| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
8,167.41 |
8,213.60 |
46.19 |
0.6% |
8,073.82 |
| High |
8,219.81 |
8,434.86 |
215.05 |
2.6% |
8,307.51 |
| Low |
8,099.31 |
8,213.60 |
114.29 |
1.4% |
7,938.98 |
| Close |
8,212.41 |
8,426.74 |
214.33 |
2.6% |
8,212.41 |
| Range |
120.50 |
221.26 |
100.76 |
83.6% |
368.53 |
| ATR |
191.56 |
193.76 |
2.21 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,022.18 |
8,945.72 |
8,548.43 |
|
| R3 |
8,800.92 |
8,724.46 |
8,487.59 |
|
| R2 |
8,579.66 |
8,579.66 |
8,467.30 |
|
| R1 |
8,503.20 |
8,503.20 |
8,447.02 |
8,541.43 |
| PP |
8,358.40 |
8,358.40 |
8,358.40 |
8,377.52 |
| S1 |
8,281.94 |
8,281.94 |
8,406.46 |
8,320.17 |
| S2 |
8,137.14 |
8,137.14 |
8,386.18 |
|
| S3 |
7,915.88 |
8,060.68 |
8,365.89 |
|
| S4 |
7,694.62 |
7,839.42 |
8,305.05 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,258.56 |
9,104.01 |
8,415.10 |
|
| R3 |
8,890.03 |
8,735.48 |
8,313.76 |
|
| R2 |
8,521.50 |
8,521.50 |
8,279.97 |
|
| R1 |
8,366.95 |
8,366.95 |
8,246.19 |
8,444.23 |
| PP |
8,152.97 |
8,152.97 |
8,152.97 |
8,191.60 |
| S1 |
7,998.42 |
7,998.42 |
8,178.63 |
8,075.70 |
| S2 |
7,784.44 |
7,784.44 |
8,144.85 |
|
| S3 |
7,415.91 |
7,629.89 |
8,111.06 |
|
| S4 |
7,047.38 |
7,261.36 |
8,009.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,434.86 |
7,938.98 |
495.88 |
5.9% |
180.94 |
2.1% |
98% |
True |
False |
|
| 10 |
8,434.86 |
7,791.95 |
642.91 |
7.6% |
174.95 |
2.1% |
99% |
True |
False |
|
| 20 |
8,434.86 |
7,750.85 |
684.01 |
8.1% |
178.39 |
2.1% |
99% |
True |
False |
|
| 40 |
8,434.86 |
6,516.86 |
1,918.00 |
22.8% |
211.31 |
2.5% |
100% |
True |
False |
|
| 60 |
8,434.86 |
6,469.95 |
1,964.91 |
23.3% |
218.97 |
2.6% |
100% |
True |
False |
|
| 80 |
8,770.02 |
6,469.95 |
2,300.07 |
27.3% |
220.76 |
2.6% |
85% |
False |
False |
|
| 100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.1% |
221.81 |
2.6% |
75% |
False |
False |
|
| 120 |
9,159.58 |
6,469.95 |
2,689.63 |
31.9% |
261.15 |
3.1% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,375.22 |
|
2.618 |
9,014.12 |
|
1.618 |
8,792.86 |
|
1.000 |
8,656.12 |
|
0.618 |
8,571.60 |
|
HIGH |
8,434.86 |
|
0.618 |
8,350.34 |
|
0.500 |
8,324.23 |
|
0.382 |
8,298.12 |
|
LOW |
8,213.60 |
|
0.618 |
8,076.86 |
|
1.000 |
7,992.34 |
|
1.618 |
7,855.60 |
|
2.618 |
7,634.34 |
|
4.250 |
7,273.25 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,392.57 |
8,373.52 |
| PP |
8,358.40 |
8,320.30 |
| S1 |
8,324.23 |
8,267.09 |
|