| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,415.0 |
2,415.0 |
0.0 |
0.0% |
2,300.0 |
| High |
2,437.0 |
2,474.0 |
37.0 |
1.5% |
2,486.0 |
| Low |
2,382.0 |
2,379.0 |
-3.0 |
-0.1% |
2,295.0 |
| Close |
2,435.0 |
2,462.0 |
27.0 |
1.1% |
2,422.0 |
| Range |
55.0 |
95.0 |
40.0 |
72.7% |
191.0 |
| ATR |
68.9 |
70.8 |
1.9 |
2.7% |
0.0 |
| Volume |
438 |
2,250 |
1,812 |
413.7% |
15,346 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.3 |
2,687.7 |
2,514.3 |
|
| R3 |
2,628.3 |
2,592.7 |
2,488.1 |
|
| R2 |
2,533.3 |
2,533.3 |
2,479.4 |
|
| R1 |
2,497.7 |
2,497.7 |
2,470.7 |
2,515.5 |
| PP |
2,438.3 |
2,438.3 |
2,438.3 |
2,447.3 |
| S1 |
2,402.7 |
2,402.7 |
2,453.3 |
2,420.5 |
| S2 |
2,343.3 |
2,343.3 |
2,444.6 |
|
| S3 |
2,248.3 |
2,307.7 |
2,435.9 |
|
| S4 |
2,153.3 |
2,212.7 |
2,409.8 |
|
|
| 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 |
2,379.0 |
107.0 |
4.3% |
60.8 |
2.5% |
78% |
False |
True |
2,756 |
| 10 |
2,486.0 |
2,290.0 |
196.0 |
8.0% |
66.3 |
2.7% |
88% |
False |
False |
2,615 |
| 20 |
2,486.0 |
2,186.0 |
300.0 |
12.2% |
64.8 |
2.6% |
92% |
False |
False |
2,369 |
| 40 |
2,486.0 |
1,918.0 |
568.0 |
23.1% |
67.8 |
2.8% |
96% |
False |
False |
2,473 |
| 60 |
2,486.0 |
1,693.0 |
793.0 |
32.2% |
69.2 |
2.8% |
97% |
False |
False |
6,010 |
| 80 |
2,486.0 |
1,693.0 |
793.0 |
32.2% |
63.6 |
2.6% |
97% |
False |
False |
4,697 |
| 100 |
2,561.0 |
1,693.0 |
868.0 |
35.3% |
63.5 |
2.6% |
89% |
False |
False |
3,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.8 |
|
2.618 |
2,722.7 |
|
1.618 |
2,627.7 |
|
1.000 |
2,569.0 |
|
0.618 |
2,532.7 |
|
HIGH |
2,474.0 |
|
0.618 |
2,437.7 |
|
0.500 |
2,426.5 |
|
0.382 |
2,415.3 |
|
LOW |
2,379.0 |
|
0.618 |
2,320.3 |
|
1.000 |
2,284.0 |
|
1.618 |
2,225.3 |
|
2.618 |
2,130.3 |
|
4.250 |
1,975.3 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,450.2 |
2,450.2 |
| PP |
2,438.3 |
2,438.3 |
| S1 |
2,426.5 |
2,426.5 |
|