| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,422.0 |
2,405.0 |
-17.0 |
-0.7% |
2,340.0 |
| High |
2,459.0 |
2,462.0 |
3.0 |
0.1% |
2,462.0 |
| Low |
2,358.0 |
2,393.0 |
35.0 |
1.5% |
2,331.0 |
| Close |
2,374.0 |
2,431.0 |
57.0 |
2.4% |
2,431.0 |
| Range |
101.0 |
69.0 |
-32.0 |
-31.7% |
131.0 |
| ATR |
76.5 |
77.3 |
0.8 |
1.1% |
0.0 |
| Volume |
1,489,997 |
1,306,573 |
-183,424 |
-12.3% |
5,928,065 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.7 |
2,602.3 |
2,469.0 |
|
| R3 |
2,566.7 |
2,533.3 |
2,450.0 |
|
| R2 |
2,497.7 |
2,497.7 |
2,443.7 |
|
| R1 |
2,464.3 |
2,464.3 |
2,437.3 |
2,481.0 |
| PP |
2,428.7 |
2,428.7 |
2,428.7 |
2,437.0 |
| S1 |
2,395.3 |
2,395.3 |
2,424.7 |
2,412.0 |
| S2 |
2,359.7 |
2,359.7 |
2,418.4 |
|
| S3 |
2,290.7 |
2,326.3 |
2,412.0 |
|
| S4 |
2,221.7 |
2,257.3 |
2,393.1 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.0 |
2,747.0 |
2,503.1 |
|
| R3 |
2,670.0 |
2,616.0 |
2,467.0 |
|
| R2 |
2,539.0 |
2,539.0 |
2,455.0 |
|
| R1 |
2,485.0 |
2,485.0 |
2,443.0 |
2,512.0 |
| PP |
2,408.0 |
2,408.0 |
2,408.0 |
2,421.5 |
| S1 |
2,354.0 |
2,354.0 |
2,419.0 |
2,381.0 |
| S2 |
2,277.0 |
2,277.0 |
2,407.0 |
|
| S3 |
2,146.0 |
2,223.0 |
2,395.0 |
|
| S4 |
2,015.0 |
2,092.0 |
2,359.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,462.0 |
2,331.0 |
131.0 |
5.4% |
71.6 |
2.9% |
76% |
True |
False |
1,185,613 |
| 10 |
2,462.0 |
2,188.0 |
274.0 |
11.3% |
68.1 |
2.8% |
89% |
True |
False |
1,217,684 |
| 20 |
2,462.0 |
2,047.0 |
415.0 |
17.1% |
70.9 |
2.9% |
93% |
True |
False |
1,255,407 |
| 40 |
2,462.0 |
1,805.0 |
657.0 |
27.0% |
74.1 |
3.0% |
95% |
True |
False |
1,200,817 |
| 60 |
2,462.0 |
1,693.0 |
769.0 |
31.6% |
75.2 |
3.1% |
96% |
True |
False |
806,441 |
| 80 |
2,462.0 |
1,693.0 |
769.0 |
31.6% |
77.9 |
3.2% |
96% |
True |
False |
605,911 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
35.7% |
77.1 |
3.2% |
85% |
False |
False |
486,849 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.7% |
82.7 |
3.4% |
85% |
False |
False |
406,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,755.3 |
|
2.618 |
2,642.6 |
|
1.618 |
2,573.6 |
|
1.000 |
2,531.0 |
|
0.618 |
2,504.6 |
|
HIGH |
2,462.0 |
|
0.618 |
2,435.6 |
|
0.500 |
2,427.5 |
|
0.382 |
2,419.4 |
|
LOW |
2,393.0 |
|
0.618 |
2,350.4 |
|
1.000 |
2,324.0 |
|
1.618 |
2,281.4 |
|
2.618 |
2,212.4 |
|
4.250 |
2,099.8 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.8 |
2,423.2 |
| PP |
2,428.7 |
2,415.3 |
| S1 |
2,427.5 |
2,407.5 |
|