| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,352.25 |
1,389.00 |
36.75 |
2.7% |
1,387.00 |
| High |
1,392.50 |
1,410.50 |
18.00 |
1.3% |
1,409.75 |
| Low |
1,342.50 |
1,379.00 |
36.50 |
2.7% |
1,336.50 |
| Close |
1,388.50 |
1,394.00 |
5.50 |
0.4% |
1,354.25 |
| Range |
50.00 |
31.50 |
-18.50 |
-37.0% |
73.25 |
| ATR |
39.28 |
38.73 |
-0.56 |
-1.4% |
0.00 |
| Volume |
265,844 |
271,860 |
6,016 |
2.3% |
1,748,281 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.00 |
1,473.00 |
1,411.25 |
|
| R3 |
1,457.50 |
1,441.50 |
1,402.75 |
|
| R2 |
1,426.00 |
1,426.00 |
1,399.75 |
|
| R1 |
1,410.00 |
1,410.00 |
1,397.00 |
1,418.00 |
| PP |
1,394.50 |
1,394.50 |
1,394.50 |
1,398.50 |
| S1 |
1,378.50 |
1,378.50 |
1,391.00 |
1,386.50 |
| S2 |
1,363.00 |
1,363.00 |
1,388.25 |
|
| S3 |
1,331.50 |
1,347.00 |
1,385.25 |
|
| S4 |
1,300.00 |
1,315.50 |
1,376.75 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,586.50 |
1,543.75 |
1,394.50 |
|
| R3 |
1,513.25 |
1,470.50 |
1,374.50 |
|
| R2 |
1,440.00 |
1,440.00 |
1,367.75 |
|
| R1 |
1,397.25 |
1,397.25 |
1,361.00 |
1,382.00 |
| PP |
1,366.75 |
1,366.75 |
1,366.75 |
1,359.25 |
| S1 |
1,324.00 |
1,324.00 |
1,347.50 |
1,308.75 |
| S2 |
1,293.50 |
1,293.50 |
1,340.75 |
|
| S3 |
1,220.25 |
1,250.75 |
1,334.00 |
|
| S4 |
1,147.00 |
1,177.50 |
1,314.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,410.50 |
1,336.50 |
74.00 |
5.3% |
39.25 |
2.8% |
78% |
True |
False |
315,331 |
| 10 |
1,437.75 |
1,336.50 |
101.25 |
7.3% |
42.00 |
3.0% |
57% |
False |
False |
332,792 |
| 20 |
1,437.75 |
1,314.75 |
123.00 |
8.8% |
37.75 |
2.7% |
64% |
False |
False |
319,788 |
| 40 |
1,437.75 |
1,203.50 |
234.25 |
16.8% |
38.50 |
2.8% |
81% |
False |
False |
313,497 |
| 60 |
1,437.75 |
1,039.50 |
398.25 |
28.6% |
40.75 |
2.9% |
89% |
False |
False |
250,411 |
| 80 |
1,437.75 |
1,039.50 |
398.25 |
28.6% |
40.00 |
2.9% |
89% |
False |
False |
187,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,544.50 |
|
2.618 |
1,493.00 |
|
1.618 |
1,461.50 |
|
1.000 |
1,442.00 |
|
0.618 |
1,430.00 |
|
HIGH |
1,410.50 |
|
0.618 |
1,398.50 |
|
0.500 |
1,394.75 |
|
0.382 |
1,391.00 |
|
LOW |
1,379.00 |
|
0.618 |
1,359.50 |
|
1.000 |
1,347.50 |
|
1.618 |
1,328.00 |
|
2.618 |
1,296.50 |
|
4.250 |
1,245.00 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,394.75 |
1,388.00 |
| PP |
1,394.50 |
1,382.00 |
| S1 |
1,394.25 |
1,376.00 |
|