| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,232.0 |
1,223.9 |
-8.1 |
-0.7% |
1,207.0 |
| High |
1,242.8 |
1,229.6 |
-13.2 |
-1.1% |
1,249.7 |
| Low |
1,219.1 |
1,206.6 |
-12.5 |
-1.0% |
1,184.4 |
| Close |
1,228.1 |
1,214.6 |
-13.5 |
-1.1% |
1,227.8 |
| Range |
23.7 |
23.0 |
-0.7 |
-3.0% |
65.3 |
| ATR |
21.6 |
21.7 |
0.1 |
0.5% |
0.0 |
| Volume |
242,404 |
166,751 |
-75,653 |
-31.2% |
1,008,053 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.9 |
1,273.3 |
1,227.3 |
|
| R3 |
1,262.9 |
1,250.3 |
1,220.9 |
|
| R2 |
1,239.9 |
1,239.9 |
1,218.8 |
|
| R1 |
1,227.3 |
1,227.3 |
1,216.7 |
1,222.1 |
| PP |
1,216.9 |
1,216.9 |
1,216.9 |
1,214.4 |
| S1 |
1,204.3 |
1,204.3 |
1,212.5 |
1,199.1 |
| S2 |
1,193.9 |
1,193.9 |
1,210.4 |
|
| S3 |
1,170.9 |
1,181.3 |
1,208.3 |
|
| S4 |
1,147.9 |
1,158.3 |
1,202.0 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.5 |
1,387.5 |
1,263.7 |
|
| R3 |
1,351.2 |
1,322.2 |
1,245.8 |
|
| R2 |
1,285.9 |
1,285.9 |
1,239.8 |
|
| R1 |
1,256.9 |
1,256.9 |
1,233.8 |
1,271.4 |
| PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,227.9 |
| S1 |
1,191.6 |
1,191.6 |
1,221.8 |
1,206.1 |
| S2 |
1,155.3 |
1,155.3 |
1,215.8 |
|
| S3 |
1,090.0 |
1,126.3 |
1,209.8 |
|
| S4 |
1,024.7 |
1,061.0 |
1,191.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,249.7 |
1,206.6 |
43.1 |
3.5% |
23.4 |
1.9% |
19% |
False |
True |
197,054 |
| 10 |
1,249.7 |
1,156.2 |
93.5 |
7.7% |
25.6 |
2.1% |
62% |
False |
False |
205,913 |
| 20 |
1,249.7 |
1,132.0 |
117.7 |
9.7% |
21.1 |
1.7% |
70% |
False |
False |
166,569 |
| 40 |
1,249.7 |
1,086.1 |
163.6 |
13.5% |
18.3 |
1.5% |
79% |
False |
False |
134,375 |
| 60 |
1,249.7 |
1,086.1 |
163.6 |
13.5% |
17.9 |
1.5% |
79% |
False |
False |
93,914 |
| 80 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.0 |
1.6% |
83% |
False |
False |
71,436 |
| 100 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
18.8 |
1.5% |
83% |
False |
False |
57,830 |
| 120 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
20.3 |
1.7% |
83% |
False |
False |
48,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,327.4 |
|
2.618 |
1,289.8 |
|
1.618 |
1,266.8 |
|
1.000 |
1,252.6 |
|
0.618 |
1,243.8 |
|
HIGH |
1,229.6 |
|
0.618 |
1,220.8 |
|
0.500 |
1,218.1 |
|
0.382 |
1,215.4 |
|
LOW |
1,206.6 |
|
0.618 |
1,192.4 |
|
1.000 |
1,183.6 |
|
1.618 |
1,169.4 |
|
2.618 |
1,146.4 |
|
4.250 |
1,108.9 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,218.1 |
1,228.2 |
| PP |
1,216.9 |
1,223.6 |
| S1 |
1,215.8 |
1,219.1 |
|