| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,625.0 |
2,604.0 |
-21.0 |
-0.8% |
2,579.0 |
| High |
2,683.0 |
2,635.0 |
-48.0 |
-1.8% |
2,760.0 |
| Low |
2,608.0 |
2,569.0 |
-39.0 |
-1.5% |
2,575.0 |
| Close |
2,667.0 |
2,590.0 |
-77.0 |
-2.9% |
2,594.0 |
| Range |
75.0 |
66.0 |
-9.0 |
-12.0% |
185.0 |
| ATR |
95.7 |
95.8 |
0.2 |
0.2% |
0.0 |
| Volume |
1,065 |
573 |
-492 |
-46.2% |
7,277 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.0 |
2,759.0 |
2,626.3 |
|
| R3 |
2,730.0 |
2,693.0 |
2,608.2 |
|
| R2 |
2,664.0 |
2,664.0 |
2,602.1 |
|
| R1 |
2,627.0 |
2,627.0 |
2,596.1 |
2,612.5 |
| PP |
2,598.0 |
2,598.0 |
2,598.0 |
2,590.8 |
| S1 |
2,561.0 |
2,561.0 |
2,584.0 |
2,546.5 |
| S2 |
2,532.0 |
2,532.0 |
2,577.9 |
|
| S3 |
2,466.0 |
2,495.0 |
2,571.9 |
|
| S4 |
2,400.0 |
2,429.0 |
2,553.7 |
|
|
| 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% |
84.4 |
3.3% |
17% |
False |
False |
785 |
| 10 |
2,760.0 |
2,350.0 |
410.0 |
15.8% |
121.1 |
4.7% |
59% |
False |
False |
1,470 |
| 20 |
2,890.0 |
2,350.0 |
540.0 |
20.8% |
97.8 |
3.8% |
44% |
False |
False |
1,647 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
68.3 |
2.6% |
40% |
False |
False |
1,307 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
55.5 |
2.1% |
40% |
False |
False |
3,095 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
50.0 |
1.9% |
40% |
False |
False |
2,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.5 |
|
2.618 |
2,807.8 |
|
1.618 |
2,741.8 |
|
1.000 |
2,701.0 |
|
0.618 |
2,675.8 |
|
HIGH |
2,635.0 |
|
0.618 |
2,609.8 |
|
0.500 |
2,602.0 |
|
0.382 |
2,594.2 |
|
LOW |
2,569.0 |
|
0.618 |
2,528.2 |
|
1.000 |
2,503.0 |
|
1.618 |
2,462.2 |
|
2.618 |
2,396.2 |
|
4.250 |
2,288.5 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,602.0 |
2,619.0 |
| PP |
2,598.0 |
2,609.3 |
| S1 |
2,594.0 |
2,599.7 |
|