| 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 |
4,962.5 |
4,987.5 |
25.0 |
0.5% |
4,922.5 |
| High |
4,993.0 |
5,018.0 |
25.0 |
0.5% |
5,033.0 |
| Low |
4,893.5 |
4,925.0 |
31.5 |
0.6% |
4,811.0 |
| Close |
4,949.0 |
4,942.5 |
-6.5 |
-0.1% |
4,942.5 |
| Range |
99.5 |
93.0 |
-6.5 |
-6.5% |
222.0 |
| ATR |
134.1 |
131.1 |
-2.9 |
-2.2% |
0.0 |
| Volume |
514 |
428 |
-86 |
-16.7% |
6,753 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,240.8 |
5,184.7 |
4,993.7 |
|
| R3 |
5,147.8 |
5,091.7 |
4,968.1 |
|
| R2 |
5,054.8 |
5,054.8 |
4,959.6 |
|
| R1 |
4,998.7 |
4,998.7 |
4,951.0 |
4,980.3 |
| PP |
4,961.8 |
4,961.8 |
4,961.8 |
4,952.6 |
| S1 |
4,905.7 |
4,905.7 |
4,934.0 |
4,887.3 |
| S2 |
4,868.8 |
4,868.8 |
4,925.5 |
|
| S3 |
4,775.8 |
4,812.7 |
4,916.9 |
|
| S4 |
4,682.8 |
4,719.7 |
4,891.4 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,594.8 |
5,490.7 |
5,064.6 |
|
| R3 |
5,372.8 |
5,268.7 |
5,003.6 |
|
| R2 |
5,150.8 |
5,150.8 |
4,983.2 |
|
| R1 |
5,046.7 |
5,046.7 |
4,962.9 |
5,098.8 |
| PP |
4,928.8 |
4,928.8 |
4,928.8 |
4,954.9 |
| S1 |
4,824.7 |
4,824.7 |
4,922.2 |
4,876.8 |
| S2 |
4,706.8 |
4,706.8 |
4,901.8 |
|
| S3 |
4,484.8 |
4,602.7 |
4,881.5 |
|
| S4 |
4,262.8 |
4,380.7 |
4,820.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,033.0 |
4,811.0 |
222.0 |
4.5% |
120.7 |
2.4% |
59% |
False |
False |
1,350 |
| 10 |
5,061.5 |
4,669.0 |
392.5 |
7.9% |
126.1 |
2.6% |
70% |
False |
False |
980 |
| 20 |
5,061.5 |
4,662.5 |
399.0 |
8.1% |
122.0 |
2.5% |
70% |
False |
False |
774 |
| 40 |
5,061.5 |
4,017.5 |
1,044.0 |
21.1% |
124.3 |
2.5% |
89% |
False |
False |
596 |
| 60 |
5,061.5 |
3,613.5 |
1,448.0 |
29.3% |
127.8 |
2.6% |
92% |
False |
False |
1,170 |
| 80 |
5,061.5 |
3,613.5 |
1,448.0 |
29.3% |
127.6 |
2.6% |
92% |
False |
False |
962 |
| 100 |
5,061.5 |
3,613.5 |
1,448.0 |
29.3% |
129.7 |
2.6% |
92% |
False |
False |
804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,413.3 |
|
2.618 |
5,261.5 |
|
1.618 |
5,168.5 |
|
1.000 |
5,111.0 |
|
0.618 |
5,075.5 |
|
HIGH |
5,018.0 |
|
0.618 |
4,982.5 |
|
0.500 |
4,971.5 |
|
0.382 |
4,960.5 |
|
LOW |
4,925.0 |
|
0.618 |
4,867.5 |
|
1.000 |
4,832.0 |
|
1.618 |
4,774.5 |
|
2.618 |
4,681.5 |
|
4.250 |
4,529.8 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,971.5 |
4,963.3 |
| PP |
4,961.8 |
4,956.3 |
| S1 |
4,952.2 |
4,949.4 |
|