| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,339.0 |
2,300.0 |
-39.0 |
-1.7% |
2,441.0 |
| High |
2,348.0 |
2,418.0 |
70.0 |
3.0% |
2,441.0 |
| Low |
2,306.0 |
2,295.0 |
-11.0 |
-0.5% |
2,290.0 |
| Close |
2,334.0 |
2,394.0 |
60.0 |
2.6% |
2,334.0 |
| Range |
42.0 |
123.0 |
81.0 |
192.9% |
151.0 |
| ATR |
69.2 |
73.1 |
3.8 |
5.5% |
0.0 |
| Volume |
729 |
3,346 |
2,617 |
359.0% |
10,231 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,738.0 |
2,689.0 |
2,461.7 |
|
| R3 |
2,615.0 |
2,566.0 |
2,427.8 |
|
| R2 |
2,492.0 |
2,492.0 |
2,416.6 |
|
| R1 |
2,443.0 |
2,443.0 |
2,405.3 |
2,467.5 |
| PP |
2,369.0 |
2,369.0 |
2,369.0 |
2,381.3 |
| S1 |
2,320.0 |
2,320.0 |
2,382.7 |
2,344.5 |
| S2 |
2,246.0 |
2,246.0 |
2,371.5 |
|
| S3 |
2,123.0 |
2,197.0 |
2,360.2 |
|
| S4 |
2,000.0 |
2,074.0 |
2,326.4 |
|
|
| 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 |
2,422.0 |
2,290.0 |
132.0 |
5.5% |
74.2 |
3.1% |
79% |
False |
False |
2,483 |
| 10 |
2,455.0 |
2,290.0 |
165.0 |
6.9% |
71.1 |
3.0% |
63% |
False |
False |
1,840 |
| 20 |
2,455.0 |
2,110.0 |
345.0 |
14.4% |
69.0 |
2.9% |
82% |
False |
False |
1,917 |
| 40 |
2,455.0 |
1,918.0 |
537.0 |
22.4% |
68.5 |
2.9% |
89% |
False |
False |
4,432 |
| 60 |
2,455.0 |
1,693.0 |
762.0 |
31.8% |
68.4 |
2.9% |
92% |
False |
False |
5,837 |
| 80 |
2,455.0 |
1,693.0 |
762.0 |
31.8% |
64.2 |
2.7% |
92% |
False |
False |
4,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,940.8 |
|
2.618 |
2,740.0 |
|
1.618 |
2,617.0 |
|
1.000 |
2,541.0 |
|
0.618 |
2,494.0 |
|
HIGH |
2,418.0 |
|
0.618 |
2,371.0 |
|
0.500 |
2,356.5 |
|
0.382 |
2,342.0 |
|
LOW |
2,295.0 |
|
0.618 |
2,219.0 |
|
1.000 |
2,172.0 |
|
1.618 |
2,096.0 |
|
2.618 |
1,973.0 |
|
4.250 |
1,772.3 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,381.5 |
2,380.7 |
| PP |
2,369.0 |
2,367.3 |
| S1 |
2,356.5 |
2,354.0 |
|