| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
8,441 |
8,396 |
-45 |
-0.5% |
8,496 |
| High |
8,576 |
8,403 |
-173 |
-2.0% |
8,508 |
| Low |
8,387 |
8,207 |
-180 |
-2.1% |
8,206 |
| Close |
8,395 |
8,295 |
-100 |
-1.2% |
8,267 |
| Range |
189 |
196 |
7 |
3.7% |
302 |
| ATR |
196 |
196 |
0 |
0.0% |
0 |
| Volume |
131,754 |
178,657 |
46,903 |
35.6% |
796,418 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,890 |
8,788 |
8,403 |
|
| R3 |
8,694 |
8,592 |
8,349 |
|
| R2 |
8,498 |
8,498 |
8,331 |
|
| R1 |
8,396 |
8,396 |
8,313 |
8,349 |
| PP |
8,302 |
8,302 |
8,302 |
8,278 |
| S1 |
8,200 |
8,200 |
8,277 |
8,153 |
| S2 |
8,106 |
8,106 |
8,259 |
|
| S3 |
7,910 |
8,004 |
8,241 |
|
| S4 |
7,714 |
7,808 |
8,187 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,233 |
9,052 |
8,433 |
|
| R3 |
8,931 |
8,750 |
8,350 |
|
| R2 |
8,629 |
8,629 |
8,322 |
|
| R1 |
8,448 |
8,448 |
8,295 |
8,388 |
| PP |
8,327 |
8,327 |
8,327 |
8,297 |
| S1 |
8,146 |
8,146 |
8,239 |
8,086 |
| S2 |
8,025 |
8,025 |
8,212 |
|
| S3 |
7,723 |
7,844 |
8,184 |
|
| S4 |
7,421 |
7,542 |
8,101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,576 |
8,176 |
400 |
4.8% |
195 |
2.4% |
30% |
False |
False |
151,494 |
| 10 |
8,576 |
8,176 |
400 |
4.8% |
181 |
2.2% |
30% |
False |
False |
160,337 |
| 20 |
8,576 |
7,854 |
722 |
8.7% |
187 |
2.3% |
61% |
False |
False |
162,211 |
| 40 |
8,576 |
7,381 |
1,195 |
14.4% |
206 |
2.5% |
76% |
False |
False |
169,659 |
| 60 |
8,576 |
6,416 |
2,160 |
26.0% |
229 |
2.8% |
87% |
False |
False |
141,452 |
| 80 |
8,576 |
6,416 |
2,160 |
26.0% |
228 |
2.7% |
87% |
False |
False |
106,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,236 |
|
2.618 |
8,916 |
|
1.618 |
8,720 |
|
1.000 |
8,599 |
|
0.618 |
8,524 |
|
HIGH |
8,403 |
|
0.618 |
8,328 |
|
0.500 |
8,305 |
|
0.382 |
8,282 |
|
LOW |
8,207 |
|
0.618 |
8,086 |
|
1.000 |
8,011 |
|
1.618 |
7,890 |
|
2.618 |
7,694 |
|
4.250 |
7,374 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,305 |
8,392 |
| PP |
8,302 |
8,359 |
| S1 |
8,298 |
8,327 |
|