| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1,392.00 |
1,368.25 |
-23.75 |
-1.7% |
1,352.25 |
| High |
1,393.50 |
1,379.25 |
-14.25 |
-1.0% |
1,423.00 |
| Low |
1,352.00 |
1,352.25 |
0.25 |
0.0% |
1,342.50 |
| Close |
1,367.50 |
1,360.75 |
-6.75 |
-0.5% |
1,360.75 |
| Range |
41.50 |
27.00 |
-14.50 |
-34.9% |
80.50 |
| ATR |
38.78 |
37.93 |
-0.84 |
-2.2% |
0.00 |
| Volume |
332,484 |
334,972 |
2,488 |
0.7% |
1,471,431 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.00 |
1,430.00 |
1,375.50 |
|
| R3 |
1,418.00 |
1,403.00 |
1,368.25 |
|
| R2 |
1,391.00 |
1,391.00 |
1,365.75 |
|
| R1 |
1,376.00 |
1,376.00 |
1,363.25 |
1,370.00 |
| PP |
1,364.00 |
1,364.00 |
1,364.00 |
1,361.00 |
| S1 |
1,349.00 |
1,349.00 |
1,358.25 |
1,343.00 |
| S2 |
1,337.00 |
1,337.00 |
1,355.75 |
|
| S3 |
1,310.00 |
1,322.00 |
1,353.25 |
|
| S4 |
1,283.00 |
1,295.00 |
1,346.00 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,617.00 |
1,569.25 |
1,405.00 |
|
| R3 |
1,536.50 |
1,488.75 |
1,383.00 |
|
| R2 |
1,456.00 |
1,456.00 |
1,375.50 |
|
| R1 |
1,408.25 |
1,408.25 |
1,368.25 |
1,432.00 |
| PP |
1,375.50 |
1,375.50 |
1,375.50 |
1,387.25 |
| S1 |
1,327.75 |
1,327.75 |
1,353.25 |
1,351.50 |
| S2 |
1,295.00 |
1,295.00 |
1,346.00 |
|
| S3 |
1,214.50 |
1,247.25 |
1,338.50 |
|
| S4 |
1,134.00 |
1,166.75 |
1,316.50 |
|
|
| 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 |
1,342.50 |
80.50 |
5.9% |
37.25 |
2.7% |
23% |
False |
False |
294,286 |
| 10 |
1,423.00 |
1,336.50 |
86.50 |
6.4% |
39.00 |
2.9% |
28% |
False |
False |
321,971 |
| 20 |
1,437.75 |
1,336.50 |
101.25 |
7.4% |
37.00 |
2.7% |
24% |
False |
False |
313,419 |
| 40 |
1,437.75 |
1,203.50 |
234.25 |
17.2% |
37.75 |
2.8% |
67% |
False |
False |
310,667 |
| 60 |
1,437.75 |
1,039.50 |
398.25 |
29.3% |
40.00 |
2.9% |
81% |
False |
False |
265,926 |
| 80 |
1,437.75 |
1,039.50 |
398.25 |
29.3% |
40.00 |
2.9% |
81% |
False |
False |
199,539 |
| 100 |
1,437.75 |
1,039.50 |
398.25 |
29.3% |
40.00 |
2.9% |
81% |
False |
False |
159,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,494.00 |
|
2.618 |
1,450.00 |
|
1.618 |
1,423.00 |
|
1.000 |
1,406.25 |
|
0.618 |
1,396.00 |
|
HIGH |
1,379.25 |
|
0.618 |
1,369.00 |
|
0.500 |
1,365.75 |
|
0.382 |
1,362.50 |
|
LOW |
1,352.25 |
|
0.618 |
1,335.50 |
|
1.000 |
1,325.25 |
|
1.618 |
1,308.50 |
|
2.618 |
1,281.50 |
|
4.250 |
1,237.50 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,365.75 |
1,387.50 |
| PP |
1,364.00 |
1,378.50 |
| S1 |
1,362.50 |
1,369.75 |
|