| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,387.0 |
2,360.0 |
-27.0 |
-1.1% |
2,235.0 |
| High |
2,398.0 |
2,434.0 |
36.0 |
1.5% |
2,347.0 |
| Low |
2,356.0 |
2,353.0 |
-3.0 |
-0.1% |
2,188.0 |
| Close |
2,363.0 |
2,399.0 |
36.0 |
1.5% |
2,328.0 |
| Range |
42.0 |
81.0 |
39.0 |
92.9% |
159.0 |
| ATR |
74.1 |
74.6 |
0.5 |
0.7% |
0.0 |
| Volume |
1,104,713 |
1,302,978 |
198,265 |
17.9% |
5,142,027 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.3 |
2,599.7 |
2,443.6 |
|
| R3 |
2,557.3 |
2,518.7 |
2,421.3 |
|
| R2 |
2,476.3 |
2,476.3 |
2,413.9 |
|
| R1 |
2,437.7 |
2,437.7 |
2,406.4 |
2,457.0 |
| PP |
2,395.3 |
2,395.3 |
2,395.3 |
2,405.0 |
| S1 |
2,356.7 |
2,356.7 |
2,391.6 |
2,376.0 |
| S2 |
2,314.3 |
2,314.3 |
2,384.2 |
|
| S3 |
2,233.3 |
2,275.7 |
2,376.7 |
|
| S4 |
2,152.3 |
2,194.7 |
2,354.5 |
|
|
| 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 |
2,434.0 |
2,226.0 |
208.0 |
8.7% |
66.0 |
2.8% |
83% |
True |
False |
1,178,911 |
| 10 |
2,434.0 |
2,144.0 |
290.0 |
12.1% |
64.7 |
2.7% |
88% |
True |
False |
1,190,134 |
| 20 |
2,434.0 |
2,047.0 |
387.0 |
16.1% |
69.8 |
2.9% |
91% |
True |
False |
1,226,700 |
| 40 |
2,434.0 |
1,693.0 |
741.0 |
30.9% |
74.7 |
3.1% |
95% |
True |
False |
1,135,095 |
| 60 |
2,434.0 |
1,693.0 |
741.0 |
30.9% |
74.3 |
3.1% |
95% |
True |
False |
759,931 |
| 80 |
2,493.0 |
1,693.0 |
800.0 |
33.3% |
77.7 |
3.2% |
88% |
False |
False |
570,981 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
36.2% |
77.1 |
3.2% |
81% |
False |
False |
458,959 |
| 120 |
2,637.0 |
1,693.0 |
944.0 |
39.3% |
83.2 |
3.5% |
75% |
False |
False |
382,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,778.3 |
|
2.618 |
2,646.1 |
|
1.618 |
2,565.1 |
|
1.000 |
2,515.0 |
|
0.618 |
2,484.1 |
|
HIGH |
2,434.0 |
|
0.618 |
2,403.1 |
|
0.500 |
2,393.5 |
|
0.382 |
2,383.9 |
|
LOW |
2,353.0 |
|
0.618 |
2,302.9 |
|
1.000 |
2,272.0 |
|
1.618 |
2,221.9 |
|
2.618 |
2,140.9 |
|
4.250 |
2,008.8 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,397.2 |
2,393.5 |
| PP |
2,395.3 |
2,388.0 |
| S1 |
2,393.5 |
2,382.5 |
|