| 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 |
1,194.3 |
1,184.5 |
-9.8 |
-0.8% |
1,234.2 |
| High |
1,199.8 |
1,189.5 |
-10.3 |
-0.9% |
1,244.3 |
| Low |
1,176.7 |
1,168.0 |
-8.7 |
-0.7% |
1,168.0 |
| Close |
1,190.4 |
1,177.9 |
-12.5 |
-1.1% |
1,177.9 |
| Range |
23.1 |
21.5 |
-1.6 |
-6.9% |
76.3 |
| ATR |
22.8 |
22.7 |
0.0 |
-0.1% |
0.0 |
| Volume |
31,253 |
31,246 |
-7 |
0.0% |
124,808 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,243.0 |
1,231.9 |
1,189.7 |
|
| R3 |
1,221.5 |
1,210.4 |
1,183.8 |
|
| R2 |
1,200.0 |
1,200.0 |
1,181.8 |
|
| R1 |
1,188.9 |
1,188.9 |
1,179.9 |
1,183.7 |
| PP |
1,178.5 |
1,178.5 |
1,178.5 |
1,175.9 |
| S1 |
1,167.4 |
1,167.4 |
1,175.9 |
1,162.2 |
| S2 |
1,157.0 |
1,157.0 |
1,174.0 |
|
| S3 |
1,135.5 |
1,145.9 |
1,172.0 |
|
| S4 |
1,114.0 |
1,124.4 |
1,166.1 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.6 |
1,378.1 |
1,219.9 |
|
| R3 |
1,349.3 |
1,301.8 |
1,198.9 |
|
| R2 |
1,273.0 |
1,273.0 |
1,191.9 |
|
| R1 |
1,225.5 |
1,225.5 |
1,184.9 |
1,211.1 |
| PP |
1,196.7 |
1,196.7 |
1,196.7 |
1,189.6 |
| S1 |
1,149.2 |
1,149.2 |
1,170.9 |
1,134.8 |
| S2 |
1,120.4 |
1,120.4 |
1,163.9 |
|
| S3 |
1,044.1 |
1,072.9 |
1,156.9 |
|
| S4 |
967.8 |
996.6 |
1,135.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,244.3 |
1,168.0 |
76.3 |
6.5% |
26.3 |
2.2% |
13% |
False |
True |
24,961 |
| 10 |
1,251.4 |
1,168.0 |
83.4 |
7.1% |
25.5 |
2.2% |
12% |
False |
True |
25,099 |
| 20 |
1,251.4 |
1,148.3 |
103.1 |
8.8% |
22.5 |
1.9% |
29% |
False |
False |
15,415 |
| 40 |
1,251.4 |
1,091.0 |
160.4 |
13.6% |
18.6 |
1.6% |
54% |
False |
False |
8,707 |
| 60 |
1,251.4 |
1,087.8 |
163.6 |
13.9% |
17.4 |
1.5% |
55% |
False |
False |
6,472 |
| 80 |
1,251.4 |
1,050.0 |
201.4 |
17.1% |
17.8 |
1.5% |
64% |
False |
False |
5,166 |
| 100 |
1,251.4 |
1,050.0 |
201.4 |
17.1% |
17.3 |
1.5% |
64% |
False |
False |
4,303 |
| 120 |
1,251.4 |
1,050.0 |
201.4 |
17.1% |
17.5 |
1.5% |
64% |
False |
False |
3,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.9 |
|
2.618 |
1,245.8 |
|
1.618 |
1,224.3 |
|
1.000 |
1,211.0 |
|
0.618 |
1,202.8 |
|
HIGH |
1,189.5 |
|
0.618 |
1,181.3 |
|
0.500 |
1,178.8 |
|
0.382 |
1,176.2 |
|
LOW |
1,168.0 |
|
0.618 |
1,154.7 |
|
1.000 |
1,146.5 |
|
1.618 |
1,133.2 |
|
2.618 |
1,111.7 |
|
4.250 |
1,076.6 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,178.8 |
1,198.9 |
| PP |
1,178.5 |
1,191.9 |
| S1 |
1,178.2 |
1,184.9 |
|