| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,939.75 |
1,934.75 |
-5.00 |
-0.3% |
2,002.25 |
| High |
1,965.00 |
1,976.25 |
11.25 |
0.6% |
2,038.00 |
| Low |
1,915.00 |
1,917.00 |
2.00 |
0.1% |
1,730.25 |
| Close |
1,935.25 |
1,972.75 |
37.50 |
1.9% |
1,848.50 |
| Range |
50.00 |
59.25 |
9.25 |
18.5% |
307.75 |
| ATR |
54.25 |
54.61 |
0.36 |
0.7% |
0.00 |
| Volume |
489,875 |
373,205 |
-116,670 |
-23.8% |
2,251,738 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.00 |
2,112.25 |
2,005.25 |
|
| R3 |
2,073.75 |
2,053.00 |
1,989.00 |
|
| R2 |
2,014.50 |
2,014.50 |
1,983.50 |
|
| R1 |
1,993.75 |
1,993.75 |
1,978.25 |
2,004.00 |
| PP |
1,955.25 |
1,955.25 |
1,955.25 |
1,960.50 |
| S1 |
1,934.50 |
1,934.50 |
1,967.25 |
1,945.00 |
| S2 |
1,896.00 |
1,896.00 |
1,962.00 |
|
| S3 |
1,836.75 |
1,875.25 |
1,956.50 |
|
| S4 |
1,777.50 |
1,816.00 |
1,940.25 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.50 |
2,629.75 |
2,017.75 |
|
| R3 |
2,487.75 |
2,322.00 |
1,933.25 |
|
| R2 |
2,180.00 |
2,180.00 |
1,905.00 |
|
| R1 |
2,014.25 |
2,014.25 |
1,876.75 |
1,943.25 |
| PP |
1,872.25 |
1,872.25 |
1,872.25 |
1,836.75 |
| S1 |
1,706.50 |
1,706.50 |
1,820.25 |
1,635.50 |
| S2 |
1,564.50 |
1,564.50 |
1,792.00 |
|
| S3 |
1,256.75 |
1,398.75 |
1,763.75 |
|
| S4 |
949.00 |
1,091.00 |
1,679.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,976.25 |
1,730.25 |
246.00 |
12.5% |
103.00 |
5.2% |
99% |
True |
False |
542,386 |
| 10 |
2,047.00 |
1,730.25 |
316.75 |
16.1% |
75.50 |
3.8% |
77% |
False |
False |
447,960 |
| 20 |
2,058.75 |
1,730.25 |
328.50 |
16.7% |
52.75 |
2.7% |
74% |
False |
False |
380,824 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
16.7% |
37.00 |
1.9% |
74% |
False |
False |
305,148 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
16.7% |
32.00 |
1.6% |
74% |
False |
False |
215,764 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
17.8% |
33.25 |
1.7% |
75% |
False |
False |
161,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,228.00 |
|
2.618 |
2,131.25 |
|
1.618 |
2,072.00 |
|
1.000 |
2,035.50 |
|
0.618 |
2,012.75 |
|
HIGH |
1,976.25 |
|
0.618 |
1,953.50 |
|
0.500 |
1,946.50 |
|
0.382 |
1,939.75 |
|
LOW |
1,917.00 |
|
0.618 |
1,880.50 |
|
1.000 |
1,857.75 |
|
1.618 |
1,821.25 |
|
2.618 |
1,762.00 |
|
4.250 |
1,665.25 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.00 |
1,956.50 |
| PP |
1,955.25 |
1,940.50 |
| S1 |
1,946.50 |
1,924.25 |
|