| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,419.0 |
2,422.0 |
3.0 |
0.1% |
2,307.0 |
| High |
2,453.0 |
2,482.0 |
29.0 |
1.2% |
2,493.0 |
| Low |
2,406.0 |
2,382.0 |
-24.0 |
-1.0% |
2,299.0 |
| Close |
2,428.0 |
2,467.0 |
39.0 |
1.6% |
2,428.0 |
| Range |
47.0 |
100.0 |
53.0 |
112.8% |
194.0 |
| ATR |
74.1 |
76.0 |
1.8 |
2.5% |
0.0 |
| Volume |
956,286 |
1,218,598 |
262,312 |
27.4% |
5,677,344 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,743.7 |
2,705.3 |
2,522.0 |
|
| R3 |
2,643.7 |
2,605.3 |
2,494.5 |
|
| R2 |
2,543.7 |
2,543.7 |
2,485.3 |
|
| R1 |
2,505.3 |
2,505.3 |
2,476.2 |
2,524.5 |
| PP |
2,443.7 |
2,443.7 |
2,443.7 |
2,453.3 |
| S1 |
2,405.3 |
2,405.3 |
2,457.8 |
2,424.5 |
| S2 |
2,343.7 |
2,343.7 |
2,448.7 |
|
| S3 |
2,243.7 |
2,305.3 |
2,439.5 |
|
| S4 |
2,143.7 |
2,205.3 |
2,412.0 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.7 |
2,902.3 |
2,534.7 |
|
| R3 |
2,794.7 |
2,708.3 |
2,481.4 |
|
| R2 |
2,600.7 |
2,600.7 |
2,463.6 |
|
| R1 |
2,514.3 |
2,514.3 |
2,445.8 |
2,557.5 |
| PP |
2,406.7 |
2,406.7 |
2,406.7 |
2,428.3 |
| S1 |
2,320.3 |
2,320.3 |
2,410.2 |
2,363.5 |
| S2 |
2,212.7 |
2,212.7 |
2,392.4 |
|
| S3 |
2,018.7 |
2,126.3 |
2,374.7 |
|
| S4 |
1,824.7 |
1,932.3 |
2,321.3 |
|
|
| 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 |
2,382.0 |
111.0 |
4.5% |
61.8 |
2.5% |
77% |
False |
True |
1,145,501 |
| 10 |
2,493.0 |
2,293.0 |
200.0 |
8.1% |
69.9 |
2.8% |
87% |
False |
False |
1,233,318 |
| 20 |
2,493.0 |
2,188.0 |
305.0 |
12.4% |
69.0 |
2.8% |
91% |
False |
False |
1,223,851 |
| 40 |
2,493.0 |
1,921.0 |
572.0 |
23.2% |
72.8 |
2.9% |
95% |
False |
False |
1,263,080 |
| 60 |
2,493.0 |
1,693.0 |
800.0 |
32.4% |
74.9 |
3.0% |
97% |
False |
False |
1,028,953 |
| 80 |
2,493.0 |
1,693.0 |
800.0 |
32.4% |
74.3 |
3.0% |
97% |
False |
False |
773,016 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
35.2% |
75.4 |
3.1% |
89% |
False |
False |
618,912 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.2% |
77.6 |
3.1% |
89% |
False |
False |
517,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,907.0 |
|
2.618 |
2,743.8 |
|
1.618 |
2,643.8 |
|
1.000 |
2,582.0 |
|
0.618 |
2,543.8 |
|
HIGH |
2,482.0 |
|
0.618 |
2,443.8 |
|
0.500 |
2,432.0 |
|
0.382 |
2,420.2 |
|
LOW |
2,382.0 |
|
0.618 |
2,320.2 |
|
1.000 |
2,282.0 |
|
1.618 |
2,220.2 |
|
2.618 |
2,120.2 |
|
4.250 |
1,957.0 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,455.3 |
2,455.3 |
| PP |
2,443.7 |
2,443.7 |
| S1 |
2,432.0 |
2,432.0 |
|