| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,513.0 |
2,514.0 |
1.0 |
0.0% |
2,565.0 |
| High |
2,556.0 |
2,634.0 |
78.0 |
3.1% |
2,688.0 |
| Low |
2,477.0 |
2,514.0 |
37.0 |
1.5% |
2,476.0 |
| Close |
2,520.0 |
2,616.0 |
96.0 |
3.8% |
2,555.0 |
| Range |
79.0 |
120.0 |
41.0 |
51.9% |
212.0 |
| ATR |
101.1 |
102.5 |
1.3 |
1.3% |
0.0 |
| Volume |
2,075,816 |
1,940,678 |
-135,138 |
-6.5% |
12,575,599 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.0 |
2,902.0 |
2,682.0 |
|
| R3 |
2,828.0 |
2,782.0 |
2,649.0 |
|
| R2 |
2,708.0 |
2,708.0 |
2,638.0 |
|
| R1 |
2,662.0 |
2,662.0 |
2,627.0 |
2,685.0 |
| PP |
2,588.0 |
2,588.0 |
2,588.0 |
2,599.5 |
| S1 |
2,542.0 |
2,542.0 |
2,605.0 |
2,565.0 |
| S2 |
2,468.0 |
2,468.0 |
2,594.0 |
|
| S3 |
2,348.0 |
2,422.0 |
2,583.0 |
|
| S4 |
2,228.0 |
2,302.0 |
2,550.0 |
|
|
| 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 |
2,634.0 |
2,433.0 |
201.0 |
7.7% |
93.2 |
3.6% |
91% |
True |
False |
2,133,834 |
| 10 |
2,726.0 |
2,433.0 |
293.0 |
11.2% |
99.7 |
3.8% |
62% |
False |
False |
2,260,943 |
| 20 |
2,788.0 |
2,333.0 |
455.0 |
17.4% |
113.0 |
4.3% |
62% |
False |
False |
2,364,828 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
23.8% |
83.4 |
3.2% |
45% |
False |
False |
1,837,407 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
23.8% |
68.7 |
2.6% |
45% |
False |
False |
1,443,206 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
23.8% |
65.3 |
2.5% |
45% |
False |
False |
1,083,529 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
24.5% |
63.6 |
2.4% |
44% |
False |
False |
867,221 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.5% |
59.5 |
2.3% |
44% |
False |
False |
723,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,144.0 |
|
2.618 |
2,948.2 |
|
1.618 |
2,828.2 |
|
1.000 |
2,754.0 |
|
0.618 |
2,708.2 |
|
HIGH |
2,634.0 |
|
0.618 |
2,588.2 |
|
0.500 |
2,574.0 |
|
0.382 |
2,559.8 |
|
LOW |
2,514.0 |
|
0.618 |
2,439.8 |
|
1.000 |
2,394.0 |
|
1.618 |
2,319.8 |
|
2.618 |
2,199.8 |
|
4.250 |
2,004.0 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,602.0 |
2,588.5 |
| PP |
2,588.0 |
2,561.0 |
| S1 |
2,574.0 |
2,533.5 |
|