| 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 |
8,473.65 |
8,300.50 |
-173.15 |
-2.0% |
8,270.15 |
| High |
8,496.59 |
8,434.62 |
-61.97 |
-0.7% |
8,591.93 |
| Low |
8,289.35 |
8,246.58 |
-42.77 |
-0.5% |
8,221.01 |
| Close |
8,300.02 |
8,403.80 |
103.78 |
1.3% |
8,277.32 |
| Range |
207.24 |
188.04 |
-19.20 |
-9.3% |
370.92 |
| ATR |
179.99 |
180.56 |
0.58 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,925.79 |
8,852.83 |
8,507.22 |
|
| R3 |
8,737.75 |
8,664.79 |
8,455.51 |
|
| R2 |
8,549.71 |
8,549.71 |
8,438.27 |
|
| R1 |
8,476.75 |
8,476.75 |
8,421.04 |
8,513.23 |
| PP |
8,361.67 |
8,361.67 |
8,361.67 |
8,379.91 |
| S1 |
8,288.71 |
8,288.71 |
8,386.56 |
8,325.19 |
| S2 |
8,173.63 |
8,173.63 |
8,369.33 |
|
| S3 |
7,985.59 |
8,100.67 |
8,352.09 |
|
| S4 |
7,797.55 |
7,912.63 |
8,300.38 |
|
|
| 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 |
8,496.59 |
8,221.01 |
275.58 |
3.3% |
193.24 |
2.3% |
66% |
False |
False |
|
| 10 |
8,591.93 |
8,221.01 |
370.92 |
4.4% |
173.64 |
2.1% |
49% |
False |
False |
|
| 20 |
8,591.93 |
8,099.31 |
492.62 |
5.9% |
168.30 |
2.0% |
62% |
False |
False |
|
| 40 |
8,591.93 |
7,483.87 |
1,108.06 |
13.2% |
179.01 |
2.1% |
83% |
False |
False |
|
| 60 |
8,591.93 |
6,469.95 |
2,121.98 |
25.3% |
202.90 |
2.4% |
91% |
False |
False |
|
| 80 |
8,591.93 |
6,469.95 |
2,121.98 |
25.3% |
208.67 |
2.5% |
91% |
False |
False |
|
| 100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.2% |
210.80 |
2.5% |
74% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.2% |
219.70 |
2.6% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,233.79 |
|
2.618 |
8,926.91 |
|
1.618 |
8,738.87 |
|
1.000 |
8,622.66 |
|
0.618 |
8,550.83 |
|
HIGH |
8,434.62 |
|
0.618 |
8,362.79 |
|
0.500 |
8,340.60 |
|
0.382 |
8,318.41 |
|
LOW |
8,246.58 |
|
0.618 |
8,130.37 |
|
1.000 |
8,058.54 |
|
1.618 |
7,942.33 |
|
2.618 |
7,754.29 |
|
4.250 |
7,447.41 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,382.73 |
8,389.78 |
| PP |
8,361.67 |
8,375.76 |
| S1 |
8,340.60 |
8,361.75 |
|