| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,414.0 |
2,329.0 |
-85.0 |
-3.5% |
2,330.0 |
| High |
2,414.0 |
2,342.0 |
-72.0 |
-3.0% |
2,455.0 |
| Low |
2,312.0 |
2,290.0 |
-22.0 |
-1.0% |
2,330.0 |
| Close |
2,331.0 |
2,324.0 |
-7.0 |
-0.3% |
2,426.0 |
| Range |
102.0 |
52.0 |
-50.0 |
-49.0% |
125.0 |
| ATR |
72.8 |
71.3 |
-1.5 |
-2.0% |
0.0 |
| Volume |
1,348 |
6,041 |
4,693 |
348.1% |
5,499 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,474.7 |
2,451.3 |
2,352.6 |
|
| R3 |
2,422.7 |
2,399.3 |
2,338.3 |
|
| R2 |
2,370.7 |
2,370.7 |
2,333.5 |
|
| R1 |
2,347.3 |
2,347.3 |
2,328.8 |
2,333.0 |
| PP |
2,318.7 |
2,318.7 |
2,318.7 |
2,311.5 |
| S1 |
2,295.3 |
2,295.3 |
2,319.2 |
2,281.0 |
| S2 |
2,266.7 |
2,266.7 |
2,314.5 |
|
| S3 |
2,214.7 |
2,243.3 |
2,309.7 |
|
| S4 |
2,162.7 |
2,191.3 |
2,295.4 |
|
|
| 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 |
2,290.0 |
165.0 |
7.1% |
67.4 |
2.9% |
21% |
False |
True |
2,337 |
| 10 |
2,455.0 |
2,275.0 |
180.0 |
7.7% |
67.1 |
2.9% |
27% |
False |
False |
1,976 |
| 20 |
2,455.0 |
2,110.0 |
345.0 |
14.8% |
66.7 |
2.9% |
62% |
False |
False |
1,902 |
| 40 |
2,455.0 |
1,911.0 |
544.0 |
23.4% |
68.0 |
2.9% |
76% |
False |
False |
6,878 |
| 60 |
2,455.0 |
1,693.0 |
762.0 |
32.8% |
67.1 |
2.9% |
83% |
False |
False |
5,784 |
| 80 |
2,455.0 |
1,693.0 |
762.0 |
32.8% |
64.2 |
2.8% |
83% |
False |
False |
4,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.0 |
|
2.618 |
2,478.1 |
|
1.618 |
2,426.1 |
|
1.000 |
2,394.0 |
|
0.618 |
2,374.1 |
|
HIGH |
2,342.0 |
|
0.618 |
2,322.1 |
|
0.500 |
2,316.0 |
|
0.382 |
2,309.9 |
|
LOW |
2,290.0 |
|
0.618 |
2,257.9 |
|
1.000 |
2,238.0 |
|
1.618 |
2,205.9 |
|
2.618 |
2,153.9 |
|
4.250 |
2,069.0 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,321.3 |
2,356.0 |
| PP |
2,318.7 |
2,345.3 |
| S1 |
2,316.0 |
2,334.7 |
|