| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4,751.0 |
4,675.0 |
-76.0 |
-1.6% |
4,923.0 |
| High |
4,777.0 |
4,891.5 |
114.5 |
2.4% |
4,937.0 |
| Low |
4,685.0 |
4,659.0 |
-26.0 |
-0.6% |
4,656.5 |
| Close |
4,737.0 |
4,846.5 |
109.5 |
2.3% |
4,737.0 |
| Range |
92.0 |
232.5 |
140.5 |
152.7% |
280.5 |
| ATR |
137.3 |
144.1 |
6.8 |
5.0% |
0.0 |
| Volume |
158,955 |
163,985 |
5,030 |
3.2% |
848,364 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,496.5 |
5,404.0 |
4,974.4 |
|
| R3 |
5,264.0 |
5,171.5 |
4,910.4 |
|
| R2 |
5,031.5 |
5,031.5 |
4,889.1 |
|
| R1 |
4,939.0 |
4,939.0 |
4,867.8 |
4,985.3 |
| PP |
4,799.0 |
4,799.0 |
4,799.0 |
4,822.1 |
| S1 |
4,706.5 |
4,706.5 |
4,825.2 |
4,752.8 |
| S2 |
4,566.5 |
4,566.5 |
4,803.9 |
|
| S3 |
4,334.0 |
4,474.0 |
4,782.6 |
|
| S4 |
4,101.5 |
4,241.5 |
4,718.6 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,618.3 |
5,458.2 |
4,891.3 |
|
| R3 |
5,337.8 |
5,177.7 |
4,814.1 |
|
| R2 |
5,057.3 |
5,057.3 |
4,788.4 |
|
| R1 |
4,897.2 |
4,897.2 |
4,762.7 |
4,837.0 |
| PP |
4,776.8 |
4,776.8 |
4,776.8 |
4,746.8 |
| S1 |
4,616.7 |
4,616.7 |
4,711.3 |
4,556.5 |
| S2 |
4,496.3 |
4,496.3 |
4,685.6 |
|
| S3 |
4,215.8 |
4,336.2 |
4,659.9 |
|
| S4 |
3,935.3 |
4,055.7 |
4,582.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,933.0 |
4,656.5 |
276.5 |
5.7% |
151.7 |
3.1% |
69% |
False |
False |
174,521 |
| 10 |
4,985.0 |
4,656.5 |
328.5 |
6.8% |
138.1 |
2.8% |
58% |
False |
False |
169,976 |
| 20 |
4,985.0 |
4,399.0 |
586.0 |
12.1% |
136.7 |
2.8% |
76% |
False |
False |
169,039 |
| 40 |
4,985.0 |
3,976.0 |
1,009.0 |
20.8% |
135.4 |
2.8% |
86% |
False |
False |
162,695 |
| 60 |
4,985.0 |
3,599.5 |
1,385.5 |
28.6% |
141.0 |
2.9% |
90% |
False |
False |
111,446 |
| 80 |
4,985.0 |
3,599.5 |
1,385.5 |
28.6% |
141.2 |
2.9% |
90% |
False |
False |
83,725 |
| 100 |
5,151.0 |
3,599.5 |
1,551.5 |
32.0% |
141.0 |
2.9% |
80% |
False |
False |
67,201 |
| 120 |
5,151.0 |
3,599.5 |
1,551.5 |
32.0% |
149.7 |
3.1% |
80% |
False |
False |
56,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,879.6 |
|
2.618 |
5,500.2 |
|
1.618 |
5,267.7 |
|
1.000 |
5,124.0 |
|
0.618 |
5,035.2 |
|
HIGH |
4,891.5 |
|
0.618 |
4,802.7 |
|
0.500 |
4,775.3 |
|
0.382 |
4,747.8 |
|
LOW |
4,659.0 |
|
0.618 |
4,515.3 |
|
1.000 |
4,426.5 |
|
1.618 |
4,282.8 |
|
2.618 |
4,050.3 |
|
4.250 |
3,670.9 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,822.8 |
4,822.3 |
| PP |
4,799.0 |
4,798.2 |
| S1 |
4,775.3 |
4,774.0 |
|