| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
8,213.60 |
8,425.55 |
211.95 |
2.6% |
8,073.82 |
| High |
8,434.86 |
8,458.12 |
23.26 |
0.3% |
8,307.51 |
| Low |
8,213.60 |
8,362.78 |
149.18 |
1.8% |
7,938.98 |
| Close |
8,426.74 |
8,410.65 |
-16.09 |
-0.2% |
8,212.41 |
| Range |
221.26 |
95.34 |
-125.92 |
-56.9% |
368.53 |
| ATR |
193.76 |
186.73 |
-7.03 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,696.54 |
8,648.93 |
8,463.09 |
|
| R3 |
8,601.20 |
8,553.59 |
8,436.87 |
|
| R2 |
8,505.86 |
8,505.86 |
8,428.13 |
|
| R1 |
8,458.25 |
8,458.25 |
8,419.39 |
8,434.39 |
| PP |
8,410.52 |
8,410.52 |
8,410.52 |
8,398.58 |
| S1 |
8,362.91 |
8,362.91 |
8,401.91 |
8,339.05 |
| S2 |
8,315.18 |
8,315.18 |
8,393.17 |
|
| S3 |
8,219.84 |
8,267.57 |
8,384.43 |
|
| S4 |
8,124.50 |
8,172.23 |
8,358.21 |
|
|
| 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 |
8,458.12 |
8,017.91 |
440.21 |
5.2% |
169.47 |
2.0% |
89% |
True |
False |
|
| 10 |
8,458.12 |
7,804.21 |
653.91 |
7.8% |
165.76 |
2.0% |
93% |
True |
False |
|
| 20 |
8,458.12 |
7,750.85 |
707.27 |
8.4% |
175.46 |
2.1% |
93% |
True |
False |
|
| 40 |
8,458.12 |
6,546.61 |
1,911.51 |
22.7% |
208.87 |
2.5% |
98% |
True |
False |
|
| 60 |
8,458.12 |
6,469.95 |
1,988.17 |
23.6% |
216.23 |
2.6% |
98% |
True |
False |
|
| 80 |
8,769.62 |
6,469.95 |
2,299.67 |
27.3% |
220.46 |
2.6% |
84% |
False |
False |
|
| 100 |
9,088.06 |
6,469.95 |
2,618.11 |
31.1% |
219.94 |
2.6% |
74% |
False |
False |
|
| 120 |
9,088.06 |
6,469.95 |
2,618.11 |
31.1% |
258.62 |
3.1% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,863.32 |
|
2.618 |
8,707.72 |
|
1.618 |
8,612.38 |
|
1.000 |
8,553.46 |
|
0.618 |
8,517.04 |
|
HIGH |
8,458.12 |
|
0.618 |
8,421.70 |
|
0.500 |
8,410.45 |
|
0.382 |
8,399.20 |
|
LOW |
8,362.78 |
|
0.618 |
8,303.86 |
|
1.000 |
8,267.44 |
|
1.618 |
8,208.52 |
|
2.618 |
8,113.18 |
|
4.250 |
7,957.59 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,410.58 |
8,366.67 |
| PP |
8,410.52 |
8,322.69 |
| S1 |
8,410.45 |
8,278.72 |
|