| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,715.0 |
2,577.0 |
-138.0 |
-5.1% |
2,579.0 |
| High |
2,718.0 |
2,646.0 |
-72.0 |
-2.6% |
2,760.0 |
| Low |
2,585.0 |
2,555.0 |
-30.0 |
-1.2% |
2,575.0 |
| Close |
2,594.0 |
2,604.0 |
10.0 |
0.4% |
2,594.0 |
| Range |
133.0 |
91.0 |
-42.0 |
-31.6% |
185.0 |
| ATR |
97.4 |
96.9 |
-0.5 |
-0.5% |
0.0 |
| Volume |
1,396 |
414 |
-982 |
-70.3% |
7,277 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.7 |
2,830.3 |
2,654.1 |
|
| R3 |
2,783.7 |
2,739.3 |
2,629.0 |
|
| R2 |
2,692.7 |
2,692.7 |
2,620.7 |
|
| R1 |
2,648.3 |
2,648.3 |
2,612.3 |
2,670.5 |
| PP |
2,601.7 |
2,601.7 |
2,601.7 |
2,612.8 |
| S1 |
2,557.3 |
2,557.3 |
2,595.7 |
2,579.5 |
| S2 |
2,510.7 |
2,510.7 |
2,587.3 |
|
| S3 |
2,419.7 |
2,466.3 |
2,579.0 |
|
| S4 |
2,328.7 |
2,375.3 |
2,554.0 |
|
|
| 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 |
2,555.0 |
205.0 |
7.9% |
92.0 |
3.5% |
24% |
False |
True |
701 |
| 10 |
2,763.0 |
2,350.0 |
413.0 |
15.9% |
126.1 |
4.8% |
62% |
False |
False |
1,558 |
| 20 |
2,915.0 |
2,350.0 |
565.0 |
21.7% |
95.9 |
3.7% |
45% |
False |
False |
1,803 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.1% |
67.1 |
2.6% |
42% |
False |
False |
1,665 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.1% |
54.2 |
2.1% |
42% |
False |
False |
3,091 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.1% |
49.7 |
1.9% |
42% |
False |
False |
2,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,032.8 |
|
2.618 |
2,884.2 |
|
1.618 |
2,793.2 |
|
1.000 |
2,737.0 |
|
0.618 |
2,702.2 |
|
HIGH |
2,646.0 |
|
0.618 |
2,611.2 |
|
0.500 |
2,600.5 |
|
0.382 |
2,589.8 |
|
LOW |
2,555.0 |
|
0.618 |
2,498.8 |
|
1.000 |
2,464.0 |
|
1.618 |
2,407.8 |
|
2.618 |
2,316.8 |
|
4.250 |
2,168.3 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,602.8 |
2,657.5 |
| PP |
2,601.7 |
2,639.7 |
| S1 |
2,600.5 |
2,621.8 |
|