| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
8,396 |
8,295 |
-101 |
-1.2% |
8,265 |
| High |
8,403 |
8,354 |
-49 |
-0.6% |
8,576 |
| Low |
8,207 |
8,242 |
35 |
0.4% |
8,176 |
| Close |
8,295 |
8,260 |
-35 |
-0.4% |
8,260 |
| Range |
196 |
112 |
-84 |
-42.9% |
400 |
| ATR |
196 |
190 |
-6 |
-3.1% |
0 |
| Volume |
178,657 |
163,485 |
-15,172 |
-8.5% |
779,416 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,621 |
8,553 |
8,322 |
|
| R3 |
8,509 |
8,441 |
8,291 |
|
| R2 |
8,397 |
8,397 |
8,281 |
|
| R1 |
8,329 |
8,329 |
8,270 |
8,307 |
| PP |
8,285 |
8,285 |
8,285 |
8,275 |
| S1 |
8,217 |
8,217 |
8,250 |
8,195 |
| S2 |
8,173 |
8,173 |
8,240 |
|
| S3 |
8,061 |
8,105 |
8,229 |
|
| S4 |
7,949 |
7,993 |
8,199 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,537 |
9,299 |
8,480 |
|
| R3 |
9,137 |
8,899 |
8,370 |
|
| R2 |
8,737 |
8,737 |
8,333 |
|
| R1 |
8,499 |
8,499 |
8,297 |
8,418 |
| PP |
8,337 |
8,337 |
8,337 |
8,297 |
| S1 |
8,099 |
8,099 |
8,223 |
8,018 |
| S2 |
7,937 |
7,937 |
8,187 |
|
| S3 |
7,537 |
7,699 |
8,150 |
|
| S4 |
7,137 |
7,299 |
8,040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,576 |
8,176 |
400 |
4.8% |
184 |
2.2% |
21% |
False |
False |
155,883 |
| 10 |
8,576 |
8,176 |
400 |
4.8% |
173 |
2.1% |
21% |
False |
False |
157,583 |
| 20 |
8,576 |
7,861 |
715 |
8.7% |
182 |
2.2% |
56% |
False |
False |
160,583 |
| 40 |
8,576 |
7,381 |
1,195 |
14.5% |
204 |
2.5% |
74% |
False |
False |
167,798 |
| 60 |
8,576 |
6,416 |
2,160 |
26.2% |
226 |
2.7% |
85% |
False |
False |
144,173 |
| 80 |
8,576 |
6,416 |
2,160 |
26.2% |
226 |
2.7% |
85% |
False |
False |
108,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,830 |
|
2.618 |
8,647 |
|
1.618 |
8,535 |
|
1.000 |
8,466 |
|
0.618 |
8,423 |
|
HIGH |
8,354 |
|
0.618 |
8,311 |
|
0.500 |
8,298 |
|
0.382 |
8,285 |
|
LOW |
8,242 |
|
0.618 |
8,173 |
|
1.000 |
8,130 |
|
1.618 |
8,061 |
|
2.618 |
7,949 |
|
4.250 |
7,766 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,298 |
8,392 |
| PP |
8,285 |
8,348 |
| S1 |
8,273 |
8,304 |
|