| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,386.0 |
2,355.0 |
-31.0 |
-1.3% |
2,233.0 |
| High |
2,392.0 |
2,429.0 |
37.0 |
1.5% |
2,340.0 |
| Low |
2,354.0 |
2,352.0 |
-2.0 |
-0.1% |
2,186.0 |
| Close |
2,359.0 |
2,394.0 |
35.0 |
1.5% |
2,324.0 |
| Range |
38.0 |
77.0 |
39.0 |
102.6% |
154.0 |
| ATR |
69.2 |
69.8 |
0.6 |
0.8% |
0.0 |
| Volume |
1,024 |
716 |
-308 |
-30.1% |
15,321 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.7 |
2,585.3 |
2,436.4 |
|
| R3 |
2,545.7 |
2,508.3 |
2,415.2 |
|
| R2 |
2,468.7 |
2,468.7 |
2,408.1 |
|
| R1 |
2,431.3 |
2,431.3 |
2,401.1 |
2,450.0 |
| PP |
2,391.7 |
2,391.7 |
2,391.7 |
2,401.0 |
| S1 |
2,354.3 |
2,354.3 |
2,386.9 |
2,373.0 |
| S2 |
2,314.7 |
2,314.7 |
2,379.9 |
|
| S3 |
2,237.7 |
2,277.3 |
2,372.8 |
|
| S4 |
2,160.7 |
2,200.3 |
2,351.7 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,745.3 |
2,688.7 |
2,408.7 |
|
| R3 |
2,591.3 |
2,534.7 |
2,366.4 |
|
| R2 |
2,437.3 |
2,437.3 |
2,352.2 |
|
| R1 |
2,380.7 |
2,380.7 |
2,338.1 |
2,409.0 |
| PP |
2,283.3 |
2,283.3 |
2,283.3 |
2,297.5 |
| S1 |
2,226.7 |
2,226.7 |
2,309.9 |
2,255.0 |
| S2 |
2,129.3 |
2,129.3 |
2,295.8 |
|
| S3 |
1,975.3 |
2,072.7 |
2,281.7 |
|
| S4 |
1,821.3 |
1,918.7 |
2,239.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,429.0 |
2,225.0 |
204.0 |
8.5% |
61.6 |
2.6% |
83% |
True |
False |
3,045 |
| 10 |
2,429.0 |
2,142.0 |
287.0 |
12.0% |
59.3 |
2.5% |
88% |
True |
False |
2,116 |
| 20 |
2,429.0 |
2,043.0 |
386.0 |
16.1% |
64.8 |
2.7% |
91% |
True |
False |
2,874 |
| 40 |
2,429.0 |
1,693.0 |
736.0 |
30.7% |
69.7 |
2.9% |
95% |
True |
False |
8,069 |
| 60 |
2,429.0 |
1,693.0 |
736.0 |
30.7% |
63.6 |
2.7% |
95% |
True |
False |
5,600 |
| 80 |
2,437.0 |
1,693.0 |
744.0 |
31.1% |
63.6 |
2.7% |
94% |
False |
False |
4,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,756.3 |
|
2.618 |
2,630.6 |
|
1.618 |
2,553.6 |
|
1.000 |
2,506.0 |
|
0.618 |
2,476.6 |
|
HIGH |
2,429.0 |
|
0.618 |
2,399.6 |
|
0.500 |
2,390.5 |
|
0.382 |
2,381.4 |
|
LOW |
2,352.0 |
|
0.618 |
2,304.4 |
|
1.000 |
2,275.0 |
|
1.618 |
2,227.4 |
|
2.618 |
2,150.4 |
|
4.250 |
2,024.8 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,392.8 |
2,389.2 |
| PP |
2,391.7 |
2,384.3 |
| S1 |
2,390.5 |
2,379.5 |
|