| 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 |
1,056.50 |
1,072.50 |
16.00 |
1.5% |
1,135.00 |
| High |
1,065.75 |
1,080.50 |
14.75 |
1.4% |
1,138.00 |
| Low |
1,029.25 |
1,053.00 |
23.75 |
2.3% |
1,043.75 |
| Close |
1,065.00 |
1,053.00 |
-12.00 |
-1.1% |
1,076.00 |
| Range |
36.50 |
27.50 |
-9.00 |
-24.7% |
94.25 |
| ATR |
27.61 |
27.60 |
-0.01 |
0.0% |
0.00 |
| Volume |
33 |
70 |
37 |
112.1% |
813 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,144.75 |
1,126.25 |
1,068.00 |
|
| R3 |
1,117.25 |
1,098.75 |
1,060.50 |
|
| R2 |
1,089.75 |
1,089.75 |
1,058.00 |
|
| R1 |
1,071.25 |
1,071.25 |
1,055.50 |
1,066.75 |
| PP |
1,062.25 |
1,062.25 |
1,062.25 |
1,060.00 |
| S1 |
1,043.75 |
1,043.75 |
1,050.50 |
1,039.25 |
| S2 |
1,034.75 |
1,034.75 |
1,048.00 |
|
| S3 |
1,007.25 |
1,016.25 |
1,045.50 |
|
| S4 |
979.75 |
988.75 |
1,038.00 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.75 |
1,316.50 |
1,127.75 |
|
| R3 |
1,274.50 |
1,222.25 |
1,102.00 |
|
| R2 |
1,180.25 |
1,180.25 |
1,093.25 |
|
| R1 |
1,128.00 |
1,128.00 |
1,084.75 |
1,107.00 |
| PP |
1,086.00 |
1,086.00 |
1,086.00 |
1,075.50 |
| S1 |
1,033.75 |
1,033.75 |
1,067.25 |
1,012.75 |
| S2 |
991.75 |
991.75 |
1,058.75 |
|
| S3 |
897.50 |
939.50 |
1,050.00 |
|
| S4 |
803.25 |
845.25 |
1,024.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,106.75 |
1,029.25 |
77.50 |
7.4% |
33.00 |
3.1% |
31% |
False |
False |
62 |
| 10 |
1,164.75 |
1,029.25 |
135.50 |
12.9% |
30.25 |
2.9% |
18% |
False |
False |
112 |
| 20 |
1,198.50 |
1,029.25 |
169.25 |
16.1% |
31.00 |
2.9% |
14% |
False |
False |
126 |
| 40 |
1,208.00 |
1,029.25 |
178.75 |
17.0% |
22.00 |
2.1% |
13% |
False |
False |
108 |
| 60 |
1,208.00 |
1,029.25 |
178.75 |
17.0% |
17.00 |
1.6% |
13% |
False |
False |
102 |
| 80 |
1,208.00 |
1,029.25 |
178.75 |
17.0% |
14.00 |
1.3% |
13% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,197.50 |
|
2.618 |
1,152.50 |
|
1.618 |
1,125.00 |
|
1.000 |
1,108.00 |
|
0.618 |
1,097.50 |
|
HIGH |
1,080.50 |
|
0.618 |
1,070.00 |
|
0.500 |
1,066.75 |
|
0.382 |
1,063.50 |
|
LOW |
1,053.00 |
|
0.618 |
1,036.00 |
|
1.000 |
1,025.50 |
|
1.618 |
1,008.50 |
|
2.618 |
981.00 |
|
4.250 |
936.00 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,066.75 |
1,055.00 |
| PP |
1,062.25 |
1,054.25 |
| S1 |
1,057.50 |
1,053.50 |
|