| 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 |
3,732.0 |
3,810.0 |
78.0 |
2.1% |
3,951.0 |
| High |
3,757.0 |
3,845.0 |
88.0 |
2.3% |
3,953.0 |
| Low |
3,716.0 |
3,803.0 |
87.0 |
2.3% |
3,714.0 |
| Close |
3,751.0 |
3,844.0 |
93.0 |
2.5% |
3,778.0 |
| Range |
41.0 |
42.0 |
1.0 |
2.4% |
239.0 |
| ATR |
75.1 |
76.4 |
1.4 |
1.8% |
0.0 |
| Volume |
17,734 |
21,445 |
3,711 |
20.9% |
132,118 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,956.7 |
3,942.3 |
3,867.1 |
|
| R3 |
3,914.7 |
3,900.3 |
3,855.6 |
|
| R2 |
3,872.7 |
3,872.7 |
3,851.7 |
|
| R1 |
3,858.3 |
3,858.3 |
3,847.9 |
3,865.5 |
| PP |
3,830.7 |
3,830.7 |
3,830.7 |
3,834.3 |
| S1 |
3,816.3 |
3,816.3 |
3,840.2 |
3,823.5 |
| S2 |
3,788.7 |
3,788.7 |
3,836.3 |
|
| S3 |
3,746.7 |
3,774.3 |
3,832.5 |
|
| S4 |
3,704.7 |
3,732.3 |
3,820.9 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,532.0 |
4,394.0 |
3,909.5 |
|
| R3 |
4,293.0 |
4,155.0 |
3,843.7 |
|
| R2 |
4,054.0 |
4,054.0 |
3,821.8 |
|
| R1 |
3,916.0 |
3,916.0 |
3,799.9 |
3,865.5 |
| PP |
3,815.0 |
3,815.0 |
3,815.0 |
3,789.8 |
| S1 |
3,677.0 |
3,677.0 |
3,756.1 |
3,626.5 |
| S2 |
3,576.0 |
3,576.0 |
3,734.2 |
|
| S3 |
3,337.0 |
3,438.0 |
3,712.3 |
|
| S4 |
3,098.0 |
3,199.0 |
3,646.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,892.0 |
3,714.0 |
178.0 |
4.6% |
47.2 |
1.2% |
73% |
False |
False |
23,213 |
| 10 |
3,953.0 |
3,714.0 |
239.0 |
6.2% |
49.2 |
1.3% |
54% |
False |
False |
25,284 |
| 20 |
3,953.0 |
3,655.0 |
298.0 |
7.8% |
61.0 |
1.6% |
63% |
False |
False |
26,327 |
| 40 |
3,953.0 |
3,467.0 |
486.0 |
12.6% |
62.3 |
1.6% |
78% |
False |
False |
25,227 |
| 60 |
3,953.0 |
2,982.0 |
971.0 |
25.3% |
60.1 |
1.6% |
89% |
False |
False |
23,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,023.5 |
|
2.618 |
3,955.0 |
|
1.618 |
3,913.0 |
|
1.000 |
3,887.0 |
|
0.618 |
3,871.0 |
|
HIGH |
3,845.0 |
|
0.618 |
3,829.0 |
|
0.500 |
3,824.0 |
|
0.382 |
3,819.0 |
|
LOW |
3,803.0 |
|
0.618 |
3,777.0 |
|
1.000 |
3,761.0 |
|
1.618 |
3,735.0 |
|
2.618 |
3,693.0 |
|
4.250 |
3,624.5 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,837.3 |
3,822.8 |
| PP |
3,830.7 |
3,801.7 |
| S1 |
3,824.0 |
3,780.5 |
|