| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
8,461.80 |
8,285.92 |
-175.88 |
-2.1% |
8,213.60 |
| High |
8,462.04 |
8,376.64 |
-85.40 |
-1.0% |
8,587.55 |
| Low |
8,262.43 |
8,273.90 |
11.47 |
0.1% |
8,213.60 |
| Close |
8,284.89 |
8,331.32 |
46.43 |
0.6% |
8,574.65 |
| Range |
199.61 |
102.74 |
-96.87 |
-48.5% |
373.95 |
| ATR |
182.16 |
176.49 |
-5.67 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,635.51 |
8,586.15 |
8,387.83 |
|
| R3 |
8,532.77 |
8,483.41 |
8,359.57 |
|
| R2 |
8,430.03 |
8,430.03 |
8,350.16 |
|
| R1 |
8,380.67 |
8,380.67 |
8,340.74 |
8,405.35 |
| PP |
8,327.29 |
8,327.29 |
8,327.29 |
8,339.63 |
| S1 |
8,277.93 |
8,277.93 |
8,321.90 |
8,302.61 |
| S2 |
8,224.55 |
8,224.55 |
8,312.48 |
|
| S3 |
8,121.81 |
8,175.19 |
8,303.07 |
|
| S4 |
8,019.07 |
8,072.45 |
8,274.81 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,580.45 |
9,451.50 |
8,780.32 |
|
| R3 |
9,206.50 |
9,077.55 |
8,677.49 |
|
| R2 |
8,832.55 |
8,832.55 |
8,643.21 |
|
| R1 |
8,703.60 |
8,703.60 |
8,608.93 |
8,768.08 |
| PP |
8,458.60 |
8,458.60 |
8,458.60 |
8,490.84 |
| S1 |
8,329.65 |
8,329.65 |
8,540.37 |
8,394.13 |
| S2 |
8,084.65 |
8,084.65 |
8,506.09 |
|
| S3 |
7,710.70 |
7,955.70 |
8,471.81 |
|
| S4 |
7,336.75 |
7,581.75 |
8,368.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,587.55 |
8,262.43 |
325.12 |
3.9% |
157.98 |
1.9% |
21% |
False |
False |
|
| 10 |
8,587.55 |
8,099.31 |
488.24 |
5.9% |
156.17 |
1.9% |
48% |
False |
False |
|
| 20 |
8,587.55 |
7,791.95 |
795.60 |
9.5% |
168.09 |
2.0% |
68% |
False |
False |
|
| 40 |
8,587.55 |
7,257.83 |
1,329.72 |
16.0% |
194.44 |
2.3% |
81% |
False |
False |
|
| 60 |
8,587.55 |
6,469.95 |
2,117.60 |
25.4% |
210.32 |
2.5% |
88% |
False |
False |
|
| 80 |
8,587.55 |
6,469.95 |
2,117.60 |
25.4% |
213.27 |
2.6% |
88% |
False |
False |
|
| 100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.4% |
211.15 |
2.5% |
71% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.4% |
240.45 |
2.9% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,813.29 |
|
2.618 |
8,645.61 |
|
1.618 |
8,542.87 |
|
1.000 |
8,479.38 |
|
0.618 |
8,440.13 |
|
HIGH |
8,376.64 |
|
0.618 |
8,337.39 |
|
0.500 |
8,325.27 |
|
0.382 |
8,313.15 |
|
LOW |
8,273.90 |
|
0.618 |
8,210.41 |
|
1.000 |
8,171.16 |
|
1.618 |
8,107.67 |
|
2.618 |
8,004.93 |
|
4.250 |
7,837.26 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,329.30 |
8,389.95 |
| PP |
8,327.29 |
8,370.40 |
| S1 |
8,325.27 |
8,350.86 |
|