| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,433.0 |
2,405.0 |
-28.0 |
-1.2% |
2,300.0 |
| High |
2,443.0 |
2,446.0 |
3.0 |
0.1% |
2,486.0 |
| Low |
2,387.0 |
2,404.0 |
17.0 |
0.7% |
2,295.0 |
| Close |
2,405.0 |
2,422.0 |
17.0 |
0.7% |
2,422.0 |
| Range |
56.0 |
42.0 |
-14.0 |
-25.0% |
191.0 |
| ATR |
72.1 |
70.0 |
-2.2 |
-3.0% |
0.0 |
| Volume |
594 |
8,281 |
7,687 |
1,294.1% |
15,346 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.0 |
2,528.0 |
2,445.1 |
|
| R3 |
2,508.0 |
2,486.0 |
2,433.6 |
|
| R2 |
2,466.0 |
2,466.0 |
2,429.7 |
|
| R1 |
2,444.0 |
2,444.0 |
2,425.9 |
2,455.0 |
| PP |
2,424.0 |
2,424.0 |
2,424.0 |
2,429.5 |
| S1 |
2,402.0 |
2,402.0 |
2,418.2 |
2,413.0 |
| S2 |
2,382.0 |
2,382.0 |
2,414.3 |
|
| S3 |
2,340.0 |
2,360.0 |
2,410.5 |
|
| S4 |
2,298.0 |
2,318.0 |
2,398.9 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.0 |
2,889.0 |
2,527.1 |
|
| R3 |
2,783.0 |
2,698.0 |
2,474.5 |
|
| R2 |
2,592.0 |
2,592.0 |
2,457.0 |
|
| R1 |
2,507.0 |
2,507.0 |
2,439.5 |
2,549.5 |
| PP |
2,401.0 |
2,401.0 |
2,401.0 |
2,422.3 |
| S1 |
2,316.0 |
2,316.0 |
2,404.5 |
2,358.5 |
| S2 |
2,210.0 |
2,210.0 |
2,387.0 |
|
| S3 |
2,019.0 |
2,125.0 |
2,369.5 |
|
| S4 |
1,828.0 |
1,934.0 |
2,317.0 |
|
|
| 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% |
66% |
False |
False |
3,069 |
| 10 |
2,486.0 |
2,290.0 |
196.0 |
8.1% |
63.1 |
2.6% |
67% |
False |
False |
2,557 |
| 20 |
2,486.0 |
2,186.0 |
300.0 |
12.4% |
63.2 |
2.6% |
79% |
False |
False |
2,448 |
| 40 |
2,486.0 |
1,918.0 |
568.0 |
23.5% |
66.8 |
2.8% |
89% |
False |
False |
2,529 |
| 60 |
2,486.0 |
1,693.0 |
793.0 |
32.7% |
69.0 |
2.8% |
92% |
False |
False |
6,004 |
| 80 |
2,486.0 |
1,693.0 |
793.0 |
32.7% |
63.2 |
2.6% |
92% |
False |
False |
4,701 |
| 100 |
2,561.0 |
1,693.0 |
868.0 |
35.8% |
62.2 |
2.6% |
84% |
False |
False |
3,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,624.5 |
|
2.618 |
2,556.0 |
|
1.618 |
2,514.0 |
|
1.000 |
2,488.0 |
|
0.618 |
2,472.0 |
|
HIGH |
2,446.0 |
|
0.618 |
2,430.0 |
|
0.500 |
2,425.0 |
|
0.382 |
2,420.0 |
|
LOW |
2,404.0 |
|
0.618 |
2,378.0 |
|
1.000 |
2,362.0 |
|
1.618 |
2,336.0 |
|
2.618 |
2,294.0 |
|
4.250 |
2,225.5 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,425.0 |
2,436.5 |
| PP |
2,424.0 |
2,431.7 |
| S1 |
2,423.0 |
2,426.8 |
|