| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,379.0 |
2,414.0 |
35.0 |
1.5% |
2,330.0 |
| High |
2,422.0 |
2,414.0 |
-8.0 |
-0.3% |
2,455.0 |
| Low |
2,370.0 |
2,312.0 |
-58.0 |
-2.4% |
2,330.0 |
| Close |
2,394.0 |
2,331.0 |
-63.0 |
-2.6% |
2,426.0 |
| Range |
52.0 |
102.0 |
50.0 |
96.2% |
125.0 |
| ATR |
70.6 |
72.8 |
2.2 |
3.2% |
0.0 |
| Volume |
952 |
1,348 |
396 |
41.6% |
5,499 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,658.3 |
2,596.7 |
2,387.1 |
|
| R3 |
2,556.3 |
2,494.7 |
2,359.1 |
|
| R2 |
2,454.3 |
2,454.3 |
2,349.7 |
|
| R1 |
2,392.7 |
2,392.7 |
2,340.4 |
2,372.5 |
| PP |
2,352.3 |
2,352.3 |
2,352.3 |
2,342.3 |
| S1 |
2,290.7 |
2,290.7 |
2,321.7 |
2,270.5 |
| S2 |
2,250.3 |
2,250.3 |
2,312.3 |
|
| S3 |
2,148.3 |
2,188.7 |
2,303.0 |
|
| S4 |
2,046.3 |
2,086.7 |
2,274.9 |
|
|
| 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 |
2,312.0 |
143.0 |
6.1% |
75.8 |
3.3% |
13% |
False |
True |
1,309 |
| 10 |
2,455.0 |
2,225.0 |
230.0 |
9.9% |
68.7 |
2.9% |
46% |
False |
False |
2,177 |
| 20 |
2,455.0 |
2,110.0 |
345.0 |
14.8% |
66.6 |
2.9% |
64% |
False |
False |
1,774 |
| 40 |
2,455.0 |
1,911.0 |
544.0 |
23.3% |
67.9 |
2.9% |
77% |
False |
False |
7,122 |
| 60 |
2,455.0 |
1,693.0 |
762.0 |
32.7% |
66.7 |
2.9% |
84% |
False |
False |
5,684 |
| 80 |
2,455.0 |
1,693.0 |
762.0 |
32.7% |
63.8 |
2.7% |
84% |
False |
False |
4,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,847.5 |
|
2.618 |
2,681.0 |
|
1.618 |
2,579.0 |
|
1.000 |
2,516.0 |
|
0.618 |
2,477.0 |
|
HIGH |
2,414.0 |
|
0.618 |
2,375.0 |
|
0.500 |
2,363.0 |
|
0.382 |
2,351.0 |
|
LOW |
2,312.0 |
|
0.618 |
2,249.0 |
|
1.000 |
2,210.0 |
|
1.618 |
2,147.0 |
|
2.618 |
2,045.0 |
|
4.250 |
1,878.5 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,363.0 |
2,376.5 |
| PP |
2,352.3 |
2,361.3 |
| S1 |
2,341.7 |
2,346.2 |
|