| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,455.0 |
2,474.0 |
19.0 |
0.8% |
2,422.0 |
| High |
2,479.0 |
2,492.0 |
13.0 |
0.5% |
2,492.0 |
| Low |
2,426.0 |
2,435.0 |
9.0 |
0.4% |
2,382.0 |
| Close |
2,453.0 |
2,444.0 |
-9.0 |
-0.4% |
2,444.0 |
| Range |
53.0 |
57.0 |
4.0 |
7.5% |
110.0 |
| ATR |
73.2 |
72.1 |
-1.2 |
-1.6% |
0.0 |
| Volume |
1,231,685 |
1,108,579 |
-123,106 |
-10.0% |
4,610,219 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.0 |
2,593.0 |
2,475.4 |
|
| R3 |
2,571.0 |
2,536.0 |
2,459.7 |
|
| R2 |
2,514.0 |
2,514.0 |
2,454.5 |
|
| R1 |
2,479.0 |
2,479.0 |
2,449.2 |
2,468.0 |
| PP |
2,457.0 |
2,457.0 |
2,457.0 |
2,451.5 |
| S1 |
2,422.0 |
2,422.0 |
2,438.8 |
2,411.0 |
| S2 |
2,400.0 |
2,400.0 |
2,433.6 |
|
| S3 |
2,343.0 |
2,365.0 |
2,428.3 |
|
| S4 |
2,286.0 |
2,308.0 |
2,412.7 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.3 |
2,716.7 |
2,504.5 |
|
| R3 |
2,659.3 |
2,606.7 |
2,474.3 |
|
| R2 |
2,549.3 |
2,549.3 |
2,464.2 |
|
| R1 |
2,496.7 |
2,496.7 |
2,454.1 |
2,523.0 |
| PP |
2,439.3 |
2,439.3 |
2,439.3 |
2,452.5 |
| S1 |
2,386.7 |
2,386.7 |
2,433.9 |
2,413.0 |
| S2 |
2,329.3 |
2,329.3 |
2,423.8 |
|
| S3 |
2,219.3 |
2,276.7 |
2,413.8 |
|
| S4 |
2,109.3 |
2,166.7 |
2,383.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,492.0 |
2,382.0 |
110.0 |
4.5% |
63.2 |
2.6% |
56% |
True |
False |
1,113,301 |
| 10 |
2,493.0 |
2,299.0 |
194.0 |
7.9% |
64.9 |
2.7% |
75% |
False |
False |
1,148,901 |
| 20 |
2,493.0 |
2,277.0 |
216.0 |
8.8% |
68.3 |
2.8% |
77% |
False |
False |
1,216,603 |
| 40 |
2,493.0 |
1,937.0 |
556.0 |
22.7% |
71.7 |
2.9% |
91% |
False |
False |
1,254,430 |
| 60 |
2,493.0 |
1,693.0 |
800.0 |
32.7% |
74.2 |
3.0% |
94% |
False |
False |
1,085,151 |
| 80 |
2,493.0 |
1,693.0 |
800.0 |
32.7% |
73.5 |
3.0% |
94% |
False |
False |
815,136 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
35.6% |
75.4 |
3.1% |
86% |
False |
False |
652,796 |
| 120 |
2,562.0 |
1,693.0 |
869.0 |
35.6% |
77.5 |
3.2% |
86% |
False |
False |
545,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,734.3 |
|
2.618 |
2,641.2 |
|
1.618 |
2,584.2 |
|
1.000 |
2,549.0 |
|
0.618 |
2,527.2 |
|
HIGH |
2,492.0 |
|
0.618 |
2,470.2 |
|
0.500 |
2,463.5 |
|
0.382 |
2,456.8 |
|
LOW |
2,435.0 |
|
0.618 |
2,399.8 |
|
1.000 |
2,378.0 |
|
1.618 |
2,342.8 |
|
2.618 |
2,285.8 |
|
4.250 |
2,192.8 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,463.5 |
2,459.0 |
| PP |
2,457.0 |
2,454.0 |
| S1 |
2,450.5 |
2,449.0 |
|