| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,226.2 |
1,194.3 |
-31.9 |
-2.6% |
1,208.0 |
| High |
1,229.7 |
1,199.8 |
-29.9 |
-2.4% |
1,251.4 |
| Low |
1,188.5 |
1,176.7 |
-11.8 |
-1.0% |
1,186.5 |
| Close |
1,194.9 |
1,190.4 |
-4.5 |
-0.4% |
1,229.6 |
| Range |
41.2 |
23.1 |
-18.1 |
-43.9% |
64.9 |
| ATR |
22.7 |
22.8 |
0.0 |
0.1% |
0.0 |
| Volume |
20,226 |
31,253 |
11,027 |
54.5% |
126,183 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.3 |
1,247.4 |
1,203.1 |
|
| R3 |
1,235.2 |
1,224.3 |
1,196.8 |
|
| R2 |
1,212.1 |
1,212.1 |
1,194.6 |
|
| R1 |
1,201.2 |
1,201.2 |
1,192.5 |
1,195.1 |
| PP |
1,189.0 |
1,189.0 |
1,189.0 |
1,185.9 |
| S1 |
1,178.1 |
1,178.1 |
1,188.3 |
1,172.0 |
| S2 |
1,165.9 |
1,165.9 |
1,186.2 |
|
| S3 |
1,142.8 |
1,155.0 |
1,184.0 |
|
| S4 |
1,119.7 |
1,131.9 |
1,177.7 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,417.2 |
1,388.3 |
1,265.3 |
|
| R3 |
1,352.3 |
1,323.4 |
1,247.4 |
|
| R2 |
1,287.4 |
1,287.4 |
1,241.5 |
|
| R1 |
1,258.5 |
1,258.5 |
1,235.5 |
1,273.0 |
| PP |
1,222.5 |
1,222.5 |
1,222.5 |
1,229.7 |
| S1 |
1,193.6 |
1,193.6 |
1,223.7 |
1,208.1 |
| S2 |
1,157.6 |
1,157.6 |
1,217.7 |
|
| S3 |
1,092.7 |
1,128.7 |
1,211.8 |
|
| S4 |
1,027.8 |
1,063.8 |
1,193.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,251.4 |
1,176.7 |
74.7 |
6.3% |
28.3 |
2.4% |
18% |
False |
True |
23,208 |
| 10 |
1,251.4 |
1,176.7 |
74.7 |
6.3% |
25.5 |
2.1% |
18% |
False |
True |
23,481 |
| 20 |
1,251.4 |
1,137.0 |
114.4 |
9.6% |
22.6 |
1.9% |
47% |
False |
False |
13,970 |
| 40 |
1,251.4 |
1,088.5 |
162.9 |
13.7% |
18.3 |
1.5% |
63% |
False |
False |
7,949 |
| 60 |
1,251.4 |
1,087.8 |
163.6 |
13.7% |
17.4 |
1.5% |
63% |
False |
False |
5,966 |
| 80 |
1,251.4 |
1,050.0 |
201.4 |
16.9% |
17.8 |
1.5% |
70% |
False |
False |
4,778 |
| 100 |
1,251.4 |
1,050.0 |
201.4 |
16.9% |
17.1 |
1.4% |
70% |
False |
False |
4,002 |
| 120 |
1,251.4 |
1,050.0 |
201.4 |
16.9% |
17.7 |
1.5% |
70% |
False |
False |
3,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,298.0 |
|
2.618 |
1,260.3 |
|
1.618 |
1,237.2 |
|
1.000 |
1,222.9 |
|
0.618 |
1,214.1 |
|
HIGH |
1,199.8 |
|
0.618 |
1,191.0 |
|
0.500 |
1,188.3 |
|
0.382 |
1,185.5 |
|
LOW |
1,176.7 |
|
0.618 |
1,162.4 |
|
1.000 |
1,153.6 |
|
1.618 |
1,139.3 |
|
2.618 |
1,116.2 |
|
4.250 |
1,078.5 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,189.7 |
1,203.9 |
| PP |
1,189.0 |
1,199.4 |
| S1 |
1,188.3 |
1,194.9 |
|