| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,330.0 |
2,386.0 |
56.0 |
2.4% |
2,233.0 |
| High |
2,390.0 |
2,392.0 |
2.0 |
0.1% |
2,340.0 |
| Low |
2,330.0 |
2,354.0 |
24.0 |
1.0% |
2,186.0 |
| Close |
2,372.0 |
2,359.0 |
-13.0 |
-0.5% |
2,324.0 |
| Range |
60.0 |
38.0 |
-22.0 |
-36.7% |
154.0 |
| ATR |
71.6 |
69.2 |
-2.4 |
-3.4% |
0.0 |
| Volume |
672 |
1,024 |
352 |
52.4% |
15,321 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.3 |
2,458.7 |
2,379.9 |
|
| R3 |
2,444.3 |
2,420.7 |
2,369.5 |
|
| R2 |
2,406.3 |
2,406.3 |
2,366.0 |
|
| R1 |
2,382.7 |
2,382.7 |
2,362.5 |
2,375.5 |
| PP |
2,368.3 |
2,368.3 |
2,368.3 |
2,364.8 |
| S1 |
2,344.7 |
2,344.7 |
2,355.5 |
2,337.5 |
| S2 |
2,330.3 |
2,330.3 |
2,352.0 |
|
| S3 |
2,292.3 |
2,306.7 |
2,348.6 |
|
| S4 |
2,254.3 |
2,268.7 |
2,338.1 |
|
|
| 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 |
2,392.0 |
2,186.0 |
206.0 |
8.7% |
55.8 |
2.4% |
84% |
True |
False |
3,063 |
| 10 |
2,392.0 |
2,110.0 |
282.0 |
12.0% |
60.1 |
2.5% |
88% |
True |
False |
2,067 |
| 20 |
2,392.0 |
2,043.0 |
349.0 |
14.8% |
64.4 |
2.7% |
91% |
True |
False |
3,044 |
| 40 |
2,392.0 |
1,693.0 |
699.0 |
29.6% |
69.4 |
2.9% |
95% |
True |
False |
8,074 |
| 60 |
2,392.0 |
1,693.0 |
699.0 |
29.6% |
63.2 |
2.7% |
95% |
True |
False |
5,619 |
| 80 |
2,487.0 |
1,693.0 |
794.0 |
33.7% |
63.5 |
2.7% |
84% |
False |
False |
4,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.5 |
|
2.618 |
2,491.5 |
|
1.618 |
2,453.5 |
|
1.000 |
2,430.0 |
|
0.618 |
2,415.5 |
|
HIGH |
2,392.0 |
|
0.618 |
2,377.5 |
|
0.500 |
2,373.0 |
|
0.382 |
2,368.5 |
|
LOW |
2,354.0 |
|
0.618 |
2,330.5 |
|
1.000 |
2,316.0 |
|
1.618 |
2,292.5 |
|
2.618 |
2,254.5 |
|
4.250 |
2,192.5 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,373.0 |
2,350.5 |
| PP |
2,368.3 |
2,342.0 |
| S1 |
2,363.7 |
2,333.5 |
|