| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,435.0 |
2,433.0 |
-2.0 |
-0.1% |
2,441.0 |
| High |
2,486.0 |
2,443.0 |
-43.0 |
-1.7% |
2,441.0 |
| Low |
2,430.0 |
2,387.0 |
-43.0 |
-1.8% |
2,290.0 |
| Close |
2,472.0 |
2,405.0 |
-67.0 |
-2.7% |
2,334.0 |
| Range |
56.0 |
56.0 |
0.0 |
0.0% |
151.0 |
| ATR |
71.1 |
72.1 |
1.0 |
1.4% |
0.0 |
| Volume |
2,220 |
594 |
-1,626 |
-73.2% |
10,231 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,579.7 |
2,548.3 |
2,435.8 |
|
| R3 |
2,523.7 |
2,492.3 |
2,420.4 |
|
| R2 |
2,467.7 |
2,467.7 |
2,415.3 |
|
| R1 |
2,436.3 |
2,436.3 |
2,410.1 |
2,424.0 |
| PP |
2,411.7 |
2,411.7 |
2,411.7 |
2,405.5 |
| S1 |
2,380.3 |
2,380.3 |
2,399.9 |
2,368.0 |
| S2 |
2,355.7 |
2,355.7 |
2,394.7 |
|
| S3 |
2,299.7 |
2,324.3 |
2,389.6 |
|
| S4 |
2,243.7 |
2,268.3 |
2,374.2 |
|
|
| 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 |
2,295.0 |
191.0 |
7.9% |
63.4 |
2.6% |
58% |
False |
False |
1,558 |
| 10 |
2,486.0 |
2,290.0 |
196.0 |
8.1% |
65.4 |
2.7% |
59% |
False |
False |
1,947 |
| 20 |
2,486.0 |
2,185.0 |
301.0 |
12.5% |
63.1 |
2.6% |
73% |
False |
False |
2,054 |
| 40 |
2,486.0 |
1,918.0 |
568.0 |
23.6% |
67.3 |
2.8% |
86% |
False |
False |
2,347 |
| 60 |
2,486.0 |
1,693.0 |
793.0 |
33.0% |
69.6 |
2.9% |
90% |
False |
False |
5,884 |
| 80 |
2,486.0 |
1,693.0 |
793.0 |
33.0% |
63.2 |
2.6% |
90% |
False |
False |
4,610 |
| 100 |
2,561.0 |
1,693.0 |
868.0 |
36.1% |
61.8 |
2.6% |
82% |
False |
False |
3,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,681.0 |
|
2.618 |
2,589.6 |
|
1.618 |
2,533.6 |
|
1.000 |
2,499.0 |
|
0.618 |
2,477.6 |
|
HIGH |
2,443.0 |
|
0.618 |
2,421.6 |
|
0.500 |
2,415.0 |
|
0.382 |
2,408.4 |
|
LOW |
2,387.0 |
|
0.618 |
2,352.4 |
|
1.000 |
2,331.0 |
|
1.618 |
2,296.4 |
|
2.618 |
2,240.4 |
|
4.250 |
2,149.0 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,415.0 |
2,436.5 |
| PP |
2,411.7 |
2,426.0 |
| S1 |
2,408.3 |
2,415.5 |
|