| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,601.0 |
2,530.0 |
-71.0 |
-2.7% |
2,577.0 |
| High |
2,634.0 |
2,571.0 |
-63.0 |
-2.4% |
2,683.0 |
| Low |
2,493.0 |
2,475.0 |
-18.0 |
-0.7% |
2,475.0 |
| Close |
2,544.0 |
2,550.0 |
6.0 |
0.2% |
2,550.0 |
| Range |
141.0 |
96.0 |
-45.0 |
-31.9% |
208.0 |
| ATR |
99.1 |
98.8 |
-0.2 |
-0.2% |
0.0 |
| Volume |
1,923 |
2,520 |
597 |
31.0% |
6,495 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.0 |
2,781.0 |
2,602.8 |
|
| R3 |
2,724.0 |
2,685.0 |
2,576.4 |
|
| R2 |
2,628.0 |
2,628.0 |
2,567.6 |
|
| R1 |
2,589.0 |
2,589.0 |
2,558.8 |
2,608.5 |
| PP |
2,532.0 |
2,532.0 |
2,532.0 |
2,541.8 |
| S1 |
2,493.0 |
2,493.0 |
2,541.2 |
2,512.5 |
| S2 |
2,436.0 |
2,436.0 |
2,532.4 |
|
| S3 |
2,340.0 |
2,397.0 |
2,523.6 |
|
| S4 |
2,244.0 |
2,301.0 |
2,497.2 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.3 |
3,079.7 |
2,664.4 |
|
| R3 |
2,985.3 |
2,871.7 |
2,607.2 |
|
| R2 |
2,777.3 |
2,777.3 |
2,588.1 |
|
| R1 |
2,663.7 |
2,663.7 |
2,569.1 |
2,616.5 |
| PP |
2,569.3 |
2,569.3 |
2,569.3 |
2,545.8 |
| S1 |
2,455.7 |
2,455.7 |
2,530.9 |
2,408.5 |
| S2 |
2,361.3 |
2,361.3 |
2,511.9 |
|
| S3 |
2,153.3 |
2,247.7 |
2,492.8 |
|
| S4 |
1,945.3 |
2,039.7 |
2,435.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,683.0 |
2,475.0 |
208.0 |
8.2% |
93.8 |
3.7% |
36% |
False |
True |
1,299 |
| 10 |
2,760.0 |
2,475.0 |
285.0 |
11.2% |
100.0 |
3.9% |
26% |
False |
True |
1,377 |
| 20 |
2,890.0 |
2,350.0 |
540.0 |
21.2% |
103.1 |
4.0% |
37% |
False |
False |
1,638 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
72.0 |
2.8% |
33% |
False |
False |
1,400 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
58.9 |
2.3% |
33% |
False |
False |
3,165 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
52.1 |
2.0% |
33% |
False |
False |
2,476 |
| 100 |
2,970.0 |
2,350.0 |
620.0 |
24.3% |
46.0 |
1.8% |
32% |
False |
False |
2,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.0 |
|
2.618 |
2,822.3 |
|
1.618 |
2,726.3 |
|
1.000 |
2,667.0 |
|
0.618 |
2,630.3 |
|
HIGH |
2,571.0 |
|
0.618 |
2,534.3 |
|
0.500 |
2,523.0 |
|
0.382 |
2,511.7 |
|
LOW |
2,475.0 |
|
0.618 |
2,415.7 |
|
1.000 |
2,379.0 |
|
1.618 |
2,319.7 |
|
2.618 |
2,223.7 |
|
4.250 |
2,067.0 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,541.0 |
2,555.0 |
| PP |
2,532.0 |
2,553.3 |
| S1 |
2,523.0 |
2,551.7 |
|