| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,560.0 |
2,442.0 |
-118.0 |
-4.6% |
2,577.0 |
| High |
2,582.0 |
2,514.0 |
-68.0 |
-2.6% |
2,683.0 |
| Low |
2,511.0 |
2,432.0 |
-79.0 |
-3.1% |
2,475.0 |
| Close |
2,541.0 |
2,476.0 |
-65.0 |
-2.6% |
2,550.0 |
| Range |
71.0 |
82.0 |
11.0 |
15.5% |
208.0 |
| ATR |
96.9 |
97.7 |
0.9 |
0.9% |
0.0 |
| Volume |
9,200 |
12,929 |
3,729 |
40.5% |
6,495 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,720.0 |
2,680.0 |
2,521.1 |
|
| R3 |
2,638.0 |
2,598.0 |
2,498.6 |
|
| R2 |
2,556.0 |
2,556.0 |
2,491.0 |
|
| R1 |
2,516.0 |
2,516.0 |
2,483.5 |
2,536.0 |
| PP |
2,474.0 |
2,474.0 |
2,474.0 |
2,484.0 |
| S1 |
2,434.0 |
2,434.0 |
2,468.5 |
2,454.0 |
| S2 |
2,392.0 |
2,392.0 |
2,461.0 |
|
| S3 |
2,310.0 |
2,352.0 |
2,453.5 |
|
| S4 |
2,228.0 |
2,270.0 |
2,430.9 |
|
|
| 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 |
2,635.0 |
2,432.0 |
203.0 |
8.2% |
91.2 |
3.7% |
22% |
False |
True |
5,429 |
| 10 |
2,760.0 |
2,432.0 |
328.0 |
13.2% |
90.4 |
3.7% |
13% |
False |
True |
3,108 |
| 20 |
2,779.0 |
2,350.0 |
429.0 |
17.3% |
102.3 |
4.1% |
29% |
False |
False |
2,675 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
24.3% |
74.0 |
3.0% |
21% |
False |
False |
1,905 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
24.3% |
60.0 |
2.4% |
21% |
False |
False |
3,515 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
24.3% |
52.4 |
2.1% |
21% |
False |
False |
2,747 |
| 100 |
2,970.0 |
2,350.0 |
620.0 |
25.0% |
47.5 |
1.9% |
20% |
False |
False |
2,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.5 |
|
2.618 |
2,728.7 |
|
1.618 |
2,646.7 |
|
1.000 |
2,596.0 |
|
0.618 |
2,564.7 |
|
HIGH |
2,514.0 |
|
0.618 |
2,482.7 |
|
0.500 |
2,473.0 |
|
0.382 |
2,463.3 |
|
LOW |
2,432.0 |
|
0.618 |
2,381.3 |
|
1.000 |
2,350.0 |
|
1.618 |
2,299.3 |
|
2.618 |
2,217.3 |
|
4.250 |
2,083.5 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.0 |
2,507.0 |
| PP |
2,474.0 |
2,496.7 |
| S1 |
2,473.0 |
2,486.3 |
|