| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,419.0 |
2,324.0 |
-95.0 |
-3.9% |
2,340.0 |
| High |
2,423.0 |
2,350.0 |
-73.0 |
-3.0% |
2,462.0 |
| Low |
2,316.0 |
2,293.0 |
-23.0 |
-1.0% |
2,331.0 |
| Close |
2,336.0 |
2,329.0 |
-7.0 |
-0.3% |
2,431.0 |
| Range |
107.0 |
57.0 |
-50.0 |
-46.7% |
131.0 |
| ATR |
77.4 |
76.0 |
-1.5 |
-1.9% |
0.0 |
| Volume |
1,545,867 |
1,422,885 |
-122,982 |
-8.0% |
5,928,065 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.0 |
2,469.0 |
2,360.4 |
|
| R3 |
2,438.0 |
2,412.0 |
2,344.7 |
|
| R2 |
2,381.0 |
2,381.0 |
2,339.5 |
|
| R1 |
2,355.0 |
2,355.0 |
2,334.2 |
2,368.0 |
| PP |
2,324.0 |
2,324.0 |
2,324.0 |
2,330.5 |
| S1 |
2,298.0 |
2,298.0 |
2,323.8 |
2,311.0 |
| S2 |
2,267.0 |
2,267.0 |
2,318.6 |
|
| S3 |
2,210.0 |
2,241.0 |
2,313.3 |
|
| S4 |
2,153.0 |
2,184.0 |
2,297.7 |
|
|
| 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 |
2,293.0 |
169.0 |
7.3% |
71.4 |
3.1% |
21% |
False |
True |
1,323,224 |
| 10 |
2,462.0 |
2,277.0 |
185.0 |
7.9% |
71.6 |
3.1% |
28% |
False |
False |
1,284,306 |
| 20 |
2,462.0 |
2,111.0 |
351.0 |
15.1% |
71.9 |
3.1% |
62% |
False |
False |
1,286,475 |
| 40 |
2,462.0 |
1,912.0 |
550.0 |
23.6% |
73.3 |
3.1% |
76% |
False |
False |
1,302,485 |
| 60 |
2,462.0 |
1,693.0 |
769.0 |
33.0% |
75.4 |
3.2% |
83% |
False |
False |
894,781 |
| 80 |
2,462.0 |
1,693.0 |
769.0 |
33.0% |
76.9 |
3.3% |
83% |
False |
False |
672,143 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
37.3% |
76.3 |
3.3% |
73% |
False |
False |
539,414 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
37.3% |
80.8 |
3.5% |
73% |
False |
False |
450,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,592.3 |
|
2.618 |
2,499.2 |
|
1.618 |
2,442.2 |
|
1.000 |
2,407.0 |
|
0.618 |
2,385.2 |
|
HIGH |
2,350.0 |
|
0.618 |
2,328.2 |
|
0.500 |
2,321.5 |
|
0.382 |
2,314.8 |
|
LOW |
2,293.0 |
|
0.618 |
2,257.8 |
|
1.000 |
2,236.0 |
|
1.618 |
2,200.8 |
|
2.618 |
2,143.8 |
|
4.250 |
2,050.8 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,326.5 |
2,361.0 |
| PP |
2,324.0 |
2,350.3 |
| S1 |
2,321.5 |
2,339.7 |
|