| 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 |
5,660.0 |
5,730.5 |
70.5 |
1.2% |
6,005.0 |
| High |
5,745.5 |
5,832.5 |
87.0 |
1.5% |
6,190.0 |
| Low |
5,615.0 |
5,710.0 |
95.0 |
1.7% |
5,697.5 |
| Close |
5,687.5 |
5,768.5 |
81.0 |
1.4% |
5,828.0 |
| Range |
130.5 |
122.5 |
-8.0 |
-6.1% |
492.5 |
| ATR |
164.0 |
162.6 |
-1.4 |
-0.8% |
0.0 |
| Volume |
1,824 |
578 |
-1,246 |
-68.3% |
4,649 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,137.8 |
6,075.7 |
5,835.9 |
|
| R3 |
6,015.3 |
5,953.2 |
5,802.2 |
|
| R2 |
5,892.8 |
5,892.8 |
5,791.0 |
|
| R1 |
5,830.7 |
5,830.7 |
5,779.7 |
5,861.8 |
| PP |
5,770.3 |
5,770.3 |
5,770.3 |
5,785.9 |
| S1 |
5,708.2 |
5,708.2 |
5,757.3 |
5,739.3 |
| S2 |
5,647.8 |
5,647.8 |
5,746.0 |
|
| S3 |
5,525.3 |
5,585.7 |
5,734.8 |
|
| S4 |
5,402.8 |
5,463.2 |
5,701.1 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,382.7 |
7,097.8 |
6,098.9 |
|
| R3 |
6,890.2 |
6,605.3 |
5,963.4 |
|
| R2 |
6,397.7 |
6,397.7 |
5,918.3 |
|
| R1 |
6,112.8 |
6,112.8 |
5,873.1 |
6,009.0 |
| PP |
5,905.2 |
5,905.2 |
5,905.2 |
5,853.3 |
| S1 |
5,620.3 |
5,620.3 |
5,782.9 |
5,516.5 |
| S2 |
5,412.7 |
5,412.7 |
5,737.7 |
|
| S3 |
4,920.2 |
5,127.8 |
5,692.6 |
|
| S4 |
4,427.7 |
4,635.3 |
5,557.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,050.0 |
5,615.0 |
435.0 |
7.5% |
164.3 |
2.8% |
35% |
False |
False |
1,196 |
| 10 |
6,285.0 |
5,615.0 |
670.0 |
11.6% |
152.0 |
2.6% |
23% |
False |
False |
816 |
| 20 |
6,285.0 |
5,593.5 |
691.5 |
12.0% |
165.6 |
2.9% |
25% |
False |
False |
636 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
13.1% |
123.5 |
2.1% |
23% |
False |
False |
515 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
13.1% |
102.5 |
1.8% |
23% |
False |
False |
852 |
| 80 |
6,348.5 |
5,419.0 |
929.5 |
16.1% |
95.7 |
1.7% |
38% |
False |
False |
680 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
16.1% |
88.6 |
1.5% |
38% |
False |
False |
556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,353.1 |
|
2.618 |
6,153.2 |
|
1.618 |
6,030.7 |
|
1.000 |
5,955.0 |
|
0.618 |
5,908.2 |
|
HIGH |
5,832.5 |
|
0.618 |
5,785.7 |
|
0.500 |
5,771.3 |
|
0.382 |
5,756.8 |
|
LOW |
5,710.0 |
|
0.618 |
5,634.3 |
|
1.000 |
5,587.5 |
|
1.618 |
5,511.8 |
|
2.618 |
5,389.3 |
|
4.250 |
5,189.4 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,771.3 |
5,759.9 |
| PP |
5,770.3 |
5,751.3 |
| S1 |
5,769.4 |
5,742.8 |
|