| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
3,758.0 |
3,755.0 |
-3.0 |
-0.1% |
3,732.0 |
| High |
3,788.0 |
3,795.0 |
7.0 |
0.2% |
3,853.0 |
| Low |
3,720.0 |
3,724.0 |
4.0 |
0.1% |
3,716.0 |
| Close |
3,750.0 |
3,777.0 |
27.0 |
0.7% |
3,775.0 |
| Range |
68.0 |
71.0 |
3.0 |
4.4% |
137.0 |
| ATR |
73.7 |
73.5 |
-0.2 |
-0.3% |
0.0 |
| Volume |
25,578 |
23,856 |
-1,722 |
-6.7% |
111,965 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,978.3 |
3,948.7 |
3,816.1 |
|
| R3 |
3,907.3 |
3,877.7 |
3,796.5 |
|
| R2 |
3,836.3 |
3,836.3 |
3,790.0 |
|
| R1 |
3,806.7 |
3,806.7 |
3,783.5 |
3,821.5 |
| PP |
3,765.3 |
3,765.3 |
3,765.3 |
3,772.8 |
| S1 |
3,735.7 |
3,735.7 |
3,770.5 |
3,750.5 |
| S2 |
3,694.3 |
3,694.3 |
3,764.0 |
|
| S3 |
3,623.3 |
3,664.7 |
3,757.5 |
|
| S4 |
3,552.3 |
3,593.7 |
3,738.0 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,192.3 |
4,120.7 |
3,850.4 |
|
| R3 |
4,055.3 |
3,983.7 |
3,812.7 |
|
| R2 |
3,918.3 |
3,918.3 |
3,800.1 |
|
| R1 |
3,846.7 |
3,846.7 |
3,787.6 |
3,882.5 |
| PP |
3,781.3 |
3,781.3 |
3,781.3 |
3,799.3 |
| S1 |
3,709.7 |
3,709.7 |
3,762.4 |
3,745.5 |
| S2 |
3,644.3 |
3,644.3 |
3,749.9 |
|
| S3 |
3,507.3 |
3,572.7 |
3,737.3 |
|
| S4 |
3,370.3 |
3,435.7 |
3,699.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,853.0 |
3,720.0 |
133.0 |
3.5% |
55.2 |
1.5% |
43% |
False |
False |
24,444 |
| 10 |
3,892.0 |
3,714.0 |
178.0 |
4.7% |
51.2 |
1.4% |
35% |
False |
False |
23,828 |
| 20 |
3,953.0 |
3,673.0 |
280.0 |
7.4% |
54.2 |
1.4% |
37% |
False |
False |
25,399 |
| 40 |
3,953.0 |
3,550.0 |
403.0 |
10.7% |
60.4 |
1.6% |
56% |
False |
False |
25,283 |
| 60 |
3,953.0 |
2,982.0 |
971.0 |
25.7% |
61.2 |
1.6% |
82% |
False |
False |
25,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,096.8 |
|
2.618 |
3,980.9 |
|
1.618 |
3,909.9 |
|
1.000 |
3,866.0 |
|
0.618 |
3,838.9 |
|
HIGH |
3,795.0 |
|
0.618 |
3,767.9 |
|
0.500 |
3,759.5 |
|
0.382 |
3,751.1 |
|
LOW |
3,724.0 |
|
0.618 |
3,680.1 |
|
1.000 |
3,653.0 |
|
1.618 |
3,609.1 |
|
2.618 |
3,538.1 |
|
4.250 |
3,422.3 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,771.2 |
3,770.5 |
| PP |
3,765.3 |
3,764.0 |
| S1 |
3,759.5 |
3,757.5 |
|