| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
5,017.5 |
4,962.5 |
-55.0 |
-1.1% |
4,677.5 |
| High |
5,033.0 |
4,993.0 |
-40.0 |
-0.8% |
5,061.5 |
| Low |
4,940.0 |
4,893.5 |
-46.5 |
-0.9% |
4,669.0 |
| Close |
5,009.0 |
4,949.0 |
-60.0 |
-1.2% |
4,923.5 |
| Range |
93.0 |
99.5 |
6.5 |
7.0% |
392.5 |
| ATR |
135.5 |
134.1 |
-1.4 |
-1.1% |
0.0 |
| Volume |
682 |
514 |
-168 |
-24.6% |
3,051 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,243.7 |
5,195.8 |
5,003.7 |
|
| R3 |
5,144.2 |
5,096.3 |
4,976.4 |
|
| R2 |
5,044.7 |
5,044.7 |
4,967.2 |
|
| R1 |
4,996.8 |
4,996.8 |
4,958.1 |
4,971.0 |
| PP |
4,945.2 |
4,945.2 |
4,945.2 |
4,932.3 |
| S1 |
4,897.3 |
4,897.3 |
4,939.9 |
4,871.5 |
| S2 |
4,845.7 |
4,845.7 |
4,930.8 |
|
| S3 |
4,746.2 |
4,797.8 |
4,921.6 |
|
| S4 |
4,646.7 |
4,698.3 |
4,894.3 |
|
|
| 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 |
5,033.0 |
4,811.0 |
222.0 |
4.5% |
120.0 |
2.4% |
62% |
False |
False |
1,295 |
| 10 |
5,061.5 |
4,669.0 |
392.5 |
7.9% |
125.3 |
2.5% |
71% |
False |
False |
1,000 |
| 20 |
5,061.5 |
4,662.5 |
399.0 |
8.1% |
123.0 |
2.5% |
72% |
False |
False |
781 |
| 40 |
5,061.5 |
4,017.5 |
1,044.0 |
21.1% |
125.1 |
2.5% |
89% |
False |
False |
593 |
| 60 |
5,061.5 |
3,613.5 |
1,448.0 |
29.3% |
127.7 |
2.6% |
92% |
False |
False |
1,170 |
| 80 |
5,061.5 |
3,613.5 |
1,448.0 |
29.3% |
128.6 |
2.6% |
92% |
False |
False |
962 |
| 100 |
5,151.0 |
3,613.5 |
1,537.5 |
31.1% |
129.9 |
2.6% |
87% |
False |
False |
802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,415.9 |
|
2.618 |
5,253.5 |
|
1.618 |
5,154.0 |
|
1.000 |
5,092.5 |
|
0.618 |
5,054.5 |
|
HIGH |
4,993.0 |
|
0.618 |
4,955.0 |
|
0.500 |
4,943.3 |
|
0.382 |
4,931.5 |
|
LOW |
4,893.5 |
|
0.618 |
4,832.0 |
|
1.000 |
4,794.0 |
|
1.618 |
4,732.5 |
|
2.618 |
4,633.0 |
|
4.250 |
4,470.6 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,947.1 |
4,940.0 |
| PP |
4,945.2 |
4,931.0 |
| S1 |
4,943.3 |
4,922.0 |
|