| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,441.0 |
2,441.0 |
0.0 |
0.0% |
2,439.0 |
| High |
2,493.0 |
2,449.0 |
-44.0 |
-1.8% |
2,448.0 |
| Low |
2,434.0 |
2,391.0 |
-43.0 |
-1.8% |
2,293.0 |
| Close |
2,478.0 |
2,411.0 |
-67.0 |
-2.7% |
2,339.0 |
| Range |
59.0 |
58.0 |
-1.0 |
-1.7% |
155.0 |
| ATR |
75.4 |
76.2 |
0.8 |
1.1% |
0.0 |
| Volume |
1,225,964 |
1,010,918 |
-215,046 |
-17.5% |
6,511,002 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.0 |
2,559.0 |
2,442.9 |
|
| R3 |
2,533.0 |
2,501.0 |
2,427.0 |
|
| R2 |
2,475.0 |
2,475.0 |
2,421.6 |
|
| R1 |
2,443.0 |
2,443.0 |
2,416.3 |
2,430.0 |
| PP |
2,417.0 |
2,417.0 |
2,417.0 |
2,410.5 |
| S1 |
2,385.0 |
2,385.0 |
2,405.7 |
2,372.0 |
| S2 |
2,359.0 |
2,359.0 |
2,400.4 |
|
| S3 |
2,301.0 |
2,327.0 |
2,395.1 |
|
| S4 |
2,243.0 |
2,269.0 |
2,379.1 |
|
|
| 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 |
2,493.0 |
2,299.0 |
194.0 |
8.0% |
66.6 |
2.8% |
58% |
False |
False |
1,184,502 |
| 10 |
2,493.0 |
2,293.0 |
200.0 |
8.3% |
69.0 |
2.9% |
59% |
False |
False |
1,253,863 |
| 20 |
2,493.0 |
2,185.0 |
308.0 |
12.8% |
67.7 |
2.8% |
73% |
False |
False |
1,227,871 |
| 40 |
2,493.0 |
1,921.0 |
572.0 |
23.7% |
72.6 |
3.0% |
86% |
False |
False |
1,284,614 |
| 60 |
2,493.0 |
1,693.0 |
800.0 |
33.2% |
75.7 |
3.1% |
90% |
False |
False |
992,872 |
| 80 |
2,493.0 |
1,693.0 |
800.0 |
33.2% |
74.6 |
3.1% |
90% |
False |
False |
745,862 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
36.0% |
75.2 |
3.1% |
83% |
False |
False |
597,168 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
36.0% |
78.8 |
3.3% |
83% |
False |
False |
499,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,695.5 |
|
2.618 |
2,600.8 |
|
1.618 |
2,542.8 |
|
1.000 |
2,507.0 |
|
0.618 |
2,484.8 |
|
HIGH |
2,449.0 |
|
0.618 |
2,426.8 |
|
0.500 |
2,420.0 |
|
0.382 |
2,413.2 |
|
LOW |
2,391.0 |
|
0.618 |
2,355.2 |
|
1.000 |
2,333.0 |
|
1.618 |
2,297.2 |
|
2.618 |
2,239.2 |
|
4.250 |
2,144.5 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,420.0 |
2,442.0 |
| PP |
2,417.0 |
2,431.7 |
| S1 |
2,414.0 |
2,421.3 |
|