| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
8,270.15 |
8,502.48 |
232.33 |
2.8% |
8,569.23 |
| High |
8,511.88 |
8,538.01 |
26.13 |
0.3% |
8,569.23 |
| Low |
8,270.15 |
8,463.54 |
193.39 |
2.3% |
8,230.17 |
| Close |
8,504.08 |
8,474.85 |
-29.23 |
-0.3% |
8,268.64 |
| Range |
241.73 |
74.47 |
-167.26 |
-69.2% |
339.06 |
| ATR |
180.48 |
172.91 |
-7.57 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,715.54 |
8,669.67 |
8,515.81 |
|
| R3 |
8,641.07 |
8,595.20 |
8,495.33 |
|
| R2 |
8,566.60 |
8,566.60 |
8,488.50 |
|
| R1 |
8,520.73 |
8,520.73 |
8,481.68 |
8,506.43 |
| PP |
8,492.13 |
8,492.13 |
8,492.13 |
8,484.99 |
| S1 |
8,446.26 |
8,446.26 |
8,468.02 |
8,431.96 |
| S2 |
8,417.66 |
8,417.66 |
8,461.20 |
|
| S3 |
8,343.19 |
8,371.79 |
8,454.37 |
|
| S4 |
8,268.72 |
8,297.32 |
8,433.89 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,373.19 |
9,159.98 |
8,455.12 |
|
| R3 |
9,034.13 |
8,820.92 |
8,361.88 |
|
| R2 |
8,695.07 |
8,695.07 |
8,330.80 |
|
| R1 |
8,481.86 |
8,481.86 |
8,299.72 |
8,418.94 |
| PP |
8,356.01 |
8,356.01 |
8,356.01 |
8,324.55 |
| S1 |
8,142.80 |
8,142.80 |
8,237.56 |
8,079.88 |
| S2 |
8,016.95 |
8,016.95 |
8,206.48 |
|
| S3 |
7,677.89 |
7,803.74 |
8,175.40 |
|
| S4 |
7,338.83 |
7,464.68 |
8,082.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,538.01 |
8,230.17 |
307.84 |
3.6% |
156.67 |
1.8% |
79% |
True |
False |
|
| 10 |
8,587.55 |
8,230.17 |
357.38 |
4.2% |
160.56 |
1.9% |
68% |
False |
False |
|
| 20 |
8,587.55 |
7,804.21 |
783.34 |
9.2% |
163.16 |
1.9% |
86% |
False |
False |
|
| 40 |
8,587.55 |
7,437.59 |
1,149.96 |
13.6% |
184.36 |
2.2% |
90% |
False |
False |
|
| 60 |
8,587.55 |
6,469.95 |
2,117.60 |
25.0% |
206.30 |
2.4% |
95% |
False |
False |
|
| 80 |
8,587.55 |
6,469.95 |
2,117.60 |
25.0% |
209.05 |
2.5% |
95% |
False |
False |
|
| 100 |
9,088.06 |
6,469.95 |
2,618.11 |
30.9% |
209.17 |
2.5% |
77% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.9% |
229.01 |
2.7% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,854.51 |
|
2.618 |
8,732.97 |
|
1.618 |
8,658.50 |
|
1.000 |
8,612.48 |
|
0.618 |
8,584.03 |
|
HIGH |
8,538.01 |
|
0.618 |
8,509.56 |
|
0.500 |
8,500.78 |
|
0.382 |
8,491.99 |
|
LOW |
8,463.54 |
|
0.618 |
8,417.52 |
|
1.000 |
8,389.07 |
|
1.618 |
8,343.05 |
|
2.618 |
8,268.58 |
|
4.250 |
8,147.04 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,500.78 |
8,444.60 |
| PP |
8,492.13 |
8,414.34 |
| S1 |
8,483.49 |
8,384.09 |
|