| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
5,162.0 |
5,030.0 |
-132.0 |
-2.6% |
5,207.0 |
| High |
5,216.5 |
5,086.5 |
-130.0 |
-2.5% |
5,322.0 |
| Low |
4,980.5 |
4,940.0 |
-40.5 |
-0.8% |
4,940.0 |
| Close |
5,063.0 |
5,039.0 |
-24.0 |
-0.5% |
5,039.0 |
| Range |
236.0 |
146.5 |
-89.5 |
-37.9% |
382.0 |
| ATR |
149.8 |
149.5 |
-0.2 |
-0.2% |
0.0 |
| Volume |
197,568 |
226,810 |
29,242 |
14.8% |
871,960 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,461.5 |
5,396.5 |
5,119.5 |
|
| R3 |
5,315.0 |
5,250.0 |
5,079.5 |
|
| R2 |
5,168.5 |
5,168.5 |
5,066.0 |
|
| R1 |
5,103.5 |
5,103.5 |
5,052.5 |
5,136.0 |
| PP |
5,022.0 |
5,022.0 |
5,022.0 |
5,038.0 |
| S1 |
4,957.0 |
4,957.0 |
5,025.5 |
4,989.5 |
| S2 |
4,875.5 |
4,875.5 |
5,012.0 |
|
| S3 |
4,729.0 |
4,810.5 |
4,998.5 |
|
| S4 |
4,582.5 |
4,664.0 |
4,958.5 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,246.5 |
6,024.5 |
5,249.0 |
|
| R3 |
5,864.5 |
5,642.5 |
5,144.0 |
|
| R2 |
5,482.5 |
5,482.5 |
5,109.0 |
|
| R1 |
5,260.5 |
5,260.5 |
5,074.0 |
5,180.5 |
| PP |
5,100.5 |
5,100.5 |
5,100.5 |
5,060.0 |
| S1 |
4,878.5 |
4,878.5 |
5,004.0 |
4,798.5 |
| S2 |
4,718.5 |
4,718.5 |
4,969.0 |
|
| S3 |
4,336.5 |
4,496.5 |
4,934.0 |
|
| S4 |
3,954.5 |
4,114.5 |
4,829.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,322.0 |
4,940.0 |
382.0 |
7.6% |
153.5 |
3.1% |
26% |
False |
True |
174,392 |
| 10 |
5,432.0 |
4,940.0 |
492.0 |
9.8% |
143.0 |
2.8% |
20% |
False |
True |
197,433 |
| 20 |
5,761.0 |
4,801.0 |
960.0 |
19.1% |
160.0 |
3.2% |
25% |
False |
False |
169,146 |
| 40 |
5,800.0 |
4,801.0 |
999.0 |
19.8% |
111.0 |
2.2% |
24% |
False |
False |
132,777 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
19.8% |
92.5 |
1.8% |
24% |
False |
False |
108,621 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
19.8% |
84.5 |
1.7% |
24% |
False |
False |
81,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,709.0 |
|
2.618 |
5,470.0 |
|
1.618 |
5,323.5 |
|
1.000 |
5,233.0 |
|
0.618 |
5,177.0 |
|
HIGH |
5,086.5 |
|
0.618 |
5,030.5 |
|
0.500 |
5,013.0 |
|
0.382 |
4,996.0 |
|
LOW |
4,940.0 |
|
0.618 |
4,849.5 |
|
1.000 |
4,793.5 |
|
1.618 |
4,703.0 |
|
2.618 |
4,556.5 |
|
4.250 |
4,317.5 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,030.5 |
5,096.0 |
| PP |
5,022.0 |
5,077.0 |
| S1 |
5,013.0 |
5,058.0 |
|