| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,464.0 |
2,446.0 |
-18.0 |
-0.7% |
2,300.0 |
| High |
2,481.0 |
2,471.0 |
-10.0 |
-0.4% |
2,486.0 |
| Low |
2,427.0 |
2,420.0 |
-7.0 |
-0.3% |
2,295.0 |
| Close |
2,472.0 |
2,447.0 |
-25.0 |
-1.0% |
2,422.0 |
| Range |
54.0 |
51.0 |
-3.0 |
-5.6% |
191.0 |
| ATR |
69.6 |
68.3 |
-1.3 |
-1.8% |
0.0 |
| Volume |
3,290 |
2,930 |
-360 |
-10.9% |
15,346 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.0 |
2,574.0 |
2,475.1 |
|
| R3 |
2,548.0 |
2,523.0 |
2,461.0 |
|
| R2 |
2,497.0 |
2,497.0 |
2,456.4 |
|
| R1 |
2,472.0 |
2,472.0 |
2,451.7 |
2,484.5 |
| PP |
2,446.0 |
2,446.0 |
2,446.0 |
2,452.3 |
| S1 |
2,421.0 |
2,421.0 |
2,442.3 |
2,433.5 |
| S2 |
2,395.0 |
2,395.0 |
2,437.7 |
|
| S3 |
2,344.0 |
2,370.0 |
2,433.0 |
|
| S4 |
2,293.0 |
2,319.0 |
2,419.0 |
|
|
| 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 |
4.2% |
59.4 |
2.4% |
67% |
False |
False |
3,437 |
| 10 |
2,486.0 |
2,295.0 |
191.0 |
7.8% |
61.4 |
2.5% |
80% |
False |
False |
2,498 |
| 20 |
2,486.0 |
2,275.0 |
211.0 |
8.6% |
64.3 |
2.6% |
82% |
False |
False |
2,237 |
| 40 |
2,486.0 |
1,940.0 |
546.0 |
22.3% |
66.7 |
2.7% |
93% |
False |
False |
2,604 |
| 60 |
2,486.0 |
1,693.0 |
793.0 |
32.4% |
68.6 |
2.8% |
95% |
False |
False |
6,092 |
| 80 |
2,486.0 |
1,693.0 |
793.0 |
32.4% |
63.6 |
2.6% |
95% |
False |
False |
4,741 |
| 100 |
2,561.0 |
1,693.0 |
868.0 |
35.5% |
63.2 |
2.6% |
87% |
False |
False |
3,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,687.8 |
|
2.618 |
2,604.5 |
|
1.618 |
2,553.5 |
|
1.000 |
2,522.0 |
|
0.618 |
2,502.5 |
|
HIGH |
2,471.0 |
|
0.618 |
2,451.5 |
|
0.500 |
2,445.5 |
|
0.382 |
2,439.5 |
|
LOW |
2,420.0 |
|
0.618 |
2,388.5 |
|
1.000 |
2,369.0 |
|
1.618 |
2,337.5 |
|
2.618 |
2,286.5 |
|
4.250 |
2,203.3 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,446.5 |
2,441.3 |
| PP |
2,446.0 |
2,435.7 |
| S1 |
2,445.5 |
2,430.0 |
|