| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,275.0 |
2,330.0 |
55.0 |
2.4% |
2,233.0 |
| High |
2,340.0 |
2,390.0 |
50.0 |
2.1% |
2,340.0 |
| Low |
2,275.0 |
2,330.0 |
55.0 |
2.4% |
2,186.0 |
| Close |
2,324.0 |
2,372.0 |
48.0 |
2.1% |
2,324.0 |
| Range |
65.0 |
60.0 |
-5.0 |
-7.7% |
154.0 |
| ATR |
72.0 |
71.6 |
-0.4 |
-0.6% |
0.0 |
| Volume |
4,761 |
672 |
-4,089 |
-85.9% |
15,321 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.0 |
2,518.0 |
2,405.0 |
|
| R3 |
2,484.0 |
2,458.0 |
2,388.5 |
|
| R2 |
2,424.0 |
2,424.0 |
2,383.0 |
|
| R1 |
2,398.0 |
2,398.0 |
2,377.5 |
2,411.0 |
| PP |
2,364.0 |
2,364.0 |
2,364.0 |
2,370.5 |
| S1 |
2,338.0 |
2,338.0 |
2,366.5 |
2,351.0 |
| S2 |
2,304.0 |
2,304.0 |
2,361.0 |
|
| S3 |
2,244.0 |
2,278.0 |
2,355.5 |
|
| S4 |
2,184.0 |
2,218.0 |
2,339.0 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,745.3 |
2,688.7 |
2,408.7 |
|
| R3 |
2,591.3 |
2,534.7 |
2,366.4 |
|
| R2 |
2,437.3 |
2,437.3 |
2,352.2 |
|
| R1 |
2,380.7 |
2,380.7 |
2,338.1 |
2,409.0 |
| PP |
2,283.3 |
2,283.3 |
2,283.3 |
2,297.5 |
| S1 |
2,226.7 |
2,226.7 |
2,309.9 |
2,255.0 |
| S2 |
2,129.3 |
2,129.3 |
2,295.8 |
|
| S3 |
1,975.3 |
2,072.7 |
2,281.7 |
|
| S4 |
1,821.3 |
1,918.7 |
2,239.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,390.0 |
2,186.0 |
204.0 |
8.6% |
58.4 |
2.5% |
91% |
True |
False |
3,198 |
| 10 |
2,390.0 |
2,110.0 |
280.0 |
11.8% |
66.8 |
2.8% |
94% |
True |
False |
1,995 |
| 20 |
2,390.0 |
2,043.0 |
347.0 |
14.6% |
66.9 |
2.8% |
95% |
True |
False |
3,070 |
| 40 |
2,390.0 |
1,693.0 |
697.0 |
29.4% |
70.8 |
3.0% |
97% |
True |
False |
8,079 |
| 60 |
2,390.0 |
1,693.0 |
697.0 |
29.4% |
63.7 |
2.7% |
97% |
True |
False |
5,607 |
| 80 |
2,487.0 |
1,693.0 |
794.0 |
33.5% |
63.5 |
2.7% |
86% |
False |
False |
4,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,645.0 |
|
2.618 |
2,547.1 |
|
1.618 |
2,487.1 |
|
1.000 |
2,450.0 |
|
0.618 |
2,427.1 |
|
HIGH |
2,390.0 |
|
0.618 |
2,367.1 |
|
0.500 |
2,360.0 |
|
0.382 |
2,352.9 |
|
LOW |
2,330.0 |
|
0.618 |
2,292.9 |
|
1.000 |
2,270.0 |
|
1.618 |
2,232.9 |
|
2.618 |
2,172.9 |
|
4.250 |
2,075.0 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,368.0 |
2,350.5 |
| PP |
2,364.0 |
2,329.0 |
| S1 |
2,360.0 |
2,307.5 |
|