| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,675.0 |
2,745.0 |
70.0 |
2.6% |
2,734.0 |
| High |
2,761.0 |
2,767.0 |
6.0 |
0.2% |
2,778.0 |
| Low |
2,658.0 |
2,706.0 |
48.0 |
1.8% |
2,333.0 |
| Close |
2,739.0 |
2,735.0 |
-4.0 |
-0.1% |
2,465.0 |
| Range |
103.0 |
61.0 |
-42.0 |
-40.8% |
445.0 |
| ATR |
103.2 |
100.2 |
-3.0 |
-2.9% |
0.0 |
| Volume |
2,135,663 |
1,273,429 |
-862,234 |
-40.4% |
13,912,516 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.0 |
2,888.0 |
2,768.6 |
|
| R3 |
2,858.0 |
2,827.0 |
2,751.8 |
|
| R2 |
2,797.0 |
2,797.0 |
2,746.2 |
|
| R1 |
2,766.0 |
2,766.0 |
2,740.6 |
2,751.0 |
| PP |
2,736.0 |
2,736.0 |
2,736.0 |
2,728.5 |
| S1 |
2,705.0 |
2,705.0 |
2,729.4 |
2,690.0 |
| S2 |
2,675.0 |
2,675.0 |
2,723.8 |
|
| S3 |
2,614.0 |
2,644.0 |
2,718.2 |
|
| S4 |
2,553.0 |
2,583.0 |
2,701.5 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,860.3 |
3,607.7 |
2,709.8 |
|
| R3 |
3,415.3 |
3,162.7 |
2,587.4 |
|
| R2 |
2,970.3 |
2,970.3 |
2,546.6 |
|
| R1 |
2,717.7 |
2,717.7 |
2,505.8 |
2,621.5 |
| PP |
2,525.3 |
2,525.3 |
2,525.3 |
2,477.3 |
| S1 |
2,272.7 |
2,272.7 |
2,424.2 |
2,176.5 |
| S2 |
2,080.3 |
2,080.3 |
2,383.4 |
|
| S3 |
1,635.3 |
1,827.7 |
2,342.6 |
|
| S4 |
1,190.3 |
1,382.7 |
2,220.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,767.0 |
2,408.0 |
359.0 |
13.1% |
122.8 |
4.5% |
91% |
True |
False |
2,796,292 |
| 10 |
2,788.0 |
2,333.0 |
455.0 |
16.6% |
126.3 |
4.6% |
88% |
False |
False |
2,468,712 |
| 20 |
2,955.0 |
2,333.0 |
622.0 |
22.7% |
98.6 |
3.6% |
65% |
False |
False |
2,061,454 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
22.8% |
68.6 |
2.5% |
65% |
False |
False |
1,541,413 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
22.8% |
59.6 |
2.2% |
65% |
False |
False |
1,067,389 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
22.8% |
62.0 |
2.3% |
65% |
False |
False |
801,167 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
23.5% |
56.9 |
2.1% |
63% |
False |
False |
641,676 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
23.5% |
54.7 |
2.0% |
63% |
False |
False |
535,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,026.3 |
|
2.618 |
2,926.7 |
|
1.618 |
2,865.7 |
|
1.000 |
2,828.0 |
|
0.618 |
2,804.7 |
|
HIGH |
2,767.0 |
|
0.618 |
2,743.7 |
|
0.500 |
2,736.5 |
|
0.382 |
2,729.3 |
|
LOW |
2,706.0 |
|
0.618 |
2,668.3 |
|
1.000 |
2,645.0 |
|
1.618 |
2,607.3 |
|
2.618 |
2,546.3 |
|
4.250 |
2,446.8 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,736.5 |
2,724.7 |
| PP |
2,736.0 |
2,714.3 |
| S1 |
2,735.5 |
2,704.0 |
|