| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4,821.0 |
4,906.0 |
85.0 |
1.8% |
4,637.5 |
| High |
4,921.5 |
4,936.0 |
14.5 |
0.3% |
4,847.5 |
| Low |
4,810.0 |
4,850.0 |
40.0 |
0.8% |
4,555.5 |
| Close |
4,899.5 |
4,861.0 |
-38.5 |
-0.8% |
4,798.5 |
| Range |
111.5 |
86.0 |
-25.5 |
-22.9% |
292.0 |
| ATR |
142.7 |
138.7 |
-4.1 |
-2.8% |
0.0 |
| Volume |
120,576 |
152,254 |
31,678 |
26.3% |
696,865 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,140.3 |
5,086.7 |
4,908.3 |
|
| R3 |
5,054.3 |
5,000.7 |
4,884.7 |
|
| R2 |
4,968.3 |
4,968.3 |
4,876.8 |
|
| R1 |
4,914.7 |
4,914.7 |
4,868.9 |
4,898.5 |
| PP |
4,882.3 |
4,882.3 |
4,882.3 |
4,874.3 |
| S1 |
4,828.7 |
4,828.7 |
4,853.1 |
4,812.5 |
| S2 |
4,796.3 |
4,796.3 |
4,845.2 |
|
| S3 |
4,710.3 |
4,742.7 |
4,837.4 |
|
| S4 |
4,624.3 |
4,656.7 |
4,813.7 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,609.8 |
5,496.2 |
4,959.1 |
|
| R3 |
5,317.8 |
5,204.2 |
4,878.8 |
|
| R2 |
5,025.8 |
5,025.8 |
4,852.0 |
|
| R1 |
4,912.2 |
4,912.2 |
4,825.3 |
4,969.0 |
| PP |
4,733.8 |
4,733.8 |
4,733.8 |
4,762.3 |
| S1 |
4,620.2 |
4,620.2 |
4,771.7 |
4,677.0 |
| S2 |
4,441.8 |
4,441.8 |
4,745.0 |
|
| S3 |
4,149.8 |
4,328.2 |
4,718.2 |
|
| S4 |
3,857.8 |
4,036.2 |
4,637.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,936.0 |
4,555.5 |
380.5 |
7.8% |
109.4 |
2.3% |
80% |
True |
False |
162,714 |
| 10 |
4,936.0 |
4,399.0 |
537.0 |
11.0% |
123.2 |
2.5% |
86% |
True |
False |
167,472 |
| 20 |
4,936.0 |
4,232.0 |
704.0 |
14.5% |
130.2 |
2.7% |
89% |
True |
False |
160,144 |
| 40 |
4,936.0 |
3,599.5 |
1,336.5 |
27.5% |
135.9 |
2.8% |
94% |
True |
False |
127,878 |
| 60 |
4,936.0 |
3,599.5 |
1,336.5 |
27.5% |
137.9 |
2.8% |
94% |
True |
False |
85,727 |
| 80 |
4,959.5 |
3,599.5 |
1,360.0 |
28.0% |
144.8 |
3.0% |
93% |
False |
False |
64,452 |
| 100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.9% |
142.9 |
2.9% |
81% |
False |
False |
51,979 |
| 120 |
5,204.0 |
3,599.5 |
1,604.5 |
33.0% |
158.3 |
3.3% |
79% |
False |
False |
43,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,301.5 |
|
2.618 |
5,161.1 |
|
1.618 |
5,075.1 |
|
1.000 |
5,022.0 |
|
0.618 |
4,989.1 |
|
HIGH |
4,936.0 |
|
0.618 |
4,903.1 |
|
0.500 |
4,893.0 |
|
0.382 |
4,882.9 |
|
LOW |
4,850.0 |
|
0.618 |
4,796.9 |
|
1.000 |
4,764.0 |
|
1.618 |
4,710.9 |
|
2.618 |
4,624.9 |
|
4.250 |
4,484.5 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,893.0 |
4,848.9 |
| PP |
4,882.3 |
4,836.8 |
| S1 |
4,871.7 |
4,824.8 |
|