| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,229.2 |
1,227.7 |
-1.5 |
-0.1% |
1,215.8 |
| High |
1,233.6 |
1,231.6 |
-2.0 |
-0.2% |
1,255.1 |
| Low |
1,212.4 |
1,192.0 |
-20.4 |
-1.7% |
1,189.9 |
| Close |
1,219.9 |
1,198.5 |
-21.4 |
-1.8% |
1,233.1 |
| Range |
21.2 |
39.6 |
18.4 |
86.8% |
65.2 |
| ATR |
20.9 |
22.2 |
1.3 |
6.4% |
0.0 |
| Volume |
3,896 |
3,036 |
-860 |
-22.1% |
30,778 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.2 |
1,301.9 |
1,220.3 |
|
| R3 |
1,286.6 |
1,262.3 |
1,209.4 |
|
| R2 |
1,247.0 |
1,247.0 |
1,205.8 |
|
| R1 |
1,222.7 |
1,222.7 |
1,202.1 |
1,215.1 |
| PP |
1,207.4 |
1,207.4 |
1,207.4 |
1,203.5 |
| S1 |
1,183.1 |
1,183.1 |
1,194.9 |
1,175.5 |
| S2 |
1,167.8 |
1,167.8 |
1,191.2 |
|
| S3 |
1,128.2 |
1,143.5 |
1,187.6 |
|
| S4 |
1,088.6 |
1,103.9 |
1,176.7 |
|
|
| 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 |
1,192.0 |
63.1 |
5.3% |
26.4 |
2.2% |
10% |
False |
True |
4,878 |
| 10 |
1,255.1 |
1,177.5 |
77.6 |
6.5% |
27.1 |
2.3% |
27% |
False |
False |
5,432 |
| 20 |
1,255.1 |
1,135.9 |
119.2 |
9.9% |
21.9 |
1.8% |
53% |
False |
False |
3,935 |
| 40 |
1,255.1 |
1,089.9 |
165.2 |
13.8% |
17.8 |
1.5% |
66% |
False |
False |
2,768 |
| 60 |
1,255.1 |
1,089.9 |
165.2 |
13.8% |
17.0 |
1.4% |
66% |
False |
False |
2,260 |
| 80 |
1,255.1 |
1,048.2 |
206.9 |
17.3% |
18.1 |
1.5% |
73% |
False |
False |
2,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,399.9 |
|
2.618 |
1,335.3 |
|
1.618 |
1,295.7 |
|
1.000 |
1,271.2 |
|
0.618 |
1,256.1 |
|
HIGH |
1,231.6 |
|
0.618 |
1,216.5 |
|
0.500 |
1,211.8 |
|
0.382 |
1,207.1 |
|
LOW |
1,192.0 |
|
0.618 |
1,167.5 |
|
1.000 |
1,152.4 |
|
1.618 |
1,127.9 |
|
2.618 |
1,088.3 |
|
4.250 |
1,023.7 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,211.8 |
1,220.0 |
| PP |
1,207.4 |
1,212.8 |
| S1 |
1,202.9 |
1,205.7 |
|