| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,178.9 |
1,194.0 |
15.1 |
1.3% |
1,234.2 |
| High |
1,199.0 |
1,206.3 |
7.3 |
0.6% |
1,244.3 |
| Low |
1,178.6 |
1,186.9 |
8.3 |
0.7% |
1,168.0 |
| Close |
1,195.8 |
1,199.8 |
4.0 |
0.3% |
1,177.9 |
| Range |
20.4 |
19.4 |
-1.0 |
-4.9% |
76.3 |
| ATR |
22.6 |
22.4 |
-0.2 |
-1.0% |
0.0 |
| Volume |
28,510 |
92,394 |
63,884 |
224.1% |
124,808 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.9 |
1,247.2 |
1,210.5 |
|
| R3 |
1,236.5 |
1,227.8 |
1,205.1 |
|
| R2 |
1,217.1 |
1,217.1 |
1,203.4 |
|
| R1 |
1,208.4 |
1,208.4 |
1,201.6 |
1,212.8 |
| PP |
1,197.7 |
1,197.7 |
1,197.7 |
1,199.8 |
| S1 |
1,189.0 |
1,189.0 |
1,198.0 |
1,193.4 |
| S2 |
1,178.3 |
1,178.3 |
1,196.2 |
|
| S3 |
1,158.9 |
1,169.6 |
1,194.5 |
|
| S4 |
1,139.5 |
1,150.2 |
1,189.1 |
|
|
| 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 |
1,229.7 |
1,168.0 |
61.7 |
5.1% |
25.1 |
2.1% |
52% |
False |
False |
40,725 |
| 10 |
1,251.4 |
1,168.0 |
83.4 |
7.0% |
24.1 |
2.0% |
38% |
False |
False |
30,677 |
| 20 |
1,251.4 |
1,157.6 |
93.8 |
7.8% |
22.8 |
1.9% |
45% |
False |
False |
21,128 |
| 40 |
1,251.4 |
1,104.3 |
147.1 |
12.3% |
18.8 |
1.6% |
65% |
False |
False |
11,658 |
| 60 |
1,251.4 |
1,087.8 |
163.6 |
13.6% |
17.7 |
1.5% |
68% |
False |
False |
8,446 |
| 80 |
1,251.4 |
1,050.0 |
201.4 |
16.8% |
18.1 |
1.5% |
74% |
False |
False |
6,671 |
| 100 |
1,251.4 |
1,050.0 |
201.4 |
16.8% |
17.5 |
1.5% |
74% |
False |
False |
5,509 |
| 120 |
1,251.4 |
1,050.0 |
201.4 |
16.8% |
17.6 |
1.5% |
74% |
False |
False |
4,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,288.8 |
|
2.618 |
1,257.1 |
|
1.618 |
1,237.7 |
|
1.000 |
1,225.7 |
|
0.618 |
1,218.3 |
|
HIGH |
1,206.3 |
|
0.618 |
1,198.9 |
|
0.500 |
1,196.6 |
|
0.382 |
1,194.3 |
|
LOW |
1,186.9 |
|
0.618 |
1,174.9 |
|
1.000 |
1,167.5 |
|
1.618 |
1,155.5 |
|
2.618 |
1,136.1 |
|
4.250 |
1,104.5 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.7 |
1,195.6 |
| PP |
1,197.7 |
1,191.4 |
| S1 |
1,196.6 |
1,187.2 |
|