| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,512.0 |
2,514.0 |
2.0 |
0.1% |
2,577.0 |
| High |
2,550.0 |
2,628.0 |
78.0 |
3.1% |
2,683.0 |
| Low |
2,477.0 |
2,514.0 |
37.0 |
1.5% |
2,475.0 |
| Close |
2,515.0 |
2,611.0 |
96.0 |
3.8% |
2,550.0 |
| Range |
73.0 |
114.0 |
41.0 |
56.2% |
208.0 |
| ATR |
96.0 |
97.3 |
1.3 |
1.3% |
0.0 |
| Volume |
4,551 |
800 |
-3,751 |
-82.4% |
6,495 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,926.3 |
2,882.7 |
2,673.7 |
|
| R3 |
2,812.3 |
2,768.7 |
2,642.4 |
|
| R2 |
2,698.3 |
2,698.3 |
2,631.9 |
|
| R1 |
2,654.7 |
2,654.7 |
2,621.5 |
2,676.5 |
| PP |
2,584.3 |
2,584.3 |
2,584.3 |
2,595.3 |
| S1 |
2,540.7 |
2,540.7 |
2,600.6 |
2,562.5 |
| S2 |
2,470.3 |
2,470.3 |
2,590.1 |
|
| S3 |
2,356.3 |
2,426.7 |
2,579.7 |
|
| S4 |
2,242.3 |
2,312.7 |
2,548.3 |
|
|
| 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 |
2,628.0 |
2,432.0 |
196.0 |
7.5% |
87.2 |
3.3% |
91% |
True |
False |
6,000 |
| 10 |
2,718.0 |
2,432.0 |
286.0 |
11.0% |
94.2 |
3.6% |
63% |
False |
False |
3,537 |
| 20 |
2,779.0 |
2,350.0 |
429.0 |
16.4% |
104.5 |
4.0% |
61% |
False |
False |
2,493 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.0% |
77.0 |
2.9% |
43% |
False |
False |
2,003 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.0% |
62.3 |
2.4% |
43% |
False |
False |
3,600 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.0% |
54.2 |
2.1% |
43% |
False |
False |
2,813 |
| 100 |
2,970.0 |
2,350.0 |
620.0 |
23.7% |
49.4 |
1.9% |
42% |
False |
False |
2,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,112.5 |
|
2.618 |
2,926.5 |
|
1.618 |
2,812.5 |
|
1.000 |
2,742.0 |
|
0.618 |
2,698.5 |
|
HIGH |
2,628.0 |
|
0.618 |
2,584.5 |
|
0.500 |
2,571.0 |
|
0.382 |
2,557.5 |
|
LOW |
2,514.0 |
|
0.618 |
2,443.5 |
|
1.000 |
2,400.0 |
|
1.618 |
2,329.5 |
|
2.618 |
2,215.5 |
|
4.250 |
2,029.5 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,597.7 |
2,584.0 |
| PP |
2,584.3 |
2,557.0 |
| S1 |
2,571.0 |
2,530.0 |
|