| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,300.0 |
2,418.0 |
118.0 |
5.1% |
2,441.0 |
| High |
2,418.0 |
2,456.0 |
38.0 |
1.6% |
2,441.0 |
| Low |
2,295.0 |
2,416.0 |
121.0 |
5.3% |
2,290.0 |
| Close |
2,394.0 |
2,435.0 |
41.0 |
1.7% |
2,334.0 |
| Range |
123.0 |
40.0 |
-83.0 |
-67.5% |
151.0 |
| ATR |
73.1 |
72.3 |
-0.8 |
-1.1% |
0.0 |
| Volume |
3,346 |
905 |
-2,441 |
-73.0% |
10,231 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,555.7 |
2,535.3 |
2,457.0 |
|
| R3 |
2,515.7 |
2,495.3 |
2,446.0 |
|
| R2 |
2,475.7 |
2,475.7 |
2,442.3 |
|
| R1 |
2,455.3 |
2,455.3 |
2,438.7 |
2,465.5 |
| PP |
2,435.7 |
2,435.7 |
2,435.7 |
2,440.8 |
| S1 |
2,415.3 |
2,415.3 |
2,431.3 |
2,425.5 |
| S2 |
2,395.7 |
2,395.7 |
2,427.7 |
|
| S3 |
2,355.7 |
2,375.3 |
2,424.0 |
|
| S4 |
2,315.7 |
2,335.3 |
2,413.0 |
|
|
| 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 |
2,456.0 |
2,290.0 |
166.0 |
6.8% |
71.8 |
2.9% |
87% |
True |
False |
2,473 |
| 10 |
2,456.0 |
2,290.0 |
166.0 |
6.8% |
71.3 |
2.9% |
87% |
True |
False |
1,828 |
| 20 |
2,456.0 |
2,110.0 |
346.0 |
14.2% |
65.7 |
2.7% |
94% |
True |
False |
1,947 |
| 40 |
2,456.0 |
1,918.0 |
538.0 |
22.1% |
67.9 |
2.8% |
96% |
True |
False |
2,965 |
| 60 |
2,456.0 |
1,693.0 |
763.0 |
31.3% |
68.5 |
2.8% |
97% |
True |
False |
5,842 |
| 80 |
2,456.0 |
1,693.0 |
763.0 |
31.3% |
64.3 |
2.6% |
97% |
True |
False |
4,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.0 |
|
2.618 |
2,560.7 |
|
1.618 |
2,520.7 |
|
1.000 |
2,496.0 |
|
0.618 |
2,480.7 |
|
HIGH |
2,456.0 |
|
0.618 |
2,440.7 |
|
0.500 |
2,436.0 |
|
0.382 |
2,431.3 |
|
LOW |
2,416.0 |
|
0.618 |
2,391.3 |
|
1.000 |
2,376.0 |
|
1.618 |
2,351.3 |
|
2.618 |
2,311.3 |
|
4.250 |
2,246.0 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.0 |
2,415.2 |
| PP |
2,435.7 |
2,395.3 |
| S1 |
2,435.3 |
2,375.5 |
|