| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
8,292.21 |
8,275.33 |
-16.88 |
-0.2% |
8,270.15 |
| High |
8,364.14 |
8,495.71 |
131.57 |
1.6% |
8,591.93 |
| Low |
8,257.17 |
8,226.90 |
-30.27 |
-0.4% |
8,221.01 |
| Close |
8,277.32 |
8,473.49 |
196.17 |
2.4% |
8,277.32 |
| Range |
106.97 |
268.81 |
161.84 |
151.3% |
370.92 |
| ATR |
170.90 |
177.89 |
6.99 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,205.13 |
9,108.12 |
8,621.34 |
|
| R3 |
8,936.32 |
8,839.31 |
8,547.41 |
|
| R2 |
8,667.51 |
8,667.51 |
8,522.77 |
|
| R1 |
8,570.50 |
8,570.50 |
8,498.13 |
8,619.01 |
| PP |
8,398.70 |
8,398.70 |
8,398.70 |
8,422.95 |
| S1 |
8,301.69 |
8,301.69 |
8,448.85 |
8,350.20 |
| S2 |
8,129.89 |
8,129.89 |
8,424.21 |
|
| S3 |
7,861.08 |
8,032.88 |
8,399.57 |
|
| S4 |
7,592.27 |
7,764.07 |
8,325.64 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,476.18 |
9,247.67 |
8,481.33 |
|
| R3 |
9,105.26 |
8,876.75 |
8,379.32 |
|
| R2 |
8,734.34 |
8,734.34 |
8,345.32 |
|
| R1 |
8,505.83 |
8,505.83 |
8,311.32 |
8,620.09 |
| PP |
8,363.42 |
8,363.42 |
8,363.42 |
8,420.55 |
| S1 |
8,134.91 |
8,134.91 |
8,243.32 |
8,249.17 |
| S2 |
7,992.50 |
7,992.50 |
8,209.32 |
|
| S3 |
7,621.58 |
7,763.99 |
8,175.32 |
|
| S4 |
7,250.66 |
7,393.07 |
8,073.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,591.93 |
8,221.01 |
370.92 |
4.4% |
166.37 |
2.0% |
68% |
False |
False |
|
| 10 |
8,591.93 |
8,221.01 |
370.92 |
4.4% |
169.25 |
2.0% |
68% |
False |
False |
|
| 20 |
8,591.93 |
7,938.98 |
652.95 |
7.7% |
168.15 |
2.0% |
82% |
False |
False |
|
| 40 |
8,591.93 |
7,437.59 |
1,154.34 |
13.6% |
182.58 |
2.2% |
90% |
False |
False |
|
| 60 |
8,591.93 |
6,469.95 |
2,121.98 |
25.0% |
203.87 |
2.4% |
94% |
False |
False |
|
| 80 |
8,591.93 |
6,469.95 |
2,121.98 |
25.0% |
208.32 |
2.5% |
94% |
False |
False |
|
| 100 |
9,088.06 |
6,469.95 |
2,618.11 |
30.9% |
211.67 |
2.5% |
77% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
30.9% |
222.11 |
2.6% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,638.15 |
|
2.618 |
9,199.45 |
|
1.618 |
8,930.64 |
|
1.000 |
8,764.52 |
|
0.618 |
8,661.83 |
|
HIGH |
8,495.71 |
|
0.618 |
8,393.02 |
|
0.500 |
8,361.31 |
|
0.382 |
8,329.59 |
|
LOW |
8,226.90 |
|
0.618 |
8,060.78 |
|
1.000 |
7,958.09 |
|
1.618 |
7,791.97 |
|
2.618 |
7,523.16 |
|
4.250 |
7,084.46 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,436.10 |
8,435.11 |
| PP |
8,398.70 |
8,396.74 |
| S1 |
8,361.31 |
8,358.36 |
|