| 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 |
5,752.5 |
5,949.0 |
196.5 |
3.4% |
5,818.5 |
| High |
5,974.0 |
5,982.0 |
8.0 |
0.1% |
5,982.0 |
| Low |
5,752.0 |
5,890.5 |
138.5 |
2.4% |
5,608.0 |
| Close |
5,948.5 |
5,942.5 |
-6.0 |
-0.1% |
5,942.5 |
| Range |
222.0 |
91.5 |
-130.5 |
-58.8% |
374.0 |
| ATR |
172.9 |
167.1 |
-5.8 |
-3.4% |
0.0 |
| Volume |
211,678 |
143,921 |
-67,757 |
-32.0% |
925,322 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,212.8 |
6,169.2 |
5,992.8 |
|
| R3 |
6,121.3 |
6,077.7 |
5,967.7 |
|
| R2 |
6,029.8 |
6,029.8 |
5,959.3 |
|
| R1 |
5,986.2 |
5,986.2 |
5,950.9 |
5,962.3 |
| PP |
5,938.3 |
5,938.3 |
5,938.3 |
5,926.4 |
| S1 |
5,894.7 |
5,894.7 |
5,934.1 |
5,870.8 |
| S2 |
5,846.8 |
5,846.8 |
5,925.7 |
|
| S3 |
5,755.3 |
5,803.2 |
5,917.3 |
|
| S4 |
5,663.8 |
5,711.7 |
5,892.2 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,966.2 |
6,828.3 |
6,148.2 |
|
| R3 |
6,592.2 |
6,454.3 |
6,045.4 |
|
| R2 |
6,218.2 |
6,218.2 |
6,011.1 |
|
| R1 |
6,080.3 |
6,080.3 |
5,976.8 |
6,149.3 |
| PP |
5,844.2 |
5,844.2 |
5,844.2 |
5,878.6 |
| S1 |
5,706.3 |
5,706.3 |
5,908.2 |
5,775.3 |
| S2 |
5,470.2 |
5,470.2 |
5,873.9 |
|
| S3 |
5,096.2 |
5,332.3 |
5,839.7 |
|
| S4 |
4,722.2 |
4,958.3 |
5,736.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,982.0 |
5,608.0 |
374.0 |
6.3% |
145.6 |
2.5% |
89% |
True |
False |
185,064 |
| 10 |
6,187.0 |
5,608.0 |
579.0 |
9.7% |
161.2 |
2.7% |
58% |
False |
False |
227,328 |
| 20 |
6,280.0 |
5,557.0 |
723.0 |
12.2% |
181.0 |
3.0% |
53% |
False |
False |
239,883 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
13.3% |
136.5 |
2.3% |
49% |
False |
False |
201,603 |
| 60 |
6,347.0 |
5,557.0 |
790.0 |
13.3% |
112.6 |
1.9% |
49% |
False |
False |
159,517 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
108.3 |
1.8% |
57% |
False |
False |
119,781 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
108.4 |
1.8% |
57% |
False |
False |
95,904 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
101.4 |
1.7% |
57% |
False |
False |
80,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,370.9 |
|
2.618 |
6,221.5 |
|
1.618 |
6,130.0 |
|
1.000 |
6,073.5 |
|
0.618 |
6,038.5 |
|
HIGH |
5,982.0 |
|
0.618 |
5,947.0 |
|
0.500 |
5,936.3 |
|
0.382 |
5,925.5 |
|
LOW |
5,890.5 |
|
0.618 |
5,834.0 |
|
1.000 |
5,799.0 |
|
1.618 |
5,742.5 |
|
2.618 |
5,651.0 |
|
4.250 |
5,501.6 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,940.4 |
5,907.9 |
| PP |
5,938.3 |
5,873.3 |
| S1 |
5,936.3 |
5,838.8 |
|