| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4,990.5 |
5,065.5 |
75.0 |
1.5% |
5,207.0 |
| High |
5,084.0 |
5,220.0 |
136.0 |
2.7% |
5,322.0 |
| Low |
4,962.0 |
5,058.0 |
96.0 |
1.9% |
4,940.0 |
| Close |
5,018.0 |
5,179.5 |
161.5 |
3.2% |
5,039.0 |
| Range |
122.0 |
162.0 |
40.0 |
32.8% |
382.0 |
| ATR |
147.2 |
151.1 |
3.9 |
2.7% |
0.0 |
| Volume |
179,009 |
155,920 |
-23,089 |
-12.9% |
871,960 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,638.5 |
5,571.0 |
5,268.5 |
|
| R3 |
5,476.5 |
5,409.0 |
5,224.0 |
|
| R2 |
5,314.5 |
5,314.5 |
5,209.0 |
|
| R1 |
5,247.0 |
5,247.0 |
5,194.5 |
5,281.0 |
| PP |
5,152.5 |
5,152.5 |
5,152.5 |
5,169.5 |
| S1 |
5,085.0 |
5,085.0 |
5,164.5 |
5,119.0 |
| S2 |
4,990.5 |
4,990.5 |
5,150.0 |
|
| S3 |
4,828.5 |
4,923.0 |
5,135.0 |
|
| S4 |
4,666.5 |
4,761.0 |
5,090.5 |
|
|
| 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 |
5,220.0 |
4,883.5 |
336.5 |
6.5% |
129.5 |
2.5% |
88% |
True |
False |
188,852 |
| 10 |
5,391.0 |
4,883.5 |
507.5 |
9.8% |
144.5 |
2.8% |
58% |
False |
False |
171,368 |
| 20 |
5,607.0 |
4,801.0 |
806.0 |
15.6% |
160.5 |
3.1% |
47% |
False |
False |
181,083 |
| 40 |
5,800.0 |
4,801.0 |
999.0 |
19.3% |
118.0 |
2.3% |
38% |
False |
False |
140,319 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
19.3% |
96.5 |
1.9% |
38% |
False |
False |
120,571 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
19.3% |
87.5 |
1.7% |
38% |
False |
False |
90,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,908.5 |
|
2.618 |
5,644.0 |
|
1.618 |
5,482.0 |
|
1.000 |
5,382.0 |
|
0.618 |
5,320.0 |
|
HIGH |
5,220.0 |
|
0.618 |
5,158.0 |
|
0.500 |
5,139.0 |
|
0.382 |
5,120.0 |
|
LOW |
5,058.0 |
|
0.618 |
4,958.0 |
|
1.000 |
4,896.0 |
|
1.618 |
4,796.0 |
|
2.618 |
4,634.0 |
|
4.250 |
4,369.5 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,166.0 |
5,137.0 |
| PP |
5,152.5 |
5,094.5 |
| S1 |
5,139.0 |
5,052.0 |
|