| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4,922.5 |
4,895.0 |
-27.5 |
-0.6% |
4,677.5 |
| High |
4,946.0 |
5,018.0 |
72.0 |
1.5% |
5,061.5 |
| Low |
4,835.0 |
4,811.0 |
-24.0 |
-0.5% |
4,669.0 |
| Close |
4,932.5 |
5,000.0 |
67.5 |
1.4% |
4,923.5 |
| Range |
111.0 |
207.0 |
96.0 |
86.5% |
392.5 |
| ATR |
133.5 |
138.8 |
5.2 |
3.9% |
0.0 |
| Volume |
1,773 |
3,356 |
1,583 |
89.3% |
3,051 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,564.0 |
5,489.0 |
5,113.9 |
|
| R3 |
5,357.0 |
5,282.0 |
5,056.9 |
|
| R2 |
5,150.0 |
5,150.0 |
5,038.0 |
|
| R1 |
5,075.0 |
5,075.0 |
5,019.0 |
5,112.5 |
| PP |
4,943.0 |
4,943.0 |
4,943.0 |
4,961.8 |
| S1 |
4,868.0 |
4,868.0 |
4,981.0 |
4,905.5 |
| S2 |
4,736.0 |
4,736.0 |
4,962.1 |
|
| S3 |
4,529.0 |
4,661.0 |
4,943.1 |
|
| S4 |
4,322.0 |
4,454.0 |
4,886.2 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,062.2 |
5,885.3 |
5,139.4 |
|
| R3 |
5,669.7 |
5,492.8 |
5,031.4 |
|
| R2 |
5,277.2 |
5,277.2 |
4,995.5 |
|
| R1 |
5,100.3 |
5,100.3 |
4,959.5 |
5,188.8 |
| PP |
4,884.7 |
4,884.7 |
4,884.7 |
4,928.9 |
| S1 |
4,707.8 |
4,707.8 |
4,887.5 |
4,796.3 |
| S2 |
4,492.2 |
4,492.2 |
4,851.5 |
|
| S3 |
4,099.7 |
4,315.3 |
4,815.6 |
|
| S4 |
3,707.2 |
3,922.8 |
4,707.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,061.5 |
4,811.0 |
250.5 |
5.0% |
127.8 |
2.6% |
75% |
False |
True |
1,289 |
| 10 |
5,061.5 |
4,662.5 |
399.0 |
8.0% |
137.1 |
2.7% |
85% |
False |
False |
1,049 |
| 20 |
5,061.5 |
4,570.0 |
491.5 |
9.8% |
123.4 |
2.5% |
87% |
False |
False |
743 |
| 40 |
5,061.5 |
3,984.5 |
1,077.0 |
21.5% |
127.1 |
2.5% |
94% |
False |
False |
582 |
| 60 |
5,061.5 |
3,613.5 |
1,448.0 |
29.0% |
128.0 |
2.6% |
96% |
False |
False |
1,168 |
| 80 |
5,061.5 |
3,613.5 |
1,448.0 |
29.0% |
128.5 |
2.6% |
96% |
False |
False |
950 |
| 100 |
5,151.0 |
3,613.5 |
1,537.5 |
30.8% |
130.4 |
2.6% |
90% |
False |
False |
794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,897.8 |
|
2.618 |
5,559.9 |
|
1.618 |
5,352.9 |
|
1.000 |
5,225.0 |
|
0.618 |
5,145.9 |
|
HIGH |
5,018.0 |
|
0.618 |
4,938.9 |
|
0.500 |
4,914.5 |
|
0.382 |
4,890.1 |
|
LOW |
4,811.0 |
|
0.618 |
4,683.1 |
|
1.000 |
4,604.0 |
|
1.618 |
4,476.1 |
|
2.618 |
4,269.1 |
|
4.250 |
3,931.3 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,971.5 |
4,971.5 |
| PP |
4,943.0 |
4,943.0 |
| S1 |
4,914.5 |
4,914.5 |
|