| Trading Metrics calculated at close of trading on 25-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
25-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,405.0 |
2,415.0 |
10.0 |
0.4% |
2,300.0 |
| High |
2,446.0 |
2,437.0 |
-9.0 |
-0.4% |
2,486.0 |
| Low |
2,404.0 |
2,382.0 |
-22.0 |
-0.9% |
2,295.0 |
| Close |
2,422.0 |
2,435.0 |
13.0 |
0.5% |
2,422.0 |
| Range |
42.0 |
55.0 |
13.0 |
31.0% |
191.0 |
| ATR |
70.0 |
68.9 |
-1.1 |
-1.5% |
0.0 |
| Volume |
8,281 |
438 |
-7,843 |
-94.7% |
15,346 |
|
| Daily Pivots for day following 25-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.0 |
2,564.0 |
2,465.3 |
|
| R3 |
2,528.0 |
2,509.0 |
2,450.1 |
|
| R2 |
2,473.0 |
2,473.0 |
2,445.1 |
|
| R1 |
2,454.0 |
2,454.0 |
2,440.0 |
2,463.5 |
| PP |
2,418.0 |
2,418.0 |
2,418.0 |
2,422.8 |
| S1 |
2,399.0 |
2,399.0 |
2,430.0 |
2,408.5 |
| S2 |
2,363.0 |
2,363.0 |
2,424.9 |
|
| S3 |
2,308.0 |
2,344.0 |
2,419.9 |
|
| S4 |
2,253.0 |
2,289.0 |
2,404.8 |
|
|
| 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 |
2,382.0 |
104.0 |
4.3% |
49.8 |
2.0% |
51% |
False |
True |
2,487 |
| 10 |
2,486.0 |
2,290.0 |
196.0 |
8.0% |
62.0 |
2.5% |
74% |
False |
False |
2,485 |
| 20 |
2,486.0 |
2,186.0 |
300.0 |
12.3% |
62.6 |
2.6% |
83% |
False |
False |
2,341 |
| 40 |
2,486.0 |
1,918.0 |
568.0 |
23.3% |
66.5 |
2.7% |
91% |
False |
False |
2,471 |
| 60 |
2,486.0 |
1,693.0 |
793.0 |
32.6% |
68.7 |
2.8% |
94% |
False |
False |
5,998 |
| 80 |
2,486.0 |
1,693.0 |
793.0 |
32.6% |
63.1 |
2.6% |
94% |
False |
False |
4,685 |
| 100 |
2,561.0 |
1,693.0 |
868.0 |
35.6% |
62.7 |
2.6% |
85% |
False |
False |
3,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,670.8 |
|
2.618 |
2,581.0 |
|
1.618 |
2,526.0 |
|
1.000 |
2,492.0 |
|
0.618 |
2,471.0 |
|
HIGH |
2,437.0 |
|
0.618 |
2,416.0 |
|
0.500 |
2,409.5 |
|
0.382 |
2,403.0 |
|
LOW |
2,382.0 |
|
0.618 |
2,348.0 |
|
1.000 |
2,327.0 |
|
1.618 |
2,293.0 |
|
2.618 |
2,238.0 |
|
4.250 |
2,148.3 |
|
|
| Fisher Pivots for day following 25-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,426.5 |
2,428.0 |
| PP |
2,418.0 |
2,421.0 |
| S1 |
2,409.5 |
2,414.0 |
|