| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,934.75 |
1,970.00 |
35.25 |
1.8% |
2,002.25 |
| High |
1,976.25 |
1,981.50 |
5.25 |
0.3% |
2,038.00 |
| Low |
1,917.00 |
1,938.50 |
21.50 |
1.1% |
1,730.25 |
| Close |
1,972.75 |
1,947.25 |
-25.50 |
-1.3% |
1,848.50 |
| Range |
59.25 |
43.00 |
-16.25 |
-27.4% |
307.75 |
| ATR |
54.61 |
53.78 |
-0.83 |
-1.5% |
0.00 |
| Volume |
373,205 |
323,983 |
-49,222 |
-13.2% |
2,251,738 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.75 |
2,059.00 |
1,971.00 |
|
| R3 |
2,041.75 |
2,016.00 |
1,959.00 |
|
| R2 |
1,998.75 |
1,998.75 |
1,955.25 |
|
| R1 |
1,973.00 |
1,973.00 |
1,951.25 |
1,964.50 |
| PP |
1,955.75 |
1,955.75 |
1,955.75 |
1,951.50 |
| S1 |
1,930.00 |
1,930.00 |
1,943.25 |
1,921.50 |
| S2 |
1,912.75 |
1,912.75 |
1,939.25 |
|
| S3 |
1,869.75 |
1,887.00 |
1,935.50 |
|
| S4 |
1,826.75 |
1,844.00 |
1,923.50 |
|
|
| 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 |
1,981.50 |
1,805.75 |
175.75 |
9.0% |
65.00 |
3.3% |
81% |
True |
False |
526,804 |
| 10 |
2,047.00 |
1,730.25 |
316.75 |
16.3% |
76.00 |
3.9% |
69% |
False |
False |
444,455 |
| 20 |
2,058.75 |
1,730.25 |
328.50 |
16.9% |
53.75 |
2.8% |
66% |
False |
False |
384,572 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
16.9% |
37.75 |
1.9% |
66% |
False |
False |
306,496 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
16.9% |
32.50 |
1.7% |
66% |
False |
False |
221,156 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
18.0% |
33.25 |
1.7% |
68% |
False |
False |
166,000 |
| 100 |
2,058.75 |
1,708.50 |
350.25 |
18.0% |
31.00 |
1.6% |
68% |
False |
False |
132,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.25 |
|
2.618 |
2,094.00 |
|
1.618 |
2,051.00 |
|
1.000 |
2,024.50 |
|
0.618 |
2,008.00 |
|
HIGH |
1,981.50 |
|
0.618 |
1,965.00 |
|
0.500 |
1,960.00 |
|
0.382 |
1,955.00 |
|
LOW |
1,938.50 |
|
0.618 |
1,912.00 |
|
1.000 |
1,895.50 |
|
1.618 |
1,869.00 |
|
2.618 |
1,826.00 |
|
4.250 |
1,755.75 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.00 |
1,948.25 |
| PP |
1,955.75 |
1,948.00 |
| S1 |
1,951.50 |
1,947.50 |
|