| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,441.0 |
2,379.0 |
-62.0 |
-2.5% |
2,330.0 |
| High |
2,441.0 |
2,422.0 |
-19.0 |
-0.8% |
2,455.0 |
| Low |
2,375.0 |
2,370.0 |
-5.0 |
-0.2% |
2,330.0 |
| Close |
2,392.0 |
2,394.0 |
2.0 |
0.1% |
2,426.0 |
| Range |
66.0 |
52.0 |
-14.0 |
-21.2% |
125.0 |
| ATR |
72.0 |
70.6 |
-1.4 |
-2.0% |
0.0 |
| Volume |
1,161 |
952 |
-209 |
-18.0% |
5,499 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.3 |
2,524.7 |
2,422.6 |
|
| R3 |
2,499.3 |
2,472.7 |
2,408.3 |
|
| R2 |
2,447.3 |
2,447.3 |
2,403.5 |
|
| R1 |
2,420.7 |
2,420.7 |
2,398.8 |
2,434.0 |
| PP |
2,395.3 |
2,395.3 |
2,395.3 |
2,402.0 |
| S1 |
2,368.7 |
2,368.7 |
2,389.2 |
2,382.0 |
| S2 |
2,343.3 |
2,343.3 |
2,384.5 |
|
| S3 |
2,291.3 |
2,316.7 |
2,379.7 |
|
| S4 |
2,239.3 |
2,264.7 |
2,365.4 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.7 |
2,727.3 |
2,494.8 |
|
| R3 |
2,653.7 |
2,602.3 |
2,460.4 |
|
| R2 |
2,528.7 |
2,528.7 |
2,448.9 |
|
| R1 |
2,477.3 |
2,477.3 |
2,437.5 |
2,503.0 |
| PP |
2,403.7 |
2,403.7 |
2,403.7 |
2,416.5 |
| S1 |
2,352.3 |
2,352.3 |
2,414.5 |
2,378.0 |
| S2 |
2,278.7 |
2,278.7 |
2,403.1 |
|
| S3 |
2,153.7 |
2,227.3 |
2,391.6 |
|
| S4 |
2,028.7 |
2,102.3 |
2,357.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,455.0 |
2,352.0 |
103.0 |
4.3% |
70.8 |
3.0% |
41% |
False |
False |
1,183 |
| 10 |
2,455.0 |
2,186.0 |
269.0 |
11.2% |
63.3 |
2.6% |
77% |
False |
False |
2,123 |
| 20 |
2,455.0 |
2,110.0 |
345.0 |
14.4% |
64.4 |
2.7% |
82% |
False |
False |
1,794 |
| 40 |
2,455.0 |
1,890.0 |
565.0 |
23.6% |
66.7 |
2.8% |
89% |
False |
False |
7,494 |
| 60 |
2,455.0 |
1,693.0 |
762.0 |
31.8% |
65.1 |
2.7% |
92% |
False |
False |
5,662 |
| 80 |
2,455.0 |
1,693.0 |
762.0 |
31.8% |
63.6 |
2.7% |
92% |
False |
False |
4,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.0 |
|
2.618 |
2,558.1 |
|
1.618 |
2,506.1 |
|
1.000 |
2,474.0 |
|
0.618 |
2,454.1 |
|
HIGH |
2,422.0 |
|
0.618 |
2,402.1 |
|
0.500 |
2,396.0 |
|
0.382 |
2,389.9 |
|
LOW |
2,370.0 |
|
0.618 |
2,337.9 |
|
1.000 |
2,318.0 |
|
1.618 |
2,285.9 |
|
2.618 |
2,233.9 |
|
4.250 |
2,149.0 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,396.0 |
2,412.5 |
| PP |
2,395.3 |
2,406.3 |
| S1 |
2,394.7 |
2,400.2 |
|