| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,165.00 |
1,151.75 |
-13.25 |
-1.1% |
1,124.25 |
| High |
1,170.00 |
1,154.75 |
-15.25 |
-1.3% |
1,170.00 |
| Low |
1,149.75 |
1,119.50 |
-30.25 |
-2.6% |
1,117.75 |
| Close |
1,152.50 |
1,131.00 |
-21.50 |
-1.9% |
1,131.00 |
| Range |
20.25 |
35.25 |
15.00 |
74.1% |
52.25 |
| ATR |
27.10 |
27.68 |
0.58 |
2.1% |
0.00 |
| Volume |
4,291 |
4,038 |
-253 |
-5.9% |
37,988 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.75 |
1,221.25 |
1,150.50 |
|
| R3 |
1,205.50 |
1,186.00 |
1,140.75 |
|
| R2 |
1,170.25 |
1,170.25 |
1,137.50 |
|
| R1 |
1,150.75 |
1,150.75 |
1,134.25 |
1,143.00 |
| PP |
1,135.00 |
1,135.00 |
1,135.00 |
1,131.25 |
| S1 |
1,115.50 |
1,115.50 |
1,127.75 |
1,107.50 |
| S2 |
1,099.75 |
1,099.75 |
1,124.50 |
|
| S3 |
1,064.50 |
1,080.25 |
1,121.25 |
|
| S4 |
1,029.25 |
1,045.00 |
1,111.50 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.25 |
1,266.00 |
1,159.75 |
|
| R3 |
1,244.00 |
1,213.75 |
1,145.25 |
|
| R2 |
1,191.75 |
1,191.75 |
1,140.50 |
|
| R1 |
1,161.50 |
1,161.50 |
1,135.75 |
1,176.50 |
| PP |
1,139.50 |
1,139.50 |
1,139.50 |
1,147.25 |
| S1 |
1,109.25 |
1,109.25 |
1,126.25 |
1,124.50 |
| S2 |
1,087.25 |
1,087.25 |
1,121.50 |
|
| S3 |
1,035.00 |
1,057.00 |
1,116.75 |
|
| S4 |
982.75 |
1,004.75 |
1,102.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,170.00 |
1,117.75 |
52.25 |
4.6% |
30.75 |
2.7% |
25% |
False |
False |
7,597 |
| 10 |
1,197.25 |
1,050.00 |
147.25 |
13.0% |
38.25 |
3.4% |
55% |
False |
False |
5,931 |
| 20 |
1,211.50 |
1,050.00 |
161.50 |
14.3% |
28.00 |
2.5% |
50% |
False |
False |
4,118 |
| 40 |
1,211.50 |
1,050.00 |
161.50 |
14.3% |
19.50 |
1.7% |
50% |
False |
False |
2,712 |
| 60 |
1,211.50 |
1,050.00 |
161.50 |
14.3% |
16.75 |
1.5% |
50% |
False |
False |
1,838 |
| 80 |
1,211.50 |
1,032.25 |
179.25 |
15.8% |
15.75 |
1.4% |
55% |
False |
False |
1,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,304.50 |
|
2.618 |
1,247.00 |
|
1.618 |
1,211.75 |
|
1.000 |
1,190.00 |
|
0.618 |
1,176.50 |
|
HIGH |
1,154.75 |
|
0.618 |
1,141.25 |
|
0.500 |
1,137.00 |
|
0.382 |
1,133.00 |
|
LOW |
1,119.50 |
|
0.618 |
1,097.75 |
|
1.000 |
1,084.25 |
|
1.618 |
1,062.50 |
|
2.618 |
1,027.25 |
|
4.250 |
969.75 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,137.00 |
1,144.75 |
| PP |
1,135.00 |
1,140.25 |
| S1 |
1,133.00 |
1,135.50 |
|