| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,466.0 |
2,455.0 |
-11.0 |
-0.4% |
2,307.0 |
| High |
2,489.0 |
2,479.0 |
-10.0 |
-0.4% |
2,493.0 |
| Low |
2,430.0 |
2,426.0 |
-4.0 |
-0.2% |
2,299.0 |
| Close |
2,478.0 |
2,453.0 |
-25.0 |
-1.0% |
2,428.0 |
| Range |
59.0 |
53.0 |
-6.0 |
-10.2% |
194.0 |
| ATR |
74.8 |
73.2 |
-1.6 |
-2.1% |
0.0 |
| Volume |
1,051,357 |
1,231,685 |
180,328 |
17.2% |
5,677,344 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,611.7 |
2,585.3 |
2,482.2 |
|
| R3 |
2,558.7 |
2,532.3 |
2,467.6 |
|
| R2 |
2,505.7 |
2,505.7 |
2,462.7 |
|
| R1 |
2,479.3 |
2,479.3 |
2,457.9 |
2,466.0 |
| PP |
2,452.7 |
2,452.7 |
2,452.7 |
2,446.0 |
| S1 |
2,426.3 |
2,426.3 |
2,448.1 |
2,413.0 |
| S2 |
2,399.7 |
2,399.7 |
2,443.3 |
|
| S3 |
2,346.7 |
2,373.3 |
2,438.4 |
|
| S4 |
2,293.7 |
2,320.3 |
2,423.9 |
|
|
| 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 |
2,489.0 |
2,382.0 |
107.0 |
4.4% |
63.4 |
2.6% |
66% |
False |
False |
1,093,768 |
| 10 |
2,493.0 |
2,293.0 |
200.0 |
8.2% |
64.9 |
2.6% |
80% |
False |
False |
1,180,332 |
| 20 |
2,493.0 |
2,226.0 |
267.0 |
10.9% |
69.0 |
2.8% |
85% |
False |
False |
1,219,055 |
| 40 |
2,493.0 |
1,921.0 |
572.0 |
23.3% |
72.6 |
3.0% |
93% |
False |
False |
1,261,491 |
| 60 |
2,493.0 |
1,693.0 |
800.0 |
32.6% |
74.3 |
3.0% |
95% |
False |
False |
1,066,843 |
| 80 |
2,493.0 |
1,693.0 |
800.0 |
32.6% |
73.5 |
3.0% |
95% |
False |
False |
801,300 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
35.4% |
75.8 |
3.1% |
87% |
False |
False |
641,727 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.4% |
77.5 |
3.2% |
87% |
False |
False |
536,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,704.3 |
|
2.618 |
2,617.8 |
|
1.618 |
2,564.8 |
|
1.000 |
2,532.0 |
|
0.618 |
2,511.8 |
|
HIGH |
2,479.0 |
|
0.618 |
2,458.8 |
|
0.500 |
2,452.5 |
|
0.382 |
2,446.2 |
|
LOW |
2,426.0 |
|
0.618 |
2,393.2 |
|
1.000 |
2,373.0 |
|
1.618 |
2,340.2 |
|
2.618 |
2,287.2 |
|
4.250 |
2,200.8 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,452.8 |
2,447.2 |
| PP |
2,452.7 |
2,441.3 |
| S1 |
2,452.5 |
2,435.5 |
|