| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,393.00 |
1,392.00 |
-1.00 |
-0.1% |
1,387.00 |
| High |
1,423.00 |
1,393.50 |
-29.50 |
-2.1% |
1,409.75 |
| Low |
1,386.50 |
1,352.00 |
-34.50 |
-2.5% |
1,336.50 |
| Close |
1,392.50 |
1,367.50 |
-25.00 |
-1.8% |
1,354.25 |
| Range |
36.50 |
41.50 |
5.00 |
13.7% |
73.25 |
| ATR |
38.57 |
38.78 |
0.21 |
0.5% |
0.00 |
| Volume |
266,271 |
332,484 |
66,213 |
24.9% |
1,748,281 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.50 |
1,473.00 |
1,390.25 |
|
| R3 |
1,454.00 |
1,431.50 |
1,379.00 |
|
| R2 |
1,412.50 |
1,412.50 |
1,375.00 |
|
| R1 |
1,390.00 |
1,390.00 |
1,371.25 |
1,380.50 |
| PP |
1,371.00 |
1,371.00 |
1,371.00 |
1,366.25 |
| S1 |
1,348.50 |
1,348.50 |
1,363.75 |
1,339.00 |
| S2 |
1,329.50 |
1,329.50 |
1,360.00 |
|
| S3 |
1,288.00 |
1,307.00 |
1,356.00 |
|
| S4 |
1,246.50 |
1,265.50 |
1,344.75 |
|
|
| 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 |
1,423.00 |
1,341.25 |
81.75 |
6.0% |
38.25 |
2.8% |
32% |
False |
False |
288,524 |
| 10 |
1,423.00 |
1,336.50 |
86.50 |
6.3% |
40.00 |
2.9% |
36% |
False |
False |
327,729 |
| 20 |
1,437.75 |
1,335.50 |
102.25 |
7.5% |
37.75 |
2.8% |
31% |
False |
False |
314,837 |
| 40 |
1,437.75 |
1,203.50 |
234.25 |
17.1% |
38.50 |
2.8% |
70% |
False |
False |
312,361 |
| 60 |
1,437.75 |
1,039.50 |
398.25 |
29.1% |
40.25 |
2.9% |
82% |
False |
False |
260,350 |
| 80 |
1,437.75 |
1,039.50 |
398.25 |
29.1% |
40.25 |
2.9% |
82% |
False |
False |
195,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,570.00 |
|
2.618 |
1,502.25 |
|
1.618 |
1,460.75 |
|
1.000 |
1,435.00 |
|
0.618 |
1,419.25 |
|
HIGH |
1,393.50 |
|
0.618 |
1,377.75 |
|
0.500 |
1,372.75 |
|
0.382 |
1,367.75 |
|
LOW |
1,352.00 |
|
0.618 |
1,326.25 |
|
1.000 |
1,310.50 |
|
1.618 |
1,284.75 |
|
2.618 |
1,243.25 |
|
4.250 |
1,175.50 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,372.75 |
1,387.50 |
| PP |
1,371.00 |
1,380.75 |
| S1 |
1,369.25 |
1,374.25 |
|