| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,396.0 |
2,441.0 |
45.0 |
1.9% |
2,330.0 |
| High |
2,455.0 |
2,441.0 |
-14.0 |
-0.6% |
2,455.0 |
| Low |
2,390.0 |
2,375.0 |
-15.0 |
-0.6% |
2,330.0 |
| Close |
2,426.0 |
2,392.0 |
-34.0 |
-1.4% |
2,426.0 |
| Range |
65.0 |
66.0 |
1.0 |
1.5% |
125.0 |
| ATR |
72.4 |
72.0 |
-0.5 |
-0.6% |
0.0 |
| Volume |
2,183 |
1,161 |
-1,022 |
-46.8% |
5,499 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,600.7 |
2,562.3 |
2,428.3 |
|
| R3 |
2,534.7 |
2,496.3 |
2,410.2 |
|
| R2 |
2,468.7 |
2,468.7 |
2,404.1 |
|
| R1 |
2,430.3 |
2,430.3 |
2,398.1 |
2,416.5 |
| PP |
2,402.7 |
2,402.7 |
2,402.7 |
2,395.8 |
| S1 |
2,364.3 |
2,364.3 |
2,386.0 |
2,350.5 |
| S2 |
2,336.7 |
2,336.7 |
2,379.9 |
|
| S3 |
2,270.7 |
2,298.3 |
2,373.9 |
|
| S4 |
2,204.7 |
2,232.3 |
2,355.7 |
|
|
| 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 |
2,352.0 |
103.0 |
4.3% |
68.0 |
2.8% |
39% |
False |
False |
1,197 |
| 10 |
2,455.0 |
2,186.0 |
269.0 |
11.2% |
63.2 |
2.6% |
77% |
False |
False |
2,198 |
| 20 |
2,455.0 |
2,110.0 |
345.0 |
14.4% |
65.2 |
2.7% |
82% |
False |
False |
2,850 |
| 40 |
2,455.0 |
1,806.0 |
649.0 |
27.1% |
68.4 |
2.9% |
90% |
False |
False |
7,779 |
| 60 |
2,455.0 |
1,693.0 |
762.0 |
31.9% |
64.4 |
2.7% |
92% |
False |
False |
5,651 |
| 80 |
2,455.0 |
1,693.0 |
762.0 |
31.9% |
63.8 |
2.7% |
92% |
False |
False |
4,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,721.5 |
|
2.618 |
2,613.8 |
|
1.618 |
2,547.8 |
|
1.000 |
2,507.0 |
|
0.618 |
2,481.8 |
|
HIGH |
2,441.0 |
|
0.618 |
2,415.8 |
|
0.500 |
2,408.0 |
|
0.382 |
2,400.2 |
|
LOW |
2,375.0 |
|
0.618 |
2,334.2 |
|
1.000 |
2,309.0 |
|
1.618 |
2,268.2 |
|
2.618 |
2,202.2 |
|
4.250 |
2,094.5 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,408.0 |
2,405.0 |
| PP |
2,402.7 |
2,400.7 |
| S1 |
2,397.3 |
2,396.3 |
|