| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
2,446.0 |
2,470.0 |
24.0 |
1.0% |
2,415.0 |
| High |
2,471.0 |
2,483.0 |
12.0 |
0.5% |
2,483.0 |
| Low |
2,420.0 |
2,429.0 |
9.0 |
0.4% |
2,379.0 |
| Close |
2,447.0 |
2,438.0 |
-9.0 |
-0.4% |
2,438.0 |
| Range |
51.0 |
54.0 |
3.0 |
5.9% |
104.0 |
| ATR |
68.3 |
67.3 |
-1.0 |
-1.5% |
0.0 |
| Volume |
2,930 |
984 |
-1,946 |
-66.4% |
9,892 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.0 |
2,579.0 |
2,467.7 |
|
| R3 |
2,558.0 |
2,525.0 |
2,452.9 |
|
| R2 |
2,504.0 |
2,504.0 |
2,447.9 |
|
| R1 |
2,471.0 |
2,471.0 |
2,443.0 |
2,460.5 |
| PP |
2,450.0 |
2,450.0 |
2,450.0 |
2,444.8 |
| S1 |
2,417.0 |
2,417.0 |
2,433.1 |
2,406.5 |
| S2 |
2,396.0 |
2,396.0 |
2,428.1 |
|
| S3 |
2,342.0 |
2,363.0 |
2,423.2 |
|
| S4 |
2,288.0 |
2,309.0 |
2,408.3 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,745.3 |
2,695.7 |
2,495.2 |
|
| R3 |
2,641.3 |
2,591.7 |
2,466.6 |
|
| R2 |
2,537.3 |
2,537.3 |
2,457.1 |
|
| R1 |
2,487.7 |
2,487.7 |
2,447.5 |
2,512.5 |
| PP |
2,433.3 |
2,433.3 |
2,433.3 |
2,445.8 |
| S1 |
2,383.7 |
2,383.7 |
2,428.5 |
2,408.5 |
| S2 |
2,329.3 |
2,329.3 |
2,418.9 |
|
| S3 |
2,225.3 |
2,279.7 |
2,409.4 |
|
| S4 |
2,121.3 |
2,175.7 |
2,380.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,483.0 |
2,379.0 |
104.0 |
4.3% |
61.8 |
2.5% |
57% |
True |
False |
1,978 |
| 10 |
2,486.0 |
2,295.0 |
191.0 |
7.8% |
62.6 |
2.6% |
75% |
False |
False |
2,523 |
| 20 |
2,486.0 |
2,290.0 |
196.0 |
8.0% |
63.7 |
2.6% |
76% |
False |
False |
2,048 |
| 40 |
2,486.0 |
1,944.0 |
542.0 |
22.2% |
66.2 |
2.7% |
91% |
False |
False |
2,552 |
| 60 |
2,486.0 |
1,693.0 |
793.0 |
32.5% |
68.5 |
2.8% |
94% |
False |
False |
6,091 |
| 80 |
2,486.0 |
1,693.0 |
793.0 |
32.5% |
63.6 |
2.6% |
94% |
False |
False |
4,741 |
| 100 |
2,519.0 |
1,693.0 |
826.0 |
33.9% |
63.5 |
2.6% |
90% |
False |
False |
3,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.5 |
|
2.618 |
2,624.4 |
|
1.618 |
2,570.4 |
|
1.000 |
2,537.0 |
|
0.618 |
2,516.4 |
|
HIGH |
2,483.0 |
|
0.618 |
2,462.4 |
|
0.500 |
2,456.0 |
|
0.382 |
2,449.6 |
|
LOW |
2,429.0 |
|
0.618 |
2,395.6 |
|
1.000 |
2,375.0 |
|
1.618 |
2,341.6 |
|
2.618 |
2,287.6 |
|
4.250 |
2,199.5 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,456.0 |
2,451.5 |
| PP |
2,450.0 |
2,447.0 |
| S1 |
2,444.0 |
2,442.5 |
|