| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,745.0 |
2,725.0 |
-20.0 |
-0.7% |
2,579.0 |
| High |
2,767.0 |
2,726.0 |
-41.0 |
-1.5% |
2,767.0 |
| Low |
2,706.0 |
2,587.0 |
-119.0 |
-4.4% |
2,563.0 |
| Close |
2,735.0 |
2,599.0 |
-136.0 |
-5.0% |
2,599.0 |
| Range |
61.0 |
139.0 |
78.0 |
127.9% |
204.0 |
| ATR |
100.2 |
103.6 |
3.4 |
3.4% |
0.0 |
| Volume |
1,273,429 |
2,397,706 |
1,124,277 |
88.3% |
11,620,813 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.3 |
2,965.7 |
2,675.5 |
|
| R3 |
2,915.3 |
2,826.7 |
2,637.2 |
|
| R2 |
2,776.3 |
2,776.3 |
2,624.5 |
|
| R1 |
2,687.7 |
2,687.7 |
2,611.7 |
2,662.5 |
| PP |
2,637.3 |
2,637.3 |
2,637.3 |
2,624.8 |
| S1 |
2,548.7 |
2,548.7 |
2,586.3 |
2,523.5 |
| S2 |
2,498.3 |
2,498.3 |
2,573.5 |
|
| S3 |
2,359.3 |
2,409.7 |
2,560.8 |
|
| S4 |
2,220.3 |
2,270.7 |
2,522.6 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,255.0 |
3,131.0 |
2,711.2 |
|
| R3 |
3,051.0 |
2,927.0 |
2,655.1 |
|
| R2 |
2,847.0 |
2,847.0 |
2,636.4 |
|
| R1 |
2,723.0 |
2,723.0 |
2,617.7 |
2,785.0 |
| PP |
2,643.0 |
2,643.0 |
2,643.0 |
2,674.0 |
| S1 |
2,519.0 |
2,519.0 |
2,580.3 |
2,581.0 |
| S2 |
2,439.0 |
2,439.0 |
2,561.6 |
|
| S3 |
2,235.0 |
2,315.0 |
2,542.9 |
|
| S4 |
2,031.0 |
2,111.0 |
2,486.8 |
|
|
| 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 |
2,563.0 |
204.0 |
7.8% |
115.8 |
4.5% |
18% |
False |
False |
2,324,162 |
| 10 |
2,778.0 |
2,333.0 |
445.0 |
17.1% |
133.5 |
5.1% |
60% |
False |
False |
2,553,332 |
| 20 |
2,927.0 |
2,333.0 |
594.0 |
22.9% |
101.1 |
3.9% |
45% |
False |
False |
2,081,921 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
71.4 |
2.7% |
43% |
False |
False |
1,573,475 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
61.2 |
2.4% |
43% |
False |
False |
1,107,145 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
62.7 |
2.4% |
43% |
False |
False |
831,135 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
24.7% |
57.9 |
2.2% |
41% |
False |
False |
665,286 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.7% |
55.6 |
2.1% |
41% |
False |
False |
555,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,316.8 |
|
2.618 |
3,089.9 |
|
1.618 |
2,950.9 |
|
1.000 |
2,865.0 |
|
0.618 |
2,811.9 |
|
HIGH |
2,726.0 |
|
0.618 |
2,672.9 |
|
0.500 |
2,656.5 |
|
0.382 |
2,640.1 |
|
LOW |
2,587.0 |
|
0.618 |
2,501.1 |
|
1.000 |
2,448.0 |
|
1.618 |
2,362.1 |
|
2.618 |
2,223.1 |
|
4.250 |
1,996.3 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,656.5 |
2,677.0 |
| PP |
2,637.3 |
2,651.0 |
| S1 |
2,618.2 |
2,625.0 |
|