| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,151.75 |
1,128.00 |
-23.75 |
-2.1% |
1,124.25 |
| High |
1,154.75 |
1,135.75 |
-19.00 |
-1.6% |
1,170.00 |
| Low |
1,119.50 |
1,108.75 |
-10.75 |
-1.0% |
1,117.75 |
| Close |
1,131.00 |
1,130.25 |
-0.75 |
-0.1% |
1,131.00 |
| Range |
35.25 |
27.00 |
-8.25 |
-23.4% |
52.25 |
| ATR |
27.68 |
27.63 |
-0.05 |
-0.2% |
0.00 |
| Volume |
4,038 |
3,901 |
-137 |
-3.4% |
37,988 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,206.00 |
1,195.00 |
1,145.00 |
|
| R3 |
1,179.00 |
1,168.00 |
1,137.75 |
|
| R2 |
1,152.00 |
1,152.00 |
1,135.25 |
|
| R1 |
1,141.00 |
1,141.00 |
1,132.75 |
1,146.50 |
| PP |
1,125.00 |
1,125.00 |
1,125.00 |
1,127.50 |
| S1 |
1,114.00 |
1,114.00 |
1,127.75 |
1,119.50 |
| S2 |
1,098.00 |
1,098.00 |
1,125.25 |
|
| S3 |
1,071.00 |
1,087.00 |
1,122.75 |
|
| S4 |
1,044.00 |
1,060.00 |
1,115.50 |
|
|
| 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 |
1,108.75 |
61.25 |
5.4% |
28.00 |
2.5% |
35% |
False |
True |
5,882 |
| 10 |
1,194.75 |
1,050.00 |
144.75 |
12.8% |
39.25 |
3.5% |
55% |
False |
False |
5,979 |
| 20 |
1,211.50 |
1,050.00 |
161.50 |
14.3% |
28.50 |
2.5% |
50% |
False |
False |
4,198 |
| 40 |
1,211.50 |
1,050.00 |
161.50 |
14.3% |
19.75 |
1.8% |
50% |
False |
False |
2,803 |
| 60 |
1,211.50 |
1,050.00 |
161.50 |
14.3% |
17.00 |
1.5% |
50% |
False |
False |
1,903 |
| 80 |
1,211.50 |
1,032.25 |
179.25 |
15.9% |
16.00 |
1.4% |
55% |
False |
False |
1,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,250.50 |
|
2.618 |
1,206.50 |
|
1.618 |
1,179.50 |
|
1.000 |
1,162.75 |
|
0.618 |
1,152.50 |
|
HIGH |
1,135.75 |
|
0.618 |
1,125.50 |
|
0.500 |
1,122.25 |
|
0.382 |
1,119.00 |
|
LOW |
1,108.75 |
|
0.618 |
1,092.00 |
|
1.000 |
1,081.75 |
|
1.618 |
1,065.00 |
|
2.618 |
1,038.00 |
|
4.250 |
994.00 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,127.50 |
1,139.50 |
| PP |
1,125.00 |
1,136.25 |
| S1 |
1,122.25 |
1,133.25 |
|