| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,355.0 |
2,420.0 |
65.0 |
2.8% |
2,233.0 |
| High |
2,429.0 |
2,449.0 |
20.0 |
0.8% |
2,340.0 |
| Low |
2,352.0 |
2,355.0 |
3.0 |
0.1% |
2,186.0 |
| Close |
2,394.0 |
2,370.0 |
-24.0 |
-1.0% |
2,324.0 |
| Range |
77.0 |
94.0 |
17.0 |
22.1% |
154.0 |
| ATR |
69.8 |
71.5 |
1.7 |
2.5% |
0.0 |
| Volume |
716 |
904 |
188 |
26.3% |
15,321 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.3 |
2,615.7 |
2,421.7 |
|
| R3 |
2,579.3 |
2,521.7 |
2,395.9 |
|
| R2 |
2,485.3 |
2,485.3 |
2,387.2 |
|
| R1 |
2,427.7 |
2,427.7 |
2,378.6 |
2,409.5 |
| PP |
2,391.3 |
2,391.3 |
2,391.3 |
2,382.3 |
| S1 |
2,333.7 |
2,333.7 |
2,361.4 |
2,315.5 |
| S2 |
2,297.3 |
2,297.3 |
2,352.8 |
|
| S3 |
2,203.3 |
2,239.7 |
2,344.2 |
|
| S4 |
2,109.3 |
2,145.7 |
2,318.3 |
|
|
| 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 |
2,449.0 |
2,275.0 |
174.0 |
7.3% |
66.8 |
2.8% |
55% |
True |
False |
1,615 |
| 10 |
2,449.0 |
2,185.0 |
264.0 |
11.1% |
60.7 |
2.6% |
70% |
True |
False |
2,161 |
| 20 |
2,449.0 |
2,043.0 |
406.0 |
17.1% |
65.3 |
2.8% |
81% |
True |
False |
2,880 |
| 40 |
2,449.0 |
1,727.0 |
722.0 |
30.5% |
70.5 |
3.0% |
89% |
True |
False |
8,065 |
| 60 |
2,449.0 |
1,693.0 |
756.0 |
31.9% |
64.7 |
2.7% |
90% |
True |
False |
5,608 |
| 80 |
2,449.0 |
1,693.0 |
756.0 |
31.9% |
64.2 |
2.7% |
90% |
True |
False |
4,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.5 |
|
2.618 |
2,695.1 |
|
1.618 |
2,601.1 |
|
1.000 |
2,543.0 |
|
0.618 |
2,507.1 |
|
HIGH |
2,449.0 |
|
0.618 |
2,413.1 |
|
0.500 |
2,402.0 |
|
0.382 |
2,390.9 |
|
LOW |
2,355.0 |
|
0.618 |
2,296.9 |
|
1.000 |
2,261.0 |
|
1.618 |
2,202.9 |
|
2.618 |
2,108.9 |
|
4.250 |
1,955.5 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,402.0 |
2,400.5 |
| PP |
2,391.3 |
2,390.3 |
| S1 |
2,380.7 |
2,380.2 |
|