| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,752.0 |
2,715.0 |
-37.0 |
-1.3% |
2,579.0 |
| High |
2,760.0 |
2,718.0 |
-42.0 |
-1.5% |
2,760.0 |
| Low |
2,703.0 |
2,585.0 |
-118.0 |
-4.4% |
2,575.0 |
| Close |
2,730.0 |
2,594.0 |
-136.0 |
-5.0% |
2,594.0 |
| Range |
57.0 |
133.0 |
76.0 |
133.3% |
185.0 |
| ATR |
93.7 |
97.4 |
3.7 |
3.9% |
0.0 |
| Volume |
481 |
1,396 |
915 |
190.2% |
7,277 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.3 |
2,945.7 |
2,667.2 |
|
| R3 |
2,898.3 |
2,812.7 |
2,630.6 |
|
| R2 |
2,765.3 |
2,765.3 |
2,618.4 |
|
| R1 |
2,679.7 |
2,679.7 |
2,606.2 |
2,656.0 |
| PP |
2,632.3 |
2,632.3 |
2,632.3 |
2,620.5 |
| S1 |
2,546.7 |
2,546.7 |
2,581.8 |
2,523.0 |
| S2 |
2,499.3 |
2,499.3 |
2,569.6 |
|
| S3 |
2,366.3 |
2,413.7 |
2,557.4 |
|
| S4 |
2,233.3 |
2,280.7 |
2,520.9 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,198.0 |
3,081.0 |
2,695.8 |
|
| R3 |
3,013.0 |
2,896.0 |
2,644.9 |
|
| R2 |
2,828.0 |
2,828.0 |
2,627.9 |
|
| R1 |
2,711.0 |
2,711.0 |
2,611.0 |
2,769.5 |
| PP |
2,643.0 |
2,643.0 |
2,643.0 |
2,672.3 |
| S1 |
2,526.0 |
2,526.0 |
2,577.0 |
2,584.5 |
| S2 |
2,458.0 |
2,458.0 |
2,560.1 |
|
| S3 |
2,273.0 |
2,341.0 |
2,543.1 |
|
| S4 |
2,088.0 |
2,156.0 |
2,492.3 |
|
|
| 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 |
2,575.0 |
185.0 |
7.1% |
106.2 |
4.1% |
10% |
False |
False |
1,455 |
| 10 |
2,772.0 |
2,350.0 |
422.0 |
16.3% |
122.4 |
4.7% |
58% |
False |
False |
1,549 |
| 20 |
2,915.0 |
2,350.0 |
565.0 |
21.8% |
92.8 |
3.6% |
43% |
False |
False |
1,835 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
65.5 |
2.5% |
41% |
False |
False |
2,775 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
53.4 |
2.1% |
41% |
False |
False |
3,099 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
49.7 |
1.9% |
41% |
False |
False |
2,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,283.3 |
|
2.618 |
3,066.2 |
|
1.618 |
2,933.2 |
|
1.000 |
2,851.0 |
|
0.618 |
2,800.2 |
|
HIGH |
2,718.0 |
|
0.618 |
2,667.2 |
|
0.500 |
2,651.5 |
|
0.382 |
2,635.8 |
|
LOW |
2,585.0 |
|
0.618 |
2,502.8 |
|
1.000 |
2,452.0 |
|
1.618 |
2,369.8 |
|
2.618 |
2,236.8 |
|
4.250 |
2,019.8 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.5 |
2,672.5 |
| PP |
2,632.3 |
2,646.3 |
| S1 |
2,613.2 |
2,620.2 |
|