| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,422.0 |
2,466.0 |
44.0 |
1.8% |
2,307.0 |
| High |
2,482.0 |
2,489.0 |
7.0 |
0.3% |
2,493.0 |
| Low |
2,382.0 |
2,430.0 |
48.0 |
2.0% |
2,299.0 |
| Close |
2,467.0 |
2,478.0 |
11.0 |
0.4% |
2,428.0 |
| Range |
100.0 |
59.0 |
-41.0 |
-41.0% |
194.0 |
| ATR |
76.0 |
74.8 |
-1.2 |
-1.6% |
0.0 |
| Volume |
1,218,598 |
1,051,357 |
-167,241 |
-13.7% |
5,677,344 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,642.7 |
2,619.3 |
2,510.5 |
|
| R3 |
2,583.7 |
2,560.3 |
2,494.2 |
|
| R2 |
2,524.7 |
2,524.7 |
2,488.8 |
|
| R1 |
2,501.3 |
2,501.3 |
2,483.4 |
2,513.0 |
| PP |
2,465.7 |
2,465.7 |
2,465.7 |
2,471.5 |
| S1 |
2,442.3 |
2,442.3 |
2,472.6 |
2,454.0 |
| S2 |
2,406.7 |
2,406.7 |
2,467.2 |
|
| S3 |
2,347.7 |
2,383.3 |
2,461.8 |
|
| S4 |
2,288.7 |
2,324.3 |
2,445.6 |
|
|
| 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% |
64.6 |
2.6% |
86% |
False |
False |
1,092,624 |
| 10 |
2,493.0 |
2,293.0 |
200.0 |
8.1% |
70.3 |
2.8% |
93% |
False |
False |
1,211,750 |
| 20 |
2,493.0 |
2,188.0 |
305.0 |
12.3% |
69.1 |
2.8% |
95% |
False |
False |
1,220,385 |
| 40 |
2,493.0 |
1,921.0 |
572.0 |
23.1% |
73.0 |
2.9% |
97% |
False |
False |
1,259,439 |
| 60 |
2,493.0 |
1,693.0 |
800.0 |
32.3% |
74.5 |
3.0% |
98% |
False |
False |
1,046,427 |
| 80 |
2,493.0 |
1,693.0 |
800.0 |
32.3% |
73.9 |
3.0% |
98% |
False |
False |
785,969 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
35.1% |
75.7 |
3.1% |
90% |
False |
False |
629,419 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.1% |
77.2 |
3.1% |
90% |
False |
False |
526,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,739.8 |
|
2.618 |
2,643.5 |
|
1.618 |
2,584.5 |
|
1.000 |
2,548.0 |
|
0.618 |
2,525.5 |
|
HIGH |
2,489.0 |
|
0.618 |
2,466.5 |
|
0.500 |
2,459.5 |
|
0.382 |
2,452.5 |
|
LOW |
2,430.0 |
|
0.618 |
2,393.5 |
|
1.000 |
2,371.0 |
|
1.618 |
2,334.5 |
|
2.618 |
2,275.5 |
|
4.250 |
2,179.3 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,471.8 |
2,463.8 |
| PP |
2,465.7 |
2,449.7 |
| S1 |
2,459.5 |
2,435.5 |
|