| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,788.25 |
1,862.25 |
74.00 |
4.1% |
1,821.25 |
| High |
1,864.50 |
1,874.25 |
9.75 |
0.5% |
1,874.25 |
| Low |
1,781.75 |
1,835.50 |
53.75 |
3.0% |
1,754.25 |
| Close |
1,863.75 |
1,852.00 |
-11.75 |
-0.6% |
1,852.00 |
| Range |
82.75 |
38.75 |
-44.00 |
-53.2% |
120.00 |
| ATR |
58.54 |
57.13 |
-1.41 |
-2.4% |
0.00 |
| Volume |
391,061 |
326,868 |
-64,193 |
-16.4% |
1,976,757 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.25 |
1,949.75 |
1,873.25 |
|
| R3 |
1,931.50 |
1,911.00 |
1,862.75 |
|
| R2 |
1,892.75 |
1,892.75 |
1,859.00 |
|
| R1 |
1,872.25 |
1,872.25 |
1,855.50 |
1,863.00 |
| PP |
1,854.00 |
1,854.00 |
1,854.00 |
1,849.25 |
| S1 |
1,833.50 |
1,833.50 |
1,848.50 |
1,824.50 |
| S2 |
1,815.25 |
1,815.25 |
1,845.00 |
|
| S3 |
1,776.50 |
1,794.75 |
1,841.25 |
|
| S4 |
1,737.75 |
1,756.00 |
1,830.75 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.75 |
2,139.50 |
1,918.00 |
|
| R3 |
2,066.75 |
2,019.50 |
1,885.00 |
|
| R2 |
1,946.75 |
1,946.75 |
1,874.00 |
|
| R1 |
1,899.50 |
1,899.50 |
1,863.00 |
1,923.00 |
| PP |
1,826.75 |
1,826.75 |
1,826.75 |
1,838.75 |
| S1 |
1,779.50 |
1,779.50 |
1,841.00 |
1,803.00 |
| S2 |
1,706.75 |
1,706.75 |
1,830.00 |
|
| S3 |
1,586.75 |
1,659.50 |
1,819.00 |
|
| S4 |
1,466.75 |
1,539.50 |
1,786.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,874.25 |
1,754.25 |
120.00 |
6.5% |
58.25 |
3.2% |
81% |
True |
False |
395,351 |
| 10 |
1,932.00 |
1,754.25 |
177.75 |
9.6% |
59.00 |
3.2% |
55% |
False |
False |
420,582 |
| 20 |
2,038.00 |
1,730.25 |
307.75 |
16.6% |
68.50 |
3.7% |
40% |
False |
False |
434,259 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
17.7% |
47.75 |
2.6% |
37% |
False |
False |
349,195 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
17.7% |
39.00 |
2.1% |
37% |
False |
False |
296,624 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
18.9% |
36.25 |
2.0% |
41% |
False |
False |
222,613 |
| 100 |
2,058.75 |
1,708.50 |
350.25 |
18.9% |
35.50 |
1.9% |
41% |
False |
False |
178,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,039.00 |
|
2.618 |
1,975.75 |
|
1.618 |
1,937.00 |
|
1.000 |
1,913.00 |
|
0.618 |
1,898.25 |
|
HIGH |
1,874.25 |
|
0.618 |
1,859.50 |
|
0.500 |
1,855.00 |
|
0.382 |
1,850.25 |
|
LOW |
1,835.50 |
|
0.618 |
1,811.50 |
|
1.000 |
1,796.75 |
|
1.618 |
1,772.75 |
|
2.618 |
1,734.00 |
|
4.250 |
1,670.75 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,855.00 |
1,844.00 |
| PP |
1,854.00 |
1,836.00 |
| S1 |
1,853.00 |
1,828.00 |
|