| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,604.0 |
2,601.0 |
-3.0 |
-0.1% |
2,579.0 |
| High |
2,635.0 |
2,634.0 |
-1.0 |
0.0% |
2,760.0 |
| Low |
2,569.0 |
2,493.0 |
-76.0 |
-3.0% |
2,575.0 |
| Close |
2,590.0 |
2,544.0 |
-46.0 |
-1.8% |
2,594.0 |
| Range |
66.0 |
141.0 |
75.0 |
113.6% |
185.0 |
| ATR |
95.8 |
99.1 |
3.2 |
3.4% |
0.0 |
| Volume |
573 |
1,923 |
1,350 |
235.6% |
7,277 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.0 |
2,903.0 |
2,621.6 |
|
| R3 |
2,839.0 |
2,762.0 |
2,582.8 |
|
| R2 |
2,698.0 |
2,698.0 |
2,569.9 |
|
| R1 |
2,621.0 |
2,621.0 |
2,556.9 |
2,589.0 |
| PP |
2,557.0 |
2,557.0 |
2,557.0 |
2,541.0 |
| S1 |
2,480.0 |
2,480.0 |
2,531.1 |
2,448.0 |
| S2 |
2,416.0 |
2,416.0 |
2,518.2 |
|
| S3 |
2,275.0 |
2,339.0 |
2,505.2 |
|
| S4 |
2,134.0 |
2,198.0 |
2,466.5 |
|
|
| 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 |
2,718.0 |
2,493.0 |
225.0 |
8.8% |
101.2 |
4.0% |
23% |
False |
True |
1,074 |
| 10 |
2,760.0 |
2,419.0 |
341.0 |
13.4% |
104.8 |
4.1% |
37% |
False |
False |
1,372 |
| 20 |
2,890.0 |
2,350.0 |
540.0 |
21.2% |
100.9 |
4.0% |
36% |
False |
False |
1,694 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
70.8 |
2.8% |
32% |
False |
False |
1,349 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
57.5 |
2.3% |
32% |
False |
False |
3,124 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
51.2 |
2.0% |
32% |
False |
False |
2,459 |
| 100 |
2,970.0 |
2,350.0 |
620.0 |
24.4% |
45.0 |
1.8% |
31% |
False |
False |
1,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,233.3 |
|
2.618 |
3,003.1 |
|
1.618 |
2,862.1 |
|
1.000 |
2,775.0 |
|
0.618 |
2,721.1 |
|
HIGH |
2,634.0 |
|
0.618 |
2,580.1 |
|
0.500 |
2,563.5 |
|
0.382 |
2,546.9 |
|
LOW |
2,493.0 |
|
0.618 |
2,405.9 |
|
1.000 |
2,352.0 |
|
1.618 |
2,264.9 |
|
2.618 |
2,123.9 |
|
4.250 |
1,893.8 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,563.5 |
2,588.0 |
| PP |
2,557.0 |
2,573.3 |
| S1 |
2,550.5 |
2,558.7 |
|