| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4,935.0 |
4,870.0 |
-65.0 |
-1.3% |
4,823.0 |
| High |
4,985.5 |
4,970.0 |
-15.5 |
-0.3% |
4,985.5 |
| Low |
4,801.5 |
4,862.5 |
61.0 |
1.3% |
4,801.5 |
| Close |
4,818.5 |
4,925.0 |
106.5 |
2.2% |
4,925.0 |
| Range |
184.0 |
107.5 |
-76.5 |
-41.6% |
184.0 |
| ATR |
134.1 |
135.3 |
1.2 |
0.9% |
0.0 |
| Volume |
907 |
466 |
-441 |
-48.6% |
2,089 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,241.7 |
5,190.8 |
4,984.1 |
|
| R3 |
5,134.2 |
5,083.3 |
4,954.6 |
|
| R2 |
5,026.7 |
5,026.7 |
4,944.7 |
|
| R1 |
4,975.8 |
4,975.8 |
4,934.9 |
5,001.3 |
| PP |
4,919.2 |
4,919.2 |
4,919.2 |
4,931.9 |
| S1 |
4,868.3 |
4,868.3 |
4,915.1 |
4,893.8 |
| S2 |
4,811.7 |
4,811.7 |
4,905.3 |
|
| S3 |
4,704.2 |
4,760.8 |
4,895.4 |
|
| S4 |
4,596.7 |
4,653.3 |
4,865.9 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,456.0 |
5,374.5 |
5,026.2 |
|
| R3 |
5,272.0 |
5,190.5 |
4,975.6 |
|
| R2 |
5,088.0 |
5,088.0 |
4,958.7 |
|
| R1 |
5,006.5 |
5,006.5 |
4,941.9 |
5,047.3 |
| PP |
4,904.0 |
4,904.0 |
4,904.0 |
4,924.4 |
| S1 |
4,822.5 |
4,822.5 |
4,908.1 |
4,863.3 |
| S2 |
4,720.0 |
4,720.0 |
4,891.3 |
|
| S3 |
4,536.0 |
4,638.5 |
4,874.4 |
|
| S4 |
4,352.0 |
4,454.5 |
4,823.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,985.5 |
4,801.5 |
184.0 |
3.7% |
118.7 |
2.4% |
67% |
False |
False |
417 |
| 10 |
4,985.5 |
4,570.0 |
415.5 |
8.4% |
113.7 |
2.3% |
85% |
False |
False |
332 |
| 20 |
4,985.5 |
4,248.5 |
737.0 |
15.0% |
120.3 |
2.4% |
92% |
False |
False |
410 |
| 40 |
4,985.5 |
3,820.5 |
1,165.0 |
23.7% |
124.6 |
2.5% |
95% |
False |
False |
1,306 |
| 60 |
4,985.5 |
3,613.5 |
1,372.0 |
27.9% |
126.6 |
2.6% |
96% |
False |
False |
1,038 |
| 80 |
4,985.5 |
3,613.5 |
1,372.0 |
27.9% |
132.8 |
2.7% |
96% |
False |
False |
826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,426.9 |
|
2.618 |
5,251.4 |
|
1.618 |
5,143.9 |
|
1.000 |
5,077.5 |
|
0.618 |
5,036.4 |
|
HIGH |
4,970.0 |
|
0.618 |
4,928.9 |
|
0.500 |
4,916.3 |
|
0.382 |
4,903.6 |
|
LOW |
4,862.5 |
|
0.618 |
4,796.1 |
|
1.000 |
4,755.0 |
|
1.618 |
4,688.6 |
|
2.618 |
4,581.1 |
|
4.250 |
4,405.6 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,922.1 |
4,914.5 |
| PP |
4,919.2 |
4,904.0 |
| S1 |
4,916.3 |
4,893.5 |
|