| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,682.0 |
2,665.0 |
-17.0 |
-0.6% |
2,728.0 |
| High |
2,732.0 |
2,756.0 |
24.0 |
0.9% |
2,772.0 |
| Low |
2,645.0 |
2,664.0 |
19.0 |
0.7% |
2,350.0 |
| Close |
2,696.0 |
2,734.0 |
38.0 |
1.4% |
2,460.0 |
| Range |
87.0 |
92.0 |
5.0 |
5.7% |
422.0 |
| ATR |
96.9 |
96.6 |
-0.4 |
-0.4% |
0.0 |
| Volume |
629 |
585 |
-44 |
-7.0% |
8,214 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.0 |
2,956.0 |
2,784.6 |
|
| R3 |
2,902.0 |
2,864.0 |
2,759.3 |
|
| R2 |
2,810.0 |
2,810.0 |
2,750.9 |
|
| R1 |
2,772.0 |
2,772.0 |
2,742.4 |
2,791.0 |
| PP |
2,718.0 |
2,718.0 |
2,718.0 |
2,727.5 |
| S1 |
2,680.0 |
2,680.0 |
2,725.6 |
2,699.0 |
| S2 |
2,626.0 |
2,626.0 |
2,717.1 |
|
| S3 |
2,534.0 |
2,588.0 |
2,708.7 |
|
| S4 |
2,442.0 |
2,496.0 |
2,683.4 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,793.3 |
3,548.7 |
2,692.1 |
|
| R3 |
3,371.3 |
3,126.7 |
2,576.1 |
|
| R2 |
2,949.3 |
2,949.3 |
2,537.4 |
|
| R1 |
2,704.7 |
2,704.7 |
2,498.7 |
2,616.0 |
| PP |
2,527.3 |
2,527.3 |
2,527.3 |
2,483.0 |
| S1 |
2,282.7 |
2,282.7 |
2,421.3 |
2,194.0 |
| S2 |
2,105.3 |
2,105.3 |
2,382.6 |
|
| S3 |
1,683.3 |
1,860.7 |
2,344.0 |
|
| S4 |
1,261.3 |
1,438.7 |
2,227.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,756.0 |
2,350.0 |
406.0 |
14.9% |
157.8 |
5.8% |
95% |
True |
False |
2,156 |
| 10 |
2,779.0 |
2,350.0 |
429.0 |
15.7% |
115.3 |
4.2% |
90% |
False |
False |
1,440 |
| 20 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
89.5 |
3.3% |
64% |
False |
False |
1,922 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
62.0 |
2.3% |
64% |
False |
False |
3,566 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
51.0 |
1.9% |
64% |
False |
False |
3,093 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
48.0 |
1.8% |
64% |
False |
False |
2,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,147.0 |
|
2.618 |
2,996.9 |
|
1.618 |
2,904.9 |
|
1.000 |
2,848.0 |
|
0.618 |
2,812.9 |
|
HIGH |
2,756.0 |
|
0.618 |
2,720.9 |
|
0.500 |
2,710.0 |
|
0.382 |
2,699.1 |
|
LOW |
2,664.0 |
|
0.618 |
2,607.1 |
|
1.000 |
2,572.0 |
|
1.618 |
2,515.1 |
|
2.618 |
2,423.1 |
|
4.250 |
2,273.0 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,726.0 |
2,711.2 |
| PP |
2,718.0 |
2,688.3 |
| S1 |
2,710.0 |
2,665.5 |
|