| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,205.3 |
1,234.8 |
29.5 |
2.4% |
1,180.9 |
| High |
1,236.5 |
1,251.0 |
14.5 |
1.2% |
1,216.1 |
| Low |
1,203.4 |
1,229.2 |
25.8 |
2.1% |
1,157.6 |
| Close |
1,222.1 |
1,244.9 |
22.8 |
1.9% |
1,212.2 |
| Range |
33.1 |
21.8 |
-11.3 |
-34.1% |
58.5 |
| ATR |
20.0 |
20.6 |
0.6 |
3.2% |
0.0 |
| Volume |
21,204 |
19,256 |
-1,948 |
-9.2% |
39,227 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.1 |
1,297.8 |
1,256.9 |
|
| R3 |
1,285.3 |
1,276.0 |
1,250.9 |
|
| R2 |
1,263.5 |
1,263.5 |
1,248.9 |
|
| R1 |
1,254.2 |
1,254.2 |
1,246.9 |
1,258.9 |
| PP |
1,241.7 |
1,241.7 |
1,241.7 |
1,244.0 |
| S1 |
1,232.4 |
1,232.4 |
1,242.9 |
1,237.1 |
| S2 |
1,219.9 |
1,219.9 |
1,240.9 |
|
| S3 |
1,198.1 |
1,210.6 |
1,238.9 |
|
| S4 |
1,176.3 |
1,188.8 |
1,232.9 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.8 |
1,350.0 |
1,244.4 |
|
| R3 |
1,312.3 |
1,291.5 |
1,228.3 |
|
| R2 |
1,253.8 |
1,253.8 |
1,222.9 |
|
| R1 |
1,233.0 |
1,233.0 |
1,217.6 |
1,243.4 |
| PP |
1,195.3 |
1,195.3 |
1,195.3 |
1,200.5 |
| S1 |
1,174.5 |
1,174.5 |
1,206.8 |
1,184.9 |
| S2 |
1,136.8 |
1,136.8 |
1,201.5 |
|
| S3 |
1,078.3 |
1,116.0 |
1,196.1 |
|
| S4 |
1,019.8 |
1,057.5 |
1,180.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,251.0 |
1,168.0 |
83.0 |
6.7% |
28.5 |
2.3% |
93% |
True |
False |
22,041 |
| 10 |
1,251.0 |
1,157.6 |
93.4 |
7.5% |
22.4 |
1.8% |
93% |
True |
False |
13,037 |
| 20 |
1,251.0 |
1,125.9 |
125.1 |
10.0% |
19.3 |
1.6% |
95% |
True |
False |
8,068 |
| 40 |
1,251.0 |
1,087.8 |
163.2 |
13.1% |
16.7 |
1.3% |
96% |
True |
False |
4,797 |
| 60 |
1,251.0 |
1,087.8 |
163.2 |
13.1% |
16.9 |
1.4% |
96% |
True |
False |
3,836 |
| 80 |
1,251.0 |
1,050.0 |
201.0 |
16.1% |
17.0 |
1.4% |
97% |
True |
False |
3,150 |
| 100 |
1,251.0 |
1,050.0 |
201.0 |
16.1% |
16.6 |
1.3% |
97% |
True |
False |
2,706 |
| 120 |
1,251.0 |
1,050.0 |
201.0 |
16.1% |
16.9 |
1.4% |
97% |
True |
False |
2,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,343.7 |
|
2.618 |
1,308.1 |
|
1.618 |
1,286.3 |
|
1.000 |
1,272.8 |
|
0.618 |
1,264.5 |
|
HIGH |
1,251.0 |
|
0.618 |
1,242.7 |
|
0.500 |
1,240.1 |
|
0.382 |
1,237.5 |
|
LOW |
1,229.2 |
|
0.618 |
1,215.7 |
|
1.000 |
1,207.4 |
|
1.618 |
1,193.9 |
|
2.618 |
1,172.1 |
|
4.250 |
1,136.6 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.3 |
1,236.2 |
| PP |
1,241.7 |
1,227.5 |
| S1 |
1,240.1 |
1,218.8 |
|