| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,418.0 |
2,435.0 |
17.0 |
0.7% |
2,441.0 |
| High |
2,456.0 |
2,486.0 |
30.0 |
1.2% |
2,441.0 |
| Low |
2,416.0 |
2,430.0 |
14.0 |
0.6% |
2,290.0 |
| Close |
2,435.0 |
2,472.0 |
37.0 |
1.5% |
2,334.0 |
| Range |
40.0 |
56.0 |
16.0 |
40.0% |
151.0 |
| ATR |
72.3 |
71.1 |
-1.2 |
-1.6% |
0.0 |
| Volume |
905 |
2,220 |
1,315 |
145.3% |
10,231 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.7 |
2,607.3 |
2,502.8 |
|
| R3 |
2,574.7 |
2,551.3 |
2,487.4 |
|
| R2 |
2,518.7 |
2,518.7 |
2,482.3 |
|
| R1 |
2,495.3 |
2,495.3 |
2,477.1 |
2,507.0 |
| PP |
2,462.7 |
2,462.7 |
2,462.7 |
2,468.5 |
| S1 |
2,439.3 |
2,439.3 |
2,466.9 |
2,451.0 |
| S2 |
2,406.7 |
2,406.7 |
2,461.7 |
|
| S3 |
2,350.7 |
2,383.3 |
2,456.6 |
|
| S4 |
2,294.7 |
2,327.3 |
2,441.2 |
|
|
| 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 |
2,486.0 |
2,290.0 |
196.0 |
7.9% |
62.6 |
2.5% |
93% |
True |
False |
2,648 |
| 10 |
2,486.0 |
2,290.0 |
196.0 |
7.9% |
69.2 |
2.8% |
93% |
True |
False |
1,978 |
| 20 |
2,486.0 |
2,142.0 |
344.0 |
13.9% |
64.3 |
2.6% |
96% |
True |
False |
2,047 |
| 40 |
2,486.0 |
1,918.0 |
568.0 |
23.0% |
68.2 |
2.8% |
98% |
True |
False |
2,495 |
| 60 |
2,486.0 |
1,693.0 |
793.0 |
32.1% |
68.7 |
2.8% |
98% |
True |
False |
5,874 |
| 80 |
2,486.0 |
1,693.0 |
793.0 |
32.1% |
63.9 |
2.6% |
98% |
True |
False |
4,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,724.0 |
|
2.618 |
2,632.6 |
|
1.618 |
2,576.6 |
|
1.000 |
2,542.0 |
|
0.618 |
2,520.6 |
|
HIGH |
2,486.0 |
|
0.618 |
2,464.6 |
|
0.500 |
2,458.0 |
|
0.382 |
2,451.4 |
|
LOW |
2,430.0 |
|
0.618 |
2,395.4 |
|
1.000 |
2,374.0 |
|
1.618 |
2,339.4 |
|
2.618 |
2,283.4 |
|
4.250 |
2,192.0 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,467.3 |
2,444.8 |
| PP |
2,462.7 |
2,417.7 |
| S1 |
2,458.0 |
2,390.5 |
|