| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,415.0 |
2,464.0 |
49.0 |
2.0% |
2,300.0 |
| High |
2,474.0 |
2,481.0 |
7.0 |
0.3% |
2,486.0 |
| Low |
2,379.0 |
2,427.0 |
48.0 |
2.0% |
2,295.0 |
| Close |
2,462.0 |
2,472.0 |
10.0 |
0.4% |
2,422.0 |
| Range |
95.0 |
54.0 |
-41.0 |
-43.2% |
191.0 |
| ATR |
70.8 |
69.6 |
-1.2 |
-1.7% |
0.0 |
| Volume |
2,250 |
3,290 |
1,040 |
46.2% |
15,346 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.0 |
2,601.0 |
2,501.7 |
|
| R3 |
2,568.0 |
2,547.0 |
2,486.9 |
|
| R2 |
2,514.0 |
2,514.0 |
2,481.9 |
|
| R1 |
2,493.0 |
2,493.0 |
2,477.0 |
2,503.5 |
| PP |
2,460.0 |
2,460.0 |
2,460.0 |
2,465.3 |
| S1 |
2,439.0 |
2,439.0 |
2,467.1 |
2,449.5 |
| S2 |
2,406.0 |
2,406.0 |
2,462.1 |
|
| S3 |
2,352.0 |
2,385.0 |
2,457.2 |
|
| S4 |
2,298.0 |
2,331.0 |
2,442.3 |
|
|
| 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 |
2,481.0 |
2,379.0 |
102.0 |
4.1% |
60.4 |
2.4% |
91% |
True |
False |
2,970 |
| 10 |
2,486.0 |
2,290.0 |
196.0 |
7.9% |
61.5 |
2.5% |
93% |
False |
False |
2,809 |
| 20 |
2,486.0 |
2,225.0 |
261.0 |
10.6% |
65.1 |
2.6% |
95% |
False |
False |
2,493 |
| 40 |
2,486.0 |
1,918.0 |
568.0 |
23.0% |
67.5 |
2.7% |
98% |
False |
False |
2,540 |
| 60 |
2,486.0 |
1,693.0 |
793.0 |
32.1% |
69.1 |
2.8% |
98% |
False |
False |
6,054 |
| 80 |
2,486.0 |
1,693.0 |
793.0 |
32.1% |
63.6 |
2.6% |
98% |
False |
False |
4,712 |
| 100 |
2,561.0 |
1,693.0 |
868.0 |
35.1% |
63.0 |
2.5% |
90% |
False |
False |
3,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,710.5 |
|
2.618 |
2,622.4 |
|
1.618 |
2,568.4 |
|
1.000 |
2,535.0 |
|
0.618 |
2,514.4 |
|
HIGH |
2,481.0 |
|
0.618 |
2,460.4 |
|
0.500 |
2,454.0 |
|
0.382 |
2,447.6 |
|
LOW |
2,427.0 |
|
0.618 |
2,393.6 |
|
1.000 |
2,373.0 |
|
1.618 |
2,339.6 |
|
2.618 |
2,285.6 |
|
4.250 |
2,197.5 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,466.0 |
2,458.0 |
| PP |
2,460.0 |
2,444.0 |
| S1 |
2,454.0 |
2,430.0 |
|