| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,329.0 |
2,339.0 |
10.0 |
0.4% |
2,441.0 |
| High |
2,342.0 |
2,348.0 |
6.0 |
0.3% |
2,441.0 |
| Low |
2,290.0 |
2,306.0 |
16.0 |
0.7% |
2,290.0 |
| Close |
2,324.0 |
2,334.0 |
10.0 |
0.4% |
2,334.0 |
| Range |
52.0 |
42.0 |
-10.0 |
-19.2% |
151.0 |
| ATR |
71.3 |
69.2 |
-2.1 |
-2.9% |
0.0 |
| Volume |
6,041 |
729 |
-5,312 |
-87.9% |
10,231 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.3 |
2,436.7 |
2,357.1 |
|
| R3 |
2,413.3 |
2,394.7 |
2,345.6 |
|
| R2 |
2,371.3 |
2,371.3 |
2,341.7 |
|
| R1 |
2,352.7 |
2,352.7 |
2,337.9 |
2,341.0 |
| PP |
2,329.3 |
2,329.3 |
2,329.3 |
2,323.5 |
| S1 |
2,310.7 |
2,310.7 |
2,330.2 |
2,299.0 |
| S2 |
2,287.3 |
2,287.3 |
2,326.3 |
|
| S3 |
2,245.3 |
2,268.7 |
2,322.5 |
|
| S4 |
2,203.3 |
2,226.7 |
2,310.9 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.0 |
2,722.0 |
2,417.1 |
|
| R3 |
2,657.0 |
2,571.0 |
2,375.5 |
|
| R2 |
2,506.0 |
2,506.0 |
2,361.7 |
|
| R1 |
2,420.0 |
2,420.0 |
2,347.8 |
2,387.5 |
| PP |
2,355.0 |
2,355.0 |
2,355.0 |
2,338.8 |
| S1 |
2,269.0 |
2,269.0 |
2,320.2 |
2,236.5 |
| S2 |
2,204.0 |
2,204.0 |
2,306.3 |
|
| S3 |
2,053.0 |
2,118.0 |
2,292.5 |
|
| S4 |
1,902.0 |
1,967.0 |
2,251.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,441.0 |
2,290.0 |
151.0 |
6.5% |
62.8 |
2.7% |
29% |
False |
False |
2,046 |
| 10 |
2,455.0 |
2,290.0 |
165.0 |
7.1% |
64.8 |
2.8% |
27% |
False |
False |
1,573 |
| 20 |
2,455.0 |
2,110.0 |
345.0 |
14.8% |
65.3 |
2.8% |
65% |
False |
False |
1,857 |
| 40 |
2,455.0 |
1,916.0 |
539.0 |
23.1% |
67.4 |
2.9% |
78% |
False |
False |
5,607 |
| 60 |
2,455.0 |
1,693.0 |
762.0 |
32.6% |
67.0 |
2.9% |
84% |
False |
False |
5,795 |
| 80 |
2,455.0 |
1,693.0 |
762.0 |
32.6% |
63.7 |
2.7% |
84% |
False |
False |
4,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,526.5 |
|
2.618 |
2,458.0 |
|
1.618 |
2,416.0 |
|
1.000 |
2,390.0 |
|
0.618 |
2,374.0 |
|
HIGH |
2,348.0 |
|
0.618 |
2,332.0 |
|
0.500 |
2,327.0 |
|
0.382 |
2,322.0 |
|
LOW |
2,306.0 |
|
0.618 |
2,280.0 |
|
1.000 |
2,264.0 |
|
1.618 |
2,238.0 |
|
2.618 |
2,196.0 |
|
4.250 |
2,127.5 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,331.7 |
2,352.0 |
| PP |
2,329.3 |
2,346.0 |
| S1 |
2,327.0 |
2,340.0 |
|