| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,604.0 |
2,526.0 |
-78.0 |
-3.0% |
2,565.0 |
| High |
2,639.0 |
2,578.0 |
-61.0 |
-2.3% |
2,688.0 |
| Low |
2,496.0 |
2,476.0 |
-20.0 |
-0.8% |
2,476.0 |
| Close |
2,548.0 |
2,555.0 |
7.0 |
0.3% |
2,555.0 |
| Range |
143.0 |
102.0 |
-41.0 |
-28.7% |
212.0 |
| ATR |
104.6 |
104.4 |
-0.2 |
-0.2% |
0.0 |
| Volume |
2,953,270 |
3,033,044 |
79,774 |
2.7% |
12,575,599 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.3 |
2,800.7 |
2,611.1 |
|
| R3 |
2,740.3 |
2,698.7 |
2,583.1 |
|
| R2 |
2,638.3 |
2,638.3 |
2,573.7 |
|
| R1 |
2,596.7 |
2,596.7 |
2,564.4 |
2,617.5 |
| PP |
2,536.3 |
2,536.3 |
2,536.3 |
2,546.8 |
| S1 |
2,494.7 |
2,494.7 |
2,545.7 |
2,515.5 |
| S2 |
2,434.3 |
2,434.3 |
2,536.3 |
|
| S3 |
2,332.3 |
2,392.7 |
2,527.0 |
|
| S4 |
2,230.3 |
2,290.7 |
2,498.9 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,209.0 |
3,094.0 |
2,671.6 |
|
| R3 |
2,997.0 |
2,882.0 |
2,613.3 |
|
| R2 |
2,785.0 |
2,785.0 |
2,593.9 |
|
| R1 |
2,670.0 |
2,670.0 |
2,574.4 |
2,621.5 |
| PP |
2,573.0 |
2,573.0 |
2,573.0 |
2,548.8 |
| S1 |
2,458.0 |
2,458.0 |
2,535.6 |
2,409.5 |
| S2 |
2,361.0 |
2,361.0 |
2,516.1 |
|
| S3 |
2,149.0 |
2,246.0 |
2,496.7 |
|
| S4 |
1,937.0 |
2,034.0 |
2,438.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,688.0 |
2,476.0 |
212.0 |
8.3% |
98.8 |
3.9% |
37% |
False |
True |
2,515,119 |
| 10 |
2,767.0 |
2,476.0 |
291.0 |
11.4% |
107.3 |
4.2% |
27% |
False |
True |
2,419,641 |
| 20 |
2,895.0 |
2,333.0 |
562.0 |
22.0% |
111.6 |
4.4% |
40% |
False |
False |
2,370,631 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.4% |
78.0 |
3.1% |
36% |
False |
False |
1,740,423 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.4% |
65.6 |
2.6% |
36% |
False |
False |
1,316,151 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.4% |
64.3 |
2.5% |
36% |
False |
False |
988,199 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
25.1% |
61.0 |
2.4% |
35% |
False |
False |
790,882 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
25.1% |
58.4 |
2.3% |
35% |
False |
False |
660,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,011.5 |
|
2.618 |
2,845.0 |
|
1.618 |
2,743.0 |
|
1.000 |
2,680.0 |
|
0.618 |
2,641.0 |
|
HIGH |
2,578.0 |
|
0.618 |
2,539.0 |
|
0.500 |
2,527.0 |
|
0.382 |
2,515.0 |
|
LOW |
2,476.0 |
|
0.618 |
2,413.0 |
|
1.000 |
2,374.0 |
|
1.618 |
2,311.0 |
|
2.618 |
2,209.0 |
|
4.250 |
2,042.5 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.7 |
2,558.5 |
| PP |
2,536.3 |
2,557.3 |
| S1 |
2,527.0 |
2,556.2 |
|