025 |
8,212 |
|
| S3 |
7,723 |
7,844 |
8,184 |
|
| S4 |
7,421 |
7,542 |
8,101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,489 |
8,176 |
313 |
3.7% |
197 |
2.3% |
94% |
True |
True |
158,369 |
| 10 |
8,570 |
8,176 |
394 |
4.7% |
186 |
2.2% |
75% |
False |
True |
161,733 |
| 20 |
8,570 |
7,726 |
844 |
10.0% |
194 |
2.3% |
88% |
False |
False |
167,199 |
| 40 |
8,570 |
7,225 |
1,345 |
15.9% |
219 |
2.6% |
93% |
False |
False |
171,882 |
| 60 |
8,570 |
6,416 |
2,154 |
25.4% |
235 |
2.8% |
95% |
False |
False |
133,973 |
| 80 |
8,570 |
6,416 |
2,154 |
25.4% |
230 |
2.7% |
95% |
False |
False |
100,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,819 |
|
2.618 |
9,309 |
|
1.618 |
8,996 |
|
1.000 |
8,802 |
|
0.618 |
8,683 |
|
HIGH |
8,489 |
|
0.618 |
8,370 |
|
0.500 |
8,333 |
|
0.382 |
8,296 |
|
LOW |
8,176 |
|
0.618 |
7,983 |
|
1.000 |
7,863 |
|
1.618 |
7,670 |
|
2.618 |
7,357 |
|
4.250 |
6,846 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,424 |
8,424 |
| PP |
8,378 |
8,378 |
| S1 |
8,333 |
8,333 |
|