| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,281.0 |
2,340.0 |
59.0 |
2.6% |
2,235.0 |
| High |
2,347.0 |
2,396.0 |
49.0 |
2.1% |
2,347.0 |
| Low |
2,277.0 |
2,331.0 |
54.0 |
2.4% |
2,188.0 |
| Close |
2,328.0 |
2,376.0 |
48.0 |
2.1% |
2,328.0 |
| Range |
70.0 |
65.0 |
-5.0 |
-7.1% |
159.0 |
| ATR |
77.2 |
76.6 |
-0.7 |
-0.9% |
0.0 |
| Volume |
1,605,445 |
723,804 |
-881,641 |
-54.9% |
5,142,027 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,562.7 |
2,534.3 |
2,411.8 |
|
| R3 |
2,497.7 |
2,469.3 |
2,393.9 |
|
| R2 |
2,432.7 |
2,432.7 |
2,387.9 |
|
| R1 |
2,404.3 |
2,404.3 |
2,382.0 |
2,418.5 |
| PP |
2,367.7 |
2,367.7 |
2,367.7 |
2,374.8 |
| S1 |
2,339.3 |
2,339.3 |
2,370.0 |
2,353.5 |
| S2 |
2,302.7 |
2,302.7 |
2,364.1 |
|
| S3 |
2,237.7 |
2,274.3 |
2,358.1 |
|
| S4 |
2,172.7 |
2,209.3 |
2,340.3 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.7 |
2,705.3 |
2,415.5 |
|
| R3 |
2,605.7 |
2,546.3 |
2,371.7 |
|
| R2 |
2,446.7 |
2,446.7 |
2,357.2 |
|
| R1 |
2,387.3 |
2,387.3 |
2,342.6 |
2,417.0 |
| PP |
2,287.7 |
2,287.7 |
2,287.7 |
2,302.5 |
| S1 |
2,228.3 |
2,228.3 |
2,313.4 |
2,258.0 |
| S2 |
2,128.7 |
2,128.7 |
2,298.9 |
|
| S3 |
1,969.7 |
2,069.3 |
2,284.3 |
|
| S4 |
1,810.7 |
1,910.3 |
2,240.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,396.0 |
2,188.0 |
208.0 |
8.8% |
63.8 |
2.7% |
90% |
True |
False |
1,173,166 |
| 10 |
2,396.0 |
2,111.0 |
285.0 |
12.0% |
72.2 |
3.0% |
93% |
True |
False |
1,239,279 |
| 20 |
2,396.0 |
2,047.0 |
349.0 |
14.7% |
72.3 |
3.0% |
94% |
True |
False |
1,267,787 |
| 40 |
2,396.0 |
1,693.0 |
703.0 |
29.6% |
76.0 |
3.2% |
97% |
True |
False |
1,076,625 |
| 60 |
2,396.0 |
1,693.0 |
703.0 |
29.6% |
75.0 |
3.2% |
97% |
True |
False |
720,022 |
| 80 |
2,522.0 |
1,693.0 |
829.0 |
34.9% |
77.6 |
3.3% |
82% |
False |
False |
540,925 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
36.6% |
78.1 |
3.3% |
79% |
False |
False |
434,915 |
| 120 |
2,714.0 |
1,693.0 |
1,021.0 |
43.0% |
84.6 |
3.6% |
67% |
False |
False |
362,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.3 |
|
2.618 |
2,566.2 |
|
1.618 |
2,501.2 |
|
1.000 |
2,461.0 |
|
0.618 |
2,436.2 |
|
HIGH |
2,396.0 |
|
0.618 |
2,371.2 |
|
0.500 |
2,363.5 |
|
0.382 |
2,355.8 |
|
LOW |
2,331.0 |
|
0.618 |
2,290.8 |
|
1.000 |
2,266.0 |
|
1.618 |
2,225.8 |
|
2.618 |
2,160.8 |
|
4.250 |
2,054.8 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.8 |
2,354.3 |
| PP |
2,367.7 |
2,332.7 |
| S1 |
2,363.5 |
2,311.0 |
|