| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,341.0 |
2,307.0 |
-34.0 |
-1.5% |
2,439.0 |
| High |
2,356.0 |
2,425.0 |
69.0 |
2.9% |
2,448.0 |
| Low |
2,311.0 |
2,299.0 |
-12.0 |
-0.5% |
2,293.0 |
| Close |
2,339.0 |
2,400.0 |
61.0 |
2.6% |
2,339.0 |
| Range |
45.0 |
126.0 |
81.0 |
180.0% |
155.0 |
| ATR |
73.8 |
77.5 |
3.7 |
5.1% |
0.0 |
| Volume |
1,201,452 |
1,168,437 |
-33,015 |
-2.7% |
6,511,002 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.7 |
2,702.3 |
2,469.3 |
|
| R3 |
2,626.7 |
2,576.3 |
2,434.7 |
|
| R2 |
2,500.7 |
2,500.7 |
2,423.1 |
|
| R1 |
2,450.3 |
2,450.3 |
2,411.6 |
2,475.5 |
| PP |
2,374.7 |
2,374.7 |
2,374.7 |
2,387.3 |
| S1 |
2,324.3 |
2,324.3 |
2,388.5 |
2,349.5 |
| S2 |
2,248.7 |
2,248.7 |
2,376.9 |
|
| S3 |
2,122.7 |
2,198.3 |
2,365.4 |
|
| S4 |
1,996.7 |
2,072.3 |
2,330.7 |
|
|
| 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 |
2,429.0 |
2,293.0 |
136.0 |
5.7% |
78.0 |
3.3% |
79% |
False |
False |
1,321,136 |
| 10 |
2,462.0 |
2,293.0 |
169.0 |
7.0% |
75.2 |
3.1% |
63% |
False |
False |
1,288,370 |
| 20 |
2,462.0 |
2,111.0 |
351.0 |
14.6% |
73.7 |
3.1% |
82% |
False |
False |
1,263,824 |
| 40 |
2,462.0 |
1,921.0 |
541.0 |
22.5% |
73.9 |
3.1% |
89% |
False |
False |
1,297,398 |
| 60 |
2,462.0 |
1,693.0 |
769.0 |
32.0% |
76.4 |
3.2% |
92% |
False |
False |
934,016 |
| 80 |
2,462.0 |
1,693.0 |
769.0 |
32.0% |
76.3 |
3.2% |
92% |
False |
False |
701,695 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
36.2% |
75.8 |
3.2% |
81% |
False |
False |
562,757 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
36.2% |
80.8 |
3.4% |
81% |
False |
False |
469,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,960.5 |
|
2.618 |
2,754.9 |
|
1.618 |
2,628.9 |
|
1.000 |
2,551.0 |
|
0.618 |
2,502.9 |
|
HIGH |
2,425.0 |
|
0.618 |
2,376.9 |
|
0.500 |
2,362.0 |
|
0.382 |
2,347.1 |
|
LOW |
2,299.0 |
|
0.618 |
2,221.1 |
|
1.000 |
2,173.0 |
|
1.618 |
2,095.1 |
|
2.618 |
1,969.1 |
|
4.250 |
1,763.5 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.3 |
2,386.3 |
| PP |
2,374.7 |
2,372.7 |
| S1 |
2,362.0 |
2,359.0 |
|