| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
5,658.5 |
5,722.0 |
63.5 |
1.1% |
5,997.5 |
| High |
5,749.0 |
5,830.0 |
81.0 |
1.4% |
6,187.0 |
| Low |
5,608.0 |
5,695.5 |
87.5 |
1.6% |
5,688.0 |
| Close |
5,682.5 |
5,763.0 |
80.5 |
1.4% |
5,823.0 |
| Range |
141.0 |
134.5 |
-6.5 |
-4.6% |
499.0 |
| ATR |
170.8 |
169.1 |
-1.7 |
-1.0% |
0.0 |
| Volume |
232,558 |
190,581 |
-41,977 |
-18.1% |
1,347,967 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,166.3 |
6,099.2 |
5,837.0 |
|
| R3 |
6,031.8 |
5,964.7 |
5,800.0 |
|
| R2 |
5,897.3 |
5,897.3 |
5,787.7 |
|
| R1 |
5,830.2 |
5,830.2 |
5,775.3 |
5,863.8 |
| PP |
5,762.8 |
5,762.8 |
5,762.8 |
5,779.6 |
| S1 |
5,695.7 |
5,695.7 |
5,750.7 |
5,729.3 |
| S2 |
5,628.3 |
5,628.3 |
5,738.3 |
|
| S3 |
5,493.8 |
5,561.2 |
5,726.0 |
|
| S4 |
5,359.3 |
5,426.7 |
5,689.0 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,396.3 |
7,108.7 |
6,097.5 |
|
| R3 |
6,897.3 |
6,609.7 |
5,960.2 |
|
| R2 |
6,398.3 |
6,398.3 |
5,914.5 |
|
| R1 |
6,110.7 |
6,110.7 |
5,868.7 |
6,005.0 |
| PP |
5,899.3 |
5,899.3 |
5,899.3 |
5,846.5 |
| S1 |
5,611.7 |
5,611.7 |
5,777.3 |
5,506.0 |
| S2 |
5,400.3 |
5,400.3 |
5,731.5 |
|
| S3 |
4,901.3 |
5,112.7 |
5,685.8 |
|
| S4 |
4,402.3 |
4,613.7 |
5,548.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,047.5 |
5,608.0 |
439.5 |
7.6% |
173.0 |
3.0% |
35% |
False |
False |
232,872 |
| 10 |
6,280.0 |
5,608.0 |
672.0 |
11.7% |
160.1 |
2.8% |
23% |
False |
False |
231,839 |
| 20 |
6,280.0 |
5,557.0 |
723.0 |
12.5% |
176.2 |
3.1% |
28% |
False |
False |
240,474 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
13.7% |
132.0 |
2.3% |
26% |
False |
False |
198,945 |
| 60 |
6,347.0 |
5,557.0 |
790.0 |
13.7% |
109.7 |
1.9% |
26% |
False |
False |
153,607 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
16.4% |
106.6 |
1.8% |
38% |
False |
False |
115,341 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
16.4% |
106.1 |
1.8% |
38% |
False |
False |
92,351 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
16.4% |
100.3 |
1.7% |
38% |
False |
False |
77,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,401.6 |
|
2.618 |
6,182.1 |
|
1.618 |
6,047.6 |
|
1.000 |
5,964.5 |
|
0.618 |
5,913.1 |
|
HIGH |
5,830.0 |
|
0.618 |
5,778.6 |
|
0.500 |
5,762.8 |
|
0.382 |
5,746.9 |
|
LOW |
5,695.5 |
|
0.618 |
5,612.4 |
|
1.000 |
5,561.0 |
|
1.618 |
5,477.9 |
|
2.618 |
5,343.4 |
|
4.250 |
5,123.9 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,762.9 |
5,755.4 |
| PP |
5,762.8 |
5,747.8 |
| S1 |
5,762.8 |
5,740.3 |
|