| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,530.0 |
2,560.0 |
30.0 |
1.2% |
2,577.0 |
| High |
2,571.0 |
2,582.0 |
11.0 |
0.4% |
2,683.0 |
| Low |
2,475.0 |
2,511.0 |
36.0 |
1.5% |
2,475.0 |
| Close |
2,550.0 |
2,541.0 |
-9.0 |
-0.4% |
2,550.0 |
| Range |
96.0 |
71.0 |
-25.0 |
-26.0% |
208.0 |
| ATR |
98.8 |
96.9 |
-2.0 |
-2.0% |
0.0 |
| Volume |
2,520 |
9,200 |
6,680 |
265.1% |
6,495 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.7 |
2,720.3 |
2,580.1 |
|
| R3 |
2,686.7 |
2,649.3 |
2,560.5 |
|
| R2 |
2,615.7 |
2,615.7 |
2,554.0 |
|
| R1 |
2,578.3 |
2,578.3 |
2,547.5 |
2,561.5 |
| PP |
2,544.7 |
2,544.7 |
2,544.7 |
2,536.3 |
| S1 |
2,507.3 |
2,507.3 |
2,534.5 |
2,490.5 |
| S2 |
2,473.7 |
2,473.7 |
2,528.0 |
|
| S3 |
2,402.7 |
2,436.3 |
2,521.5 |
|
| S4 |
2,331.7 |
2,365.3 |
2,502.0 |
|
|
| 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% |
89.8 |
3.5% |
32% |
False |
False |
3,056 |
| 10 |
2,760.0 |
2,475.0 |
285.0 |
11.2% |
90.9 |
3.6% |
23% |
False |
False |
1,878 |
| 20 |
2,864.0 |
2,350.0 |
514.0 |
20.2% |
105.2 |
4.1% |
37% |
False |
False |
2,092 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.7% |
72.5 |
2.9% |
32% |
False |
False |
1,600 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.7% |
59.1 |
2.3% |
32% |
False |
False |
3,299 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.7% |
52.0 |
2.0% |
32% |
False |
False |
2,587 |
| 100 |
2,970.0 |
2,350.0 |
620.0 |
24.4% |
46.7 |
1.8% |
31% |
False |
False |
2,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,883.8 |
|
2.618 |
2,767.9 |
|
1.618 |
2,696.9 |
|
1.000 |
2,653.0 |
|
0.618 |
2,625.9 |
|
HIGH |
2,582.0 |
|
0.618 |
2,554.9 |
|
0.500 |
2,546.5 |
|
0.382 |
2,538.1 |
|
LOW |
2,511.0 |
|
0.618 |
2,467.1 |
|
1.000 |
2,440.0 |
|
1.618 |
2,396.1 |
|
2.618 |
2,325.1 |
|
4.250 |
2,209.3 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,546.5 |
2,554.5 |
| PP |
2,544.7 |
2,550.0 |
| S1 |
2,542.8 |
2,545.5 |
|