| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,607.0 |
2,604.0 |
-3.0 |
-0.1% |
2,579.0 |
| High |
2,641.0 |
2,639.0 |
-2.0 |
-0.1% |
2,767.0 |
| Low |
2,569.0 |
2,496.0 |
-73.0 |
-2.8% |
2,563.0 |
| Close |
2,594.0 |
2,548.0 |
-46.0 |
-1.8% |
2,599.0 |
| Range |
72.0 |
143.0 |
71.0 |
98.6% |
204.0 |
| ATR |
101.6 |
104.6 |
3.0 |
2.9% |
0.0 |
| Volume |
2,584,565 |
2,953,270 |
368,705 |
14.3% |
11,620,813 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.0 |
2,912.0 |
2,626.7 |
|
| R3 |
2,847.0 |
2,769.0 |
2,587.3 |
|
| R2 |
2,704.0 |
2,704.0 |
2,574.2 |
|
| R1 |
2,626.0 |
2,626.0 |
2,561.1 |
2,593.5 |
| PP |
2,561.0 |
2,561.0 |
2,561.0 |
2,544.8 |
| S1 |
2,483.0 |
2,483.0 |
2,534.9 |
2,450.5 |
| S2 |
2,418.0 |
2,418.0 |
2,521.8 |
|
| S3 |
2,275.0 |
2,340.0 |
2,508.7 |
|
| S4 |
2,132.0 |
2,197.0 |
2,469.4 |
|
|
| 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 |
2,726.0 |
2,496.0 |
230.0 |
9.0% |
106.2 |
4.2% |
23% |
False |
True |
2,388,052 |
| 10 |
2,767.0 |
2,408.0 |
359.0 |
14.1% |
114.5 |
4.5% |
39% |
False |
False |
2,592,172 |
| 20 |
2,895.0 |
2,333.0 |
562.0 |
22.1% |
109.3 |
4.3% |
38% |
False |
False |
2,283,265 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
76.8 |
3.0% |
35% |
False |
False |
1,700,709 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
64.5 |
2.5% |
35% |
False |
False |
1,265,635 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
63.6 |
2.5% |
35% |
False |
False |
950,300 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
25.2% |
60.1 |
2.4% |
33% |
False |
False |
760,553 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
25.2% |
58.1 |
2.3% |
33% |
False |
False |
634,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,246.8 |
|
2.618 |
3,013.4 |
|
1.618 |
2,870.4 |
|
1.000 |
2,782.0 |
|
0.618 |
2,727.4 |
|
HIGH |
2,639.0 |
|
0.618 |
2,584.4 |
|
0.500 |
2,567.5 |
|
0.382 |
2,550.6 |
|
LOW |
2,496.0 |
|
0.618 |
2,407.6 |
|
1.000 |
2,353.0 |
|
1.618 |
2,264.6 |
|
2.618 |
2,121.6 |
|
4.250 |
1,888.3 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,567.5 |
2,592.0 |
| PP |
2,561.0 |
2,577.3 |
| S1 |
2,554.5 |
2,562.7 |
|