| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,442.0 |
2,512.0 |
70.0 |
2.9% |
2,577.0 |
| High |
2,514.0 |
2,550.0 |
36.0 |
1.4% |
2,683.0 |
| Low |
2,432.0 |
2,477.0 |
45.0 |
1.9% |
2,475.0 |
| Close |
2,476.0 |
2,515.0 |
39.0 |
1.6% |
2,550.0 |
| Range |
82.0 |
73.0 |
-9.0 |
-11.0% |
208.0 |
| ATR |
97.7 |
96.0 |
-1.7 |
-1.7% |
0.0 |
| Volume |
12,929 |
4,551 |
-8,378 |
-64.8% |
6,495 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.0 |
2,697.0 |
2,555.2 |
|
| R3 |
2,660.0 |
2,624.0 |
2,535.1 |
|
| R2 |
2,587.0 |
2,587.0 |
2,528.4 |
|
| R1 |
2,551.0 |
2,551.0 |
2,521.7 |
2,569.0 |
| PP |
2,514.0 |
2,514.0 |
2,514.0 |
2,523.0 |
| S1 |
2,478.0 |
2,478.0 |
2,508.3 |
2,496.0 |
| S2 |
2,441.0 |
2,441.0 |
2,501.6 |
|
| S3 |
2,368.0 |
2,405.0 |
2,494.9 |
|
| S4 |
2,295.0 |
2,332.0 |
2,474.9 |
|
|
| 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 |
2,634.0 |
2,432.0 |
202.0 |
8.0% |
92.6 |
3.7% |
41% |
False |
False |
6,224 |
| 10 |
2,760.0 |
2,432.0 |
328.0 |
13.0% |
88.5 |
3.5% |
25% |
False |
False |
3,505 |
| 20 |
2,779.0 |
2,350.0 |
429.0 |
17.1% |
101.9 |
4.1% |
38% |
False |
False |
2,472 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
75.0 |
3.0% |
27% |
False |
False |
1,984 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
60.8 |
2.4% |
27% |
False |
False |
3,590 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
52.8 |
2.1% |
27% |
False |
False |
2,804 |
| 100 |
2,970.0 |
2,350.0 |
620.0 |
24.7% |
48.3 |
1.9% |
27% |
False |
False |
2,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.3 |
|
2.618 |
2,741.1 |
|
1.618 |
2,668.1 |
|
1.000 |
2,623.0 |
|
0.618 |
2,595.1 |
|
HIGH |
2,550.0 |
|
0.618 |
2,522.1 |
|
0.500 |
2,513.5 |
|
0.382 |
2,504.9 |
|
LOW |
2,477.0 |
|
0.618 |
2,431.9 |
|
1.000 |
2,404.0 |
|
1.618 |
2,358.9 |
|
2.618 |
2,285.9 |
|
4.250 |
2,166.8 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.5 |
2,512.3 |
| PP |
2,514.0 |
2,509.7 |
| S1 |
2,513.5 |
2,507.0 |
|