| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,201.5 |
1,187.0 |
-14.5 |
-1.2% |
1,235.1 |
| High |
1,202.8 |
1,192.9 |
-9.9 |
-0.8% |
1,248.0 |
| Low |
1,180.3 |
1,172.0 |
-8.3 |
-0.7% |
1,172.0 |
| Close |
1,194.1 |
1,181.8 |
-12.3 |
-1.0% |
1,181.8 |
| Range |
22.5 |
20.9 |
-1.6 |
-7.1% |
76.0 |
| ATR |
22.3 |
22.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
5,006 |
5,702 |
696 |
13.9% |
22,464 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.9 |
1,234.3 |
1,193.3 |
|
| R3 |
1,224.0 |
1,213.4 |
1,187.5 |
|
| R2 |
1,203.1 |
1,203.1 |
1,185.6 |
|
| R1 |
1,192.5 |
1,192.5 |
1,183.7 |
1,187.4 |
| PP |
1,182.2 |
1,182.2 |
1,182.2 |
1,179.7 |
| S1 |
1,171.6 |
1,171.6 |
1,179.9 |
1,166.5 |
| S2 |
1,161.3 |
1,161.3 |
1,178.0 |
|
| S3 |
1,140.4 |
1,150.7 |
1,176.1 |
|
| S4 |
1,119.5 |
1,129.8 |
1,170.3 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.6 |
1,381.2 |
1,223.6 |
|
| R3 |
1,352.6 |
1,305.2 |
1,202.7 |
|
| R2 |
1,276.6 |
1,276.6 |
1,195.7 |
|
| R1 |
1,229.2 |
1,229.2 |
1,188.8 |
1,214.9 |
| PP |
1,200.6 |
1,200.6 |
1,200.6 |
1,193.5 |
| S1 |
1,153.2 |
1,153.2 |
1,174.8 |
1,138.9 |
| S2 |
1,124.6 |
1,124.6 |
1,167.9 |
|
| S3 |
1,048.6 |
1,077.2 |
1,160.9 |
|
| S4 |
972.6 |
1,001.2 |
1,140.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,248.0 |
1,172.0 |
76.0 |
6.4% |
25.5 |
2.2% |
13% |
False |
True |
4,492 |
| 10 |
1,255.1 |
1,172.0 |
83.1 |
7.0% |
25.6 |
2.2% |
12% |
False |
True |
5,324 |
| 20 |
1,255.1 |
1,150.7 |
104.4 |
8.8% |
22.0 |
1.9% |
30% |
False |
False |
4,230 |
| 40 |
1,255.1 |
1,094.0 |
161.1 |
13.6% |
18.2 |
1.5% |
55% |
False |
False |
2,951 |
| 60 |
1,255.1 |
1,089.9 |
165.2 |
14.0% |
17.1 |
1.5% |
56% |
False |
False |
2,398 |
| 80 |
1,255.1 |
1,048.2 |
206.9 |
17.5% |
18.2 |
1.5% |
65% |
False |
False |
2,353 |
| 100 |
1,255.1 |
1,048.2 |
206.9 |
17.5% |
18.1 |
1.5% |
65% |
False |
False |
2,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,281.7 |
|
2.618 |
1,247.6 |
|
1.618 |
1,226.7 |
|
1.000 |
1,213.8 |
|
0.618 |
1,205.8 |
|
HIGH |
1,192.9 |
|
0.618 |
1,184.9 |
|
0.500 |
1,182.5 |
|
0.382 |
1,180.0 |
|
LOW |
1,172.0 |
|
0.618 |
1,159.1 |
|
1.000 |
1,151.1 |
|
1.618 |
1,138.2 |
|
2.618 |
1,117.3 |
|
4.250 |
1,083.2 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,182.5 |
1,201.8 |
| PP |
1,182.2 |
1,195.1 |
| S1 |
1,182.0 |
1,188.5 |
|