| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,205.0 |
1,213.5 |
8.5 |
0.7% |
1,234.2 |
| High |
1,218.7 |
1,220.6 |
1.9 |
0.2% |
1,244.3 |
| Low |
1,202.7 |
1,207.4 |
4.7 |
0.4% |
1,168.0 |
| Close |
1,215.3 |
1,214.4 |
-0.9 |
-0.1% |
1,177.9 |
| Range |
16.0 |
13.2 |
-2.8 |
-17.5% |
76.3 |
| ATR |
22.1 |
21.5 |
-0.6 |
-2.9% |
0.0 |
| Volume |
95,515 |
155,669 |
60,154 |
63.0% |
124,808 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.7 |
1,247.3 |
1,221.7 |
|
| R3 |
1,240.5 |
1,234.1 |
1,218.0 |
|
| R2 |
1,227.3 |
1,227.3 |
1,216.8 |
|
| R1 |
1,220.9 |
1,220.9 |
1,215.6 |
1,224.1 |
| PP |
1,214.1 |
1,214.1 |
1,214.1 |
1,215.8 |
| S1 |
1,207.7 |
1,207.7 |
1,213.2 |
1,210.9 |
| S2 |
1,200.9 |
1,200.9 |
1,212.0 |
|
| S3 |
1,187.7 |
1,194.5 |
1,210.8 |
|
| S4 |
1,174.5 |
1,181.3 |
1,207.1 |
|
|
| 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 |
1,220.6 |
1,168.0 |
52.6 |
4.3% |
18.1 |
1.5% |
88% |
True |
False |
80,666 |
| 10 |
1,251.4 |
1,168.0 |
83.4 |
6.9% |
23.2 |
1.9% |
56% |
False |
False |
51,937 |
| 20 |
1,251.4 |
1,157.6 |
93.8 |
7.7% |
23.1 |
1.9% |
61% |
False |
False |
33,275 |
| 40 |
1,251.4 |
1,114.0 |
137.4 |
11.3% |
18.9 |
1.6% |
73% |
False |
False |
17,874 |
| 60 |
1,251.4 |
1,087.8 |
163.6 |
13.5% |
17.6 |
1.4% |
77% |
False |
False |
12,570 |
| 80 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
18.1 |
1.5% |
82% |
False |
False |
9,802 |
| 100 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.5 |
1.4% |
82% |
False |
False |
8,011 |
| 120 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.5 |
1.4% |
82% |
False |
False |
6,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,276.7 |
|
2.618 |
1,255.2 |
|
1.618 |
1,242.0 |
|
1.000 |
1,233.8 |
|
0.618 |
1,228.8 |
|
HIGH |
1,220.6 |
|
0.618 |
1,215.6 |
|
0.500 |
1,214.0 |
|
0.382 |
1,212.4 |
|
LOW |
1,207.4 |
|
0.618 |
1,199.2 |
|
1.000 |
1,194.2 |
|
1.618 |
1,186.0 |
|
2.618 |
1,172.8 |
|
4.250 |
1,151.3 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.3 |
1,210.9 |
| PP |
1,214.1 |
1,207.3 |
| S1 |
1,214.0 |
1,203.8 |
|