| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,577.0 |
2,625.0 |
48.0 |
1.9% |
2,579.0 |
| High |
2,646.0 |
2,683.0 |
37.0 |
1.4% |
2,760.0 |
| Low |
2,555.0 |
2,608.0 |
53.0 |
2.1% |
2,575.0 |
| Close |
2,604.0 |
2,667.0 |
63.0 |
2.4% |
2,594.0 |
| Range |
91.0 |
75.0 |
-16.0 |
-17.6% |
185.0 |
| ATR |
96.9 |
95.7 |
-1.3 |
-1.3% |
0.0 |
| Volume |
414 |
1,065 |
651 |
157.2% |
7,277 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.7 |
2,847.3 |
2,708.3 |
|
| R3 |
2,802.7 |
2,772.3 |
2,687.6 |
|
| R2 |
2,727.7 |
2,727.7 |
2,680.8 |
|
| R1 |
2,697.3 |
2,697.3 |
2,673.9 |
2,712.5 |
| PP |
2,652.7 |
2,652.7 |
2,652.7 |
2,660.3 |
| S1 |
2,622.3 |
2,622.3 |
2,660.1 |
2,637.5 |
| S2 |
2,577.7 |
2,577.7 |
2,653.3 |
|
| S3 |
2,502.7 |
2,547.3 |
2,646.4 |
|
| S4 |
2,427.7 |
2,472.3 |
2,625.8 |
|
|
| 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 |
7.7% |
89.6 |
3.4% |
55% |
False |
False |
788 |
| 10 |
2,760.0 |
2,350.0 |
410.0 |
15.4% |
121.2 |
4.5% |
77% |
False |
False |
1,492 |
| 20 |
2,915.0 |
2,350.0 |
565.0 |
21.2% |
97.2 |
3.6% |
56% |
False |
False |
1,826 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
22.5% |
67.8 |
2.5% |
53% |
False |
False |
1,383 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.5% |
54.8 |
2.1% |
53% |
False |
False |
3,106 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.5% |
49.8 |
1.9% |
53% |
False |
False |
2,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.8 |
|
2.618 |
2,879.4 |
|
1.618 |
2,804.4 |
|
1.000 |
2,758.0 |
|
0.618 |
2,729.4 |
|
HIGH |
2,683.0 |
|
0.618 |
2,654.4 |
|
0.500 |
2,645.5 |
|
0.382 |
2,636.7 |
|
LOW |
2,608.0 |
|
0.618 |
2,561.7 |
|
1.000 |
2,533.0 |
|
1.618 |
2,486.7 |
|
2.618 |
2,411.7 |
|
4.250 |
2,289.3 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.8 |
2,656.8 |
| PP |
2,652.7 |
2,646.7 |
| S1 |
2,645.5 |
2,636.5 |
|