| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,324.0 |
2,341.0 |
17.0 |
0.7% |
2,439.0 |
| High |
2,350.0 |
2,356.0 |
6.0 |
0.3% |
2,448.0 |
| Low |
2,293.0 |
2,311.0 |
18.0 |
0.8% |
2,293.0 |
| Close |
2,329.0 |
2,339.0 |
10.0 |
0.4% |
2,339.0 |
| Range |
57.0 |
45.0 |
-12.0 |
-21.1% |
155.0 |
| ATR |
76.0 |
73.8 |
-2.2 |
-2.9% |
0.0 |
| Volume |
1,422,885 |
1,201,452 |
-221,433 |
-15.6% |
6,511,002 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.3 |
2,449.7 |
2,363.8 |
|
| R3 |
2,425.3 |
2,404.7 |
2,351.4 |
|
| R2 |
2,380.3 |
2,380.3 |
2,347.3 |
|
| R1 |
2,359.7 |
2,359.7 |
2,343.1 |
2,347.5 |
| PP |
2,335.3 |
2,335.3 |
2,335.3 |
2,329.3 |
| S1 |
2,314.7 |
2,314.7 |
2,334.9 |
2,302.5 |
| S2 |
2,290.3 |
2,290.3 |
2,330.8 |
|
| S3 |
2,245.3 |
2,269.7 |
2,326.6 |
|
| S4 |
2,200.3 |
2,224.7 |
2,314.3 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.0 |
2,737.0 |
2,424.3 |
|
| R3 |
2,670.0 |
2,582.0 |
2,381.6 |
|
| R2 |
2,515.0 |
2,515.0 |
2,367.4 |
|
| R1 |
2,427.0 |
2,427.0 |
2,353.2 |
2,393.5 |
| PP |
2,360.0 |
2,360.0 |
2,360.0 |
2,343.3 |
| S1 |
2,272.0 |
2,272.0 |
2,324.8 |
2,238.5 |
| S2 |
2,205.0 |
2,205.0 |
2,310.6 |
|
| S3 |
2,050.0 |
2,117.0 |
2,296.4 |
|
| S4 |
1,895.0 |
1,962.0 |
2,253.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,448.0 |
2,293.0 |
155.0 |
6.6% |
66.6 |
2.8% |
30% |
False |
False |
1,302,200 |
| 10 |
2,462.0 |
2,293.0 |
169.0 |
7.2% |
69.1 |
3.0% |
27% |
False |
False |
1,243,906 |
| 20 |
2,462.0 |
2,111.0 |
351.0 |
15.0% |
70.3 |
3.0% |
65% |
False |
False |
1,275,317 |
| 40 |
2,462.0 |
1,917.0 |
545.0 |
23.3% |
72.7 |
3.1% |
77% |
False |
False |
1,299,875 |
| 60 |
2,462.0 |
1,693.0 |
769.0 |
32.9% |
75.4 |
3.2% |
84% |
False |
False |
914,569 |
| 80 |
2,462.0 |
1,693.0 |
769.0 |
32.9% |
76.2 |
3.3% |
84% |
False |
False |
687,108 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
37.2% |
75.8 |
3.2% |
74% |
False |
False |
551,267 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
37.2% |
80.3 |
3.4% |
74% |
False |
False |
460,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.3 |
|
2.618 |
2,473.8 |
|
1.618 |
2,428.8 |
|
1.000 |
2,401.0 |
|
0.618 |
2,383.8 |
|
HIGH |
2,356.0 |
|
0.618 |
2,338.8 |
|
0.500 |
2,333.5 |
|
0.382 |
2,328.2 |
|
LOW |
2,311.0 |
|
0.618 |
2,283.2 |
|
1.000 |
2,266.0 |
|
1.618 |
2,238.2 |
|
2.618 |
2,193.2 |
|
4.250 |
2,119.8 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.2 |
2,358.0 |
| PP |
2,335.3 |
2,351.7 |
| S1 |
2,333.5 |
2,345.3 |
|