| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,665.0 |
2,752.0 |
87.0 |
3.3% |
2,728.0 |
| High |
2,756.0 |
2,760.0 |
4.0 |
0.1% |
2,772.0 |
| Low |
2,664.0 |
2,703.0 |
39.0 |
1.5% |
2,350.0 |
| Close |
2,734.0 |
2,730.0 |
-4.0 |
-0.1% |
2,460.0 |
| Range |
92.0 |
57.0 |
-35.0 |
-38.0% |
422.0 |
| ATR |
96.6 |
93.7 |
-2.8 |
-2.9% |
0.0 |
| Volume |
585 |
481 |
-104 |
-17.8% |
8,214 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.0 |
2,873.0 |
2,761.4 |
|
| R3 |
2,845.0 |
2,816.0 |
2,745.7 |
|
| R2 |
2,788.0 |
2,788.0 |
2,740.5 |
|
| R1 |
2,759.0 |
2,759.0 |
2,735.2 |
2,745.0 |
| PP |
2,731.0 |
2,731.0 |
2,731.0 |
2,724.0 |
| S1 |
2,702.0 |
2,702.0 |
2,724.8 |
2,688.0 |
| S2 |
2,674.0 |
2,674.0 |
2,719.6 |
|
| S3 |
2,617.0 |
2,645.0 |
2,714.3 |
|
| S4 |
2,560.0 |
2,588.0 |
2,698.7 |
|
|
| 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 |
2,760.0 |
2,419.0 |
341.0 |
12.5% |
108.4 |
4.0% |
91% |
True |
False |
1,671 |
| 10 |
2,779.0 |
2,350.0 |
429.0 |
15.7% |
114.8 |
4.2% |
89% |
False |
False |
1,449 |
| 20 |
2,950.0 |
2,350.0 |
600.0 |
22.0% |
90.5 |
3.3% |
63% |
False |
False |
1,928 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
62.8 |
2.3% |
63% |
False |
False |
3,083 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
51.7 |
1.9% |
63% |
False |
False |
3,082 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
48.1 |
1.8% |
63% |
False |
False |
2,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.3 |
|
2.618 |
2,909.2 |
|
1.618 |
2,852.2 |
|
1.000 |
2,817.0 |
|
0.618 |
2,795.2 |
|
HIGH |
2,760.0 |
|
0.618 |
2,738.2 |
|
0.500 |
2,731.5 |
|
0.382 |
2,724.8 |
|
LOW |
2,703.0 |
|
0.618 |
2,667.8 |
|
1.000 |
2,646.0 |
|
1.618 |
2,610.8 |
|
2.618 |
2,553.8 |
|
4.250 |
2,460.8 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.5 |
2,720.8 |
| PP |
2,731.0 |
2,711.7 |
| S1 |
2,730.5 |
2,702.5 |
|