| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
916.75 |
907.25 |
-9.50 |
-1.0% |
876.00 |
| High |
929.50 |
927.75 |
-1.75 |
-0.2% |
929.50 |
| Low |
898.00 |
903.00 |
5.00 |
0.6% |
876.00 |
| Close |
907.00 |
924.75 |
17.75 |
2.0% |
924.75 |
| Range |
31.50 |
24.75 |
-6.75 |
-21.4% |
53.50 |
| ATR |
25.07 |
25.05 |
-0.02 |
-0.1% |
0.00 |
| Volume |
2,650,152 |
2,743,570 |
93,418 |
3.5% |
11,365,477 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992.75 |
983.50 |
938.25 |
|
| R3 |
968.00 |
958.75 |
931.50 |
|
| R2 |
943.25 |
943.25 |
929.25 |
|
| R1 |
934.00 |
934.00 |
927.00 |
938.50 |
| PP |
918.50 |
918.50 |
918.50 |
920.75 |
| S1 |
909.25 |
909.25 |
922.50 |
914.00 |
| S2 |
893.75 |
893.75 |
920.25 |
|
| S3 |
869.00 |
884.50 |
918.00 |
|
| S4 |
844.25 |
859.75 |
911.25 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,070.50 |
1,051.25 |
954.25 |
|
| R3 |
1,017.00 |
997.75 |
939.50 |
|
| R2 |
963.50 |
963.50 |
934.50 |
|
| R1 |
944.25 |
944.25 |
929.75 |
954.00 |
| PP |
910.00 |
910.00 |
910.00 |
915.00 |
| S1 |
890.75 |
890.75 |
919.75 |
900.50 |
| S2 |
856.50 |
856.50 |
915.00 |
|
| S3 |
803.00 |
837.25 |
910.00 |
|
| S4 |
749.50 |
783.75 |
895.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
929.50 |
876.00 |
53.50 |
5.8% |
24.75 |
2.7% |
91% |
False |
False |
2,273,095 |
| 10 |
929.50 |
838.50 |
91.00 |
9.8% |
23.50 |
2.5% |
95% |
False |
False |
2,358,837 |
| 20 |
929.50 |
823.00 |
106.50 |
11.5% |
23.50 |
2.5% |
96% |
False |
False |
2,331,299 |
| 40 |
929.50 |
739.00 |
190.50 |
20.6% |
26.25 |
2.8% |
98% |
False |
False |
2,457,289 |
| 60 |
929.50 |
662.75 |
266.75 |
28.8% |
27.25 |
2.9% |
98% |
False |
False |
1,656,641 |
| 80 |
929.50 |
662.75 |
266.75 |
28.8% |
28.25 |
3.1% |
98% |
False |
False |
1,244,208 |
| 100 |
939.25 |
662.75 |
276.50 |
29.9% |
27.50 |
3.0% |
95% |
False |
False |
995,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,033.00 |
|
2.618 |
992.50 |
|
1.618 |
967.75 |
|
1.000 |
952.50 |
|
0.618 |
943.00 |
|
HIGH |
927.75 |
|
0.618 |
918.25 |
|
0.500 |
915.50 |
|
0.382 |
912.50 |
|
LOW |
903.00 |
|
0.618 |
887.75 |
|
1.000 |
878.25 |
|
1.618 |
863.00 |
|
2.618 |
838.25 |
|
4.250 |
797.75 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
921.50 |
920.00 |
| PP |
918.50 |
915.00 |
| S1 |
915.50 |
910.25 |
|