| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4,923.0 |
4,840.0 |
-83.0 |
-1.7% |
4,821.0 |
| High |
4,937.0 |
4,933.0 |
-4.0 |
-0.1% |
4,985.0 |
| Low |
4,835.0 |
4,821.5 |
-13.5 |
-0.3% |
4,792.0 |
| Close |
4,869.0 |
4,863.0 |
-6.0 |
-0.1% |
4,919.0 |
| Range |
102.0 |
111.5 |
9.5 |
9.3% |
193.0 |
| ATR |
139.8 |
137.8 |
-2.0 |
-1.4% |
0.0 |
| Volume |
139,742 |
171,349 |
31,607 |
22.6% |
807,994 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,207.0 |
5,146.5 |
4,924.3 |
|
| R3 |
5,095.5 |
5,035.0 |
4,893.7 |
|
| R2 |
4,984.0 |
4,984.0 |
4,883.4 |
|
| R1 |
4,923.5 |
4,923.5 |
4,873.2 |
4,953.8 |
| PP |
4,872.5 |
4,872.5 |
4,872.5 |
4,887.6 |
| S1 |
4,812.0 |
4,812.0 |
4,852.8 |
4,842.3 |
| S2 |
4,761.0 |
4,761.0 |
4,842.6 |
|
| S3 |
4,649.5 |
4,700.5 |
4,832.3 |
|
| S4 |
4,538.0 |
4,589.0 |
4,801.7 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,477.7 |
5,391.3 |
5,025.2 |
|
| R3 |
5,284.7 |
5,198.3 |
4,972.1 |
|
| R2 |
5,091.7 |
5,091.7 |
4,954.4 |
|
| R1 |
5,005.3 |
5,005.3 |
4,936.7 |
5,048.5 |
| PP |
4,898.7 |
4,898.7 |
4,898.7 |
4,920.3 |
| S1 |
4,812.3 |
4,812.3 |
4,901.3 |
4,855.5 |
| S2 |
4,705.7 |
4,705.7 |
4,883.6 |
|
| S3 |
4,512.7 |
4,619.3 |
4,865.9 |
|
| S4 |
4,319.7 |
4,426.3 |
4,812.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,985.0 |
4,792.0 |
193.0 |
4.0% |
129.6 |
2.7% |
37% |
False |
False |
169,251 |
| 10 |
4,985.0 |
4,555.5 |
429.5 |
8.8% |
119.5 |
2.5% |
72% |
False |
False |
165,982 |
| 20 |
4,985.0 |
4,399.0 |
586.0 |
12.1% |
127.7 |
2.6% |
79% |
False |
False |
166,026 |
| 40 |
4,985.0 |
3,947.0 |
1,038.0 |
21.3% |
130.7 |
2.7% |
88% |
False |
False |
148,506 |
| 60 |
4,985.0 |
3,599.5 |
1,385.5 |
28.5% |
137.5 |
2.8% |
91% |
False |
False |
99,792 |
| 80 |
4,985.0 |
3,599.5 |
1,385.5 |
28.5% |
142.8 |
2.9% |
91% |
False |
False |
74,996 |
| 100 |
5,151.0 |
3,599.5 |
1,551.5 |
31.9% |
141.7 |
2.9% |
81% |
False |
False |
60,394 |
| 120 |
5,151.0 |
3,599.5 |
1,551.5 |
31.9% |
152.0 |
3.1% |
81% |
False |
False |
50,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,406.9 |
|
2.618 |
5,224.9 |
|
1.618 |
5,113.4 |
|
1.000 |
5,044.5 |
|
0.618 |
5,001.9 |
|
HIGH |
4,933.0 |
|
0.618 |
4,890.4 |
|
0.500 |
4,877.3 |
|
0.382 |
4,864.1 |
|
LOW |
4,821.5 |
|
0.618 |
4,752.6 |
|
1.000 |
4,710.0 |
|
1.618 |
4,641.1 |
|
2.618 |
4,529.6 |
|
4.250 |
4,347.6 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,877.3 |
4,896.5 |
| PP |
4,872.5 |
4,885.3 |
| S1 |
4,867.8 |
4,874.2 |
|