| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
8,385 |
8,496 |
111 |
1.3% |
8,173 |
| High |
8,552 |
8,508 |
-44 |
-0.5% |
8,570 |
| Low |
8,365 |
8,369 |
4 |
0.0% |
8,173 |
| Close |
8,516 |
8,402 |
-114 |
-1.3% |
8,516 |
| Range |
187 |
139 |
-48 |
-25.7% |
397 |
| ATR |
209 |
205 |
-4 |
-2.1% |
0 |
| Volume |
191,026 |
170,638 |
-20,388 |
-10.7% |
776,056 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,843 |
8,762 |
8,479 |
|
| R3 |
8,704 |
8,623 |
8,440 |
|
| R2 |
8,565 |
8,565 |
8,428 |
|
| R1 |
8,484 |
8,484 |
8,415 |
8,455 |
| PP |
8,426 |
8,426 |
8,426 |
8,412 |
| S1 |
8,345 |
8,345 |
8,389 |
8,316 |
| S2 |
8,287 |
8,287 |
8,377 |
|
| S3 |
8,148 |
8,206 |
8,364 |
|
| S4 |
8,009 |
8,067 |
8,326 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,611 |
9,460 |
8,734 |
|
| R3 |
9,214 |
9,063 |
8,625 |
|
| R2 |
8,817 |
8,817 |
8,589 |
|
| R1 |
8,666 |
8,666 |
8,553 |
8,742 |
| PP |
8,420 |
8,420 |
8,420 |
8,457 |
| S1 |
8,269 |
8,269 |
8,480 |
8,345 |
| S2 |
8,023 |
8,023 |
8,443 |
|
| S3 |
7,626 |
7,872 |
8,407 |
|
| S4 |
7,229 |
7,475 |
8,298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,570 |
8,287 |
283 |
3.4% |
175 |
2.1% |
41% |
False |
False |
165,097 |
| 10 |
8,570 |
7,861 |
709 |
8.4% |
187 |
2.2% |
76% |
False |
False |
163,743 |
| 20 |
8,570 |
7,726 |
844 |
10.0% |
195 |
2.3% |
80% |
False |
False |
167,939 |
| 40 |
8,570 |
7,115 |
1,455 |
17.3% |
224 |
2.7% |
88% |
False |
False |
177,692 |
| 60 |
8,570 |
6,416 |
2,154 |
25.6% |
233 |
2.8% |
92% |
False |
False |
120,789 |
| 80 |
8,570 |
6,416 |
2,154 |
25.6% |
235 |
2.8% |
92% |
False |
False |
90,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,099 |
|
2.618 |
8,872 |
|
1.618 |
8,733 |
|
1.000 |
8,647 |
|
0.618 |
8,594 |
|
HIGH |
8,508 |
|
0.618 |
8,455 |
|
0.500 |
8,439 |
|
0.382 |
8,422 |
|
LOW |
8,369 |
|
0.618 |
8,283 |
|
1.000 |
8,230 |
|
1.618 |
8,144 |
|
2.618 |
8,005 |
|
4.250 |
7,778 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,439 |
8,443 |
| PP |
8,426 |
8,429 |
| S1 |
8,414 |
8,416 |
|