| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,560.0 |
2,463.0 |
-97.0 |
-3.8% |
2,565.0 |
| High |
2,589.0 |
2,525.0 |
-64.0 |
-2.5% |
2,688.0 |
| Low |
2,516.0 |
2,433.0 |
-83.0 |
-3.3% |
2,476.0 |
| Close |
2,545.0 |
2,481.0 |
-64.0 |
-2.5% |
2,555.0 |
| Range |
73.0 |
92.0 |
19.0 |
26.0% |
212.0 |
| ATR |
102.1 |
102.8 |
0.7 |
0.7% |
0.0 |
| Volume |
1,278,938 |
2,340,698 |
1,061,760 |
83.0% |
12,575,599 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.7 |
2,710.3 |
2,531.6 |
|
| R3 |
2,663.7 |
2,618.3 |
2,506.3 |
|
| R2 |
2,571.7 |
2,571.7 |
2,497.9 |
|
| R1 |
2,526.3 |
2,526.3 |
2,489.4 |
2,549.0 |
| PP |
2,479.7 |
2,479.7 |
2,479.7 |
2,491.0 |
| S1 |
2,434.3 |
2,434.3 |
2,472.6 |
2,457.0 |
| S2 |
2,387.7 |
2,387.7 |
2,464.1 |
|
| S3 |
2,295.7 |
2,342.3 |
2,455.7 |
|
| S4 |
2,203.7 |
2,250.3 |
2,430.4 |
|
|
| 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 |
2,641.0 |
2,433.0 |
208.0 |
8.4% |
96.4 |
3.9% |
23% |
False |
True |
2,438,103 |
| 10 |
2,767.0 |
2,433.0 |
334.0 |
13.5% |
96.2 |
3.9% |
14% |
False |
True |
2,200,203 |
| 20 |
2,788.0 |
2,333.0 |
455.0 |
18.3% |
110.7 |
4.5% |
33% |
False |
False |
2,402,706 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
25.1% |
80.2 |
3.2% |
24% |
False |
False |
1,777,248 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
25.1% |
66.6 |
2.7% |
24% |
False |
False |
1,376,322 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
25.1% |
64.2 |
2.6% |
24% |
False |
False |
1,033,366 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
25.9% |
62.2 |
2.5% |
23% |
False |
False |
827,072 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
25.9% |
58.4 |
2.4% |
23% |
False |
False |
690,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,916.0 |
|
2.618 |
2,765.9 |
|
1.618 |
2,673.9 |
|
1.000 |
2,617.0 |
|
0.618 |
2,581.9 |
|
HIGH |
2,525.0 |
|
0.618 |
2,489.9 |
|
0.500 |
2,479.0 |
|
0.382 |
2,468.1 |
|
LOW |
2,433.0 |
|
0.618 |
2,376.1 |
|
1.000 |
2,341.0 |
|
1.618 |
2,284.1 |
|
2.618 |
2,192.1 |
|
4.250 |
2,042.0 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,480.3 |
2,511.0 |
| PP |
2,479.7 |
2,501.0 |
| S1 |
2,479.0 |
2,491.0 |
|