| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,383.0 |
2,419.0 |
36.0 |
1.5% |
2,340.0 |
| High |
2,429.0 |
2,423.0 |
-6.0 |
-0.2% |
2,462.0 |
| Low |
2,374.0 |
2,316.0 |
-58.0 |
-2.4% |
2,331.0 |
| Close |
2,400.0 |
2,336.0 |
-64.0 |
-2.7% |
2,431.0 |
| Range |
55.0 |
107.0 |
52.0 |
94.5% |
131.0 |
| ATR |
75.1 |
77.4 |
2.3 |
3.0% |
0.0 |
| Volume |
1,267,039 |
1,545,867 |
278,828 |
22.0% |
5,928,065 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.3 |
2,614.7 |
2,394.9 |
|
| R3 |
2,572.3 |
2,507.7 |
2,365.4 |
|
| R2 |
2,465.3 |
2,465.3 |
2,355.6 |
|
| R1 |
2,400.7 |
2,400.7 |
2,345.8 |
2,379.5 |
| PP |
2,358.3 |
2,358.3 |
2,358.3 |
2,347.8 |
| S1 |
2,293.7 |
2,293.7 |
2,326.2 |
2,272.5 |
| S2 |
2,251.3 |
2,251.3 |
2,316.4 |
|
| S3 |
2,144.3 |
2,186.7 |
2,306.6 |
|
| S4 |
2,037.3 |
2,079.7 |
2,277.2 |
|
|
| 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 |
2,316.0 |
146.0 |
6.3% |
80.2 |
3.4% |
14% |
False |
True |
1,336,647 |
| 10 |
2,462.0 |
2,226.0 |
236.0 |
10.1% |
73.1 |
3.1% |
47% |
False |
False |
1,257,779 |
| 20 |
2,462.0 |
2,111.0 |
351.0 |
15.0% |
71.7 |
3.1% |
64% |
False |
False |
1,275,342 |
| 40 |
2,462.0 |
1,912.0 |
550.0 |
23.5% |
73.1 |
3.1% |
77% |
False |
False |
1,284,318 |
| 60 |
2,462.0 |
1,693.0 |
769.0 |
32.9% |
75.3 |
3.2% |
84% |
False |
False |
871,078 |
| 80 |
2,462.0 |
1,693.0 |
769.0 |
32.9% |
77.3 |
3.3% |
84% |
False |
False |
654,361 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
37.2% |
77.0 |
3.3% |
74% |
False |
False |
525,461 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
37.2% |
81.2 |
3.5% |
74% |
False |
False |
438,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.8 |
|
2.618 |
2,703.1 |
|
1.618 |
2,596.1 |
|
1.000 |
2,530.0 |
|
0.618 |
2,489.1 |
|
HIGH |
2,423.0 |
|
0.618 |
2,382.1 |
|
0.500 |
2,369.5 |
|
0.382 |
2,356.9 |
|
LOW |
2,316.0 |
|
0.618 |
2,249.9 |
|
1.000 |
2,209.0 |
|
1.618 |
2,142.9 |
|
2.618 |
2,035.9 |
|
4.250 |
1,861.3 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,369.5 |
2,382.0 |
| PP |
2,358.3 |
2,366.7 |
| S1 |
2,347.2 |
2,351.3 |
|