| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,420.0 |
2,396.0 |
-24.0 |
-1.0% |
2,330.0 |
| High |
2,449.0 |
2,455.0 |
6.0 |
0.2% |
2,455.0 |
| Low |
2,355.0 |
2,390.0 |
35.0 |
1.5% |
2,330.0 |
| Close |
2,370.0 |
2,426.0 |
56.0 |
2.4% |
2,426.0 |
| Range |
94.0 |
65.0 |
-29.0 |
-30.9% |
125.0 |
| ATR |
71.5 |
72.4 |
1.0 |
1.4% |
0.0 |
| Volume |
904 |
2,183 |
1,279 |
141.5% |
5,499 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,618.7 |
2,587.3 |
2,461.8 |
|
| R3 |
2,553.7 |
2,522.3 |
2,443.9 |
|
| R2 |
2,488.7 |
2,488.7 |
2,437.9 |
|
| R1 |
2,457.3 |
2,457.3 |
2,432.0 |
2,473.0 |
| PP |
2,423.7 |
2,423.7 |
2,423.7 |
2,431.5 |
| S1 |
2,392.3 |
2,392.3 |
2,420.0 |
2,408.0 |
| S2 |
2,358.7 |
2,358.7 |
2,414.1 |
|
| S3 |
2,293.7 |
2,327.3 |
2,408.1 |
|
| S4 |
2,228.7 |
2,262.3 |
2,390.3 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.7 |
2,727.3 |
2,494.8 |
|
| R3 |
2,653.7 |
2,602.3 |
2,460.4 |
|
| R2 |
2,528.7 |
2,528.7 |
2,448.9 |
|
| R1 |
2,477.3 |
2,477.3 |
2,437.5 |
2,503.0 |
| PP |
2,403.7 |
2,403.7 |
2,403.7 |
2,416.5 |
| S1 |
2,352.3 |
2,352.3 |
2,414.5 |
2,378.0 |
| S2 |
2,278.7 |
2,278.7 |
2,403.1 |
|
| S3 |
2,153.7 |
2,227.3 |
2,391.6 |
|
| S4 |
2,028.7 |
2,102.3 |
2,357.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,455.0 |
2,330.0 |
125.0 |
5.2% |
66.8 |
2.8% |
77% |
True |
False |
1,099 |
| 10 |
2,455.0 |
2,186.0 |
269.0 |
11.1% |
63.2 |
2.6% |
89% |
True |
False |
2,339 |
| 20 |
2,455.0 |
2,043.0 |
412.0 |
17.0% |
66.0 |
2.7% |
93% |
True |
False |
2,857 |
| 40 |
2,455.0 |
1,806.0 |
649.0 |
26.8% |
69.0 |
2.8% |
96% |
True |
False |
8,017 |
| 60 |
2,455.0 |
1,693.0 |
762.0 |
31.4% |
63.8 |
2.6% |
96% |
True |
False |
5,643 |
| 80 |
2,455.0 |
1,693.0 |
762.0 |
31.4% |
64.7 |
2.7% |
96% |
True |
False |
4,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,731.3 |
|
2.618 |
2,625.2 |
|
1.618 |
2,560.2 |
|
1.000 |
2,520.0 |
|
0.618 |
2,495.2 |
|
HIGH |
2,455.0 |
|
0.618 |
2,430.2 |
|
0.500 |
2,422.5 |
|
0.382 |
2,414.8 |
|
LOW |
2,390.0 |
|
0.618 |
2,349.8 |
|
1.000 |
2,325.0 |
|
1.618 |
2,284.8 |
|
2.618 |
2,219.8 |
|
4.250 |
2,113.8 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,424.8 |
2,418.5 |
| PP |
2,423.7 |
2,411.0 |
| S1 |
2,422.5 |
2,403.5 |
|