| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,235.1 |
1,229.2 |
-5.9 |
-0.5% |
1,215.8 |
| High |
1,248.0 |
1,233.6 |
-14.4 |
-1.2% |
1,255.1 |
| Low |
1,224.5 |
1,212.4 |
-12.1 |
-1.0% |
1,189.9 |
| Close |
1,233.5 |
1,219.9 |
-13.6 |
-1.1% |
1,233.1 |
| Range |
23.5 |
21.2 |
-2.3 |
-9.8% |
65.2 |
| ATR |
20.9 |
20.9 |
0.0 |
0.1% |
0.0 |
| Volume |
4,824 |
3,896 |
-928 |
-19.2% |
30,778 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.6 |
1,273.9 |
1,231.6 |
|
| R3 |
1,264.4 |
1,252.7 |
1,225.7 |
|
| R2 |
1,243.2 |
1,243.2 |
1,223.8 |
|
| R1 |
1,231.5 |
1,231.5 |
1,221.8 |
1,226.8 |
| PP |
1,222.0 |
1,222.0 |
1,222.0 |
1,219.6 |
| S1 |
1,210.3 |
1,210.3 |
1,218.0 |
1,205.6 |
| S2 |
1,200.8 |
1,200.8 |
1,216.0 |
|
| S3 |
1,179.6 |
1,189.1 |
1,214.1 |
|
| S4 |
1,158.4 |
1,167.9 |
1,208.2 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.6 |
1,392.6 |
1,269.0 |
|
| R3 |
1,356.4 |
1,327.4 |
1,251.0 |
|
| R2 |
1,291.2 |
1,291.2 |
1,245.1 |
|
| R1 |
1,262.2 |
1,262.2 |
1,239.1 |
1,276.7 |
| PP |
1,226.0 |
1,226.0 |
1,226.0 |
1,233.3 |
| S1 |
1,197.0 |
1,197.0 |
1,227.1 |
1,211.5 |
| S2 |
1,160.8 |
1,160.8 |
1,221.1 |
|
| S3 |
1,095.6 |
1,131.8 |
1,215.2 |
|
| S4 |
1,030.4 |
1,066.6 |
1,197.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,255.1 |
1,212.4 |
42.7 |
3.5% |
22.7 |
1.9% |
18% |
False |
True |
5,671 |
| 10 |
1,255.1 |
1,161.2 |
93.9 |
7.7% |
25.1 |
2.1% |
63% |
False |
False |
5,540 |
| 20 |
1,255.1 |
1,135.9 |
119.2 |
9.8% |
20.5 |
1.7% |
70% |
False |
False |
3,880 |
| 40 |
1,255.1 |
1,089.9 |
165.2 |
13.5% |
17.1 |
1.4% |
79% |
False |
False |
2,726 |
| 60 |
1,255.1 |
1,089.9 |
165.2 |
13.5% |
16.7 |
1.4% |
79% |
False |
False |
2,226 |
| 80 |
1,255.1 |
1,048.2 |
206.9 |
17.0% |
17.7 |
1.4% |
83% |
False |
False |
2,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.7 |
|
2.618 |
1,289.1 |
|
1.618 |
1,267.9 |
|
1.000 |
1,254.8 |
|
0.618 |
1,246.7 |
|
HIGH |
1,233.6 |
|
0.618 |
1,225.5 |
|
0.500 |
1,223.0 |
|
0.382 |
1,220.5 |
|
LOW |
1,212.4 |
|
0.618 |
1,199.3 |
|
1.000 |
1,191.2 |
|
1.618 |
1,178.1 |
|
2.618 |
1,156.9 |
|
4.250 |
1,122.3 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,223.0 |
1,233.8 |
| PP |
1,222.0 |
1,229.1 |
| S1 |
1,220.9 |
1,224.5 |
|