| 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 |
6,025.0 |
6,225.0 |
200.0 |
3.3% |
6,112.5 |
| High |
6,226.0 |
6,280.0 |
54.0 |
0.9% |
6,207.5 |
| Low |
6,006.5 |
6,200.0 |
193.5 |
3.2% |
5,557.0 |
| Close |
6,196.0 |
6,258.5 |
62.5 |
1.0% |
5,722.0 |
| Range |
219.5 |
80.0 |
-139.5 |
-63.6% |
650.5 |
| ATR |
161.9 |
156.3 |
-5.6 |
-3.4% |
0.0 |
| Volume |
244,323 |
151,201 |
-93,122 |
-38.1% |
1,395,948 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,486.2 |
6,452.3 |
6,302.5 |
|
| R3 |
6,406.2 |
6,372.3 |
6,280.5 |
|
| R2 |
6,326.2 |
6,326.2 |
6,273.2 |
|
| R1 |
6,292.3 |
6,292.3 |
6,265.8 |
6,309.3 |
| PP |
6,246.2 |
6,246.2 |
6,246.2 |
6,254.6 |
| S1 |
6,212.3 |
6,212.3 |
6,251.2 |
6,229.3 |
| S2 |
6,166.2 |
6,166.2 |
6,243.8 |
|
| S3 |
6,086.2 |
6,132.3 |
6,236.5 |
|
| S4 |
6,006.2 |
6,052.3 |
6,214.5 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,780.3 |
7,401.7 |
6,079.8 |
|
| R3 |
7,129.8 |
6,751.2 |
5,900.9 |
|
| R2 |
6,479.3 |
6,479.3 |
5,841.3 |
|
| R1 |
6,100.7 |
6,100.7 |
5,781.6 |
5,964.8 |
| PP |
5,828.8 |
5,828.8 |
5,828.8 |
5,760.9 |
| S1 |
5,450.2 |
5,450.2 |
5,662.4 |
5,314.3 |
| S2 |
5,178.3 |
5,178.3 |
5,602.7 |
|
| S3 |
4,527.8 |
4,799.7 |
5,543.1 |
|
| S4 |
3,877.3 |
4,149.2 |
5,364.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,280.0 |
5,659.0 |
621.0 |
9.9% |
180.6 |
2.9% |
97% |
True |
False |
257,665 |
| 10 |
6,280.0 |
5,557.0 |
723.0 |
11.6% |
191.4 |
3.1% |
97% |
True |
False |
247,041 |
| 20 |
6,347.0 |
5,557.0 |
790.0 |
12.6% |
153.2 |
2.4% |
89% |
False |
False |
223,205 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
12.6% |
109.3 |
1.7% |
89% |
False |
False |
173,032 |
| 60 |
6,347.0 |
5,527.0 |
820.0 |
13.1% |
98.0 |
1.6% |
89% |
False |
False |
117,567 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
15.1% |
102.8 |
1.6% |
91% |
False |
False |
88,295 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.1% |
95.8 |
1.5% |
91% |
False |
False |
70,751 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.1% |
93.7 |
1.5% |
91% |
False |
False |
59,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,620.0 |
|
2.618 |
6,489.4 |
|
1.618 |
6,409.4 |
|
1.000 |
6,360.0 |
|
0.618 |
6,329.4 |
|
HIGH |
6,280.0 |
|
0.618 |
6,249.4 |
|
0.500 |
6,240.0 |
|
0.382 |
6,230.6 |
|
LOW |
6,200.0 |
|
0.618 |
6,150.6 |
|
1.000 |
6,120.0 |
|
1.618 |
6,070.6 |
|
2.618 |
5,990.6 |
|
4.250 |
5,860.0 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,252.3 |
6,204.3 |
| PP |
6,246.2 |
6,150.2 |
| S1 |
6,240.0 |
6,096.0 |
|