| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,184.5 |
1,178.9 |
-5.6 |
-0.5% |
1,234.2 |
| High |
1,189.5 |
1,199.0 |
9.5 |
0.8% |
1,244.3 |
| Low |
1,168.0 |
1,178.6 |
10.6 |
0.9% |
1,168.0 |
| Close |
1,177.9 |
1,195.8 |
17.9 |
1.5% |
1,177.9 |
| Range |
21.5 |
20.4 |
-1.1 |
-5.1% |
76.3 |
| ATR |
22.7 |
22.6 |
-0.1 |
-0.5% |
0.0 |
| Volume |
31,246 |
28,510 |
-2,736 |
-8.8% |
124,808 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.3 |
1,244.5 |
1,207.0 |
|
| R3 |
1,231.9 |
1,224.1 |
1,201.4 |
|
| R2 |
1,211.5 |
1,211.5 |
1,199.5 |
|
| R1 |
1,203.7 |
1,203.7 |
1,197.7 |
1,207.6 |
| PP |
1,191.1 |
1,191.1 |
1,191.1 |
1,193.1 |
| S1 |
1,183.3 |
1,183.3 |
1,193.9 |
1,187.2 |
| S2 |
1,170.7 |
1,170.7 |
1,192.1 |
|
| S3 |
1,150.3 |
1,162.9 |
1,190.2 |
|
| S4 |
1,129.9 |
1,142.5 |
1,184.6 |
|
|
| 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 |
1,231.1 |
1,168.0 |
63.1 |
5.3% |
25.7 |
2.2% |
44% |
False |
False |
26,234 |
| 10 |
1,251.4 |
1,168.0 |
83.4 |
7.0% |
25.4 |
2.1% |
33% |
False |
False |
23,558 |
| 20 |
1,251.4 |
1,148.3 |
103.1 |
8.6% |
23.1 |
1.9% |
46% |
False |
False |
16,639 |
| 40 |
1,251.4 |
1,104.3 |
147.1 |
12.3% |
18.6 |
1.6% |
62% |
False |
False |
9,393 |
| 60 |
1,251.4 |
1,087.8 |
163.6 |
13.7% |
17.5 |
1.5% |
66% |
False |
False |
6,931 |
| 80 |
1,251.4 |
1,050.0 |
201.4 |
16.8% |
18.0 |
1.5% |
72% |
False |
False |
5,519 |
| 100 |
1,251.4 |
1,050.0 |
201.4 |
16.8% |
17.4 |
1.5% |
72% |
False |
False |
4,588 |
| 120 |
1,251.4 |
1,050.0 |
201.4 |
16.8% |
17.6 |
1.5% |
72% |
False |
False |
3,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,285.7 |
|
2.618 |
1,252.4 |
|
1.618 |
1,232.0 |
|
1.000 |
1,219.4 |
|
0.618 |
1,211.6 |
|
HIGH |
1,199.0 |
|
0.618 |
1,191.2 |
|
0.500 |
1,188.8 |
|
0.382 |
1,186.4 |
|
LOW |
1,178.6 |
|
0.618 |
1,166.0 |
|
1.000 |
1,158.2 |
|
1.618 |
1,145.6 |
|
2.618 |
1,125.2 |
|
4.250 |
1,091.9 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.5 |
1,191.8 |
| PP |
1,191.1 |
1,187.9 |
| S1 |
1,188.8 |
1,183.9 |
|