| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
108.52 |
105.11 |
-3.41 |
-3.1% |
114.20 |
| High |
109.39 |
107.87 |
-1.52 |
-1.4% |
115.22 |
| Low |
107.61 |
104.38 |
-3.23 |
-3.0% |
105.36 |
| Close |
107.71 |
107.82 |
0.11 |
0.1% |
109.12 |
| Range |
1.78 |
3.49 |
1.71 |
96.1% |
9.86 |
| ATR |
2.78 |
2.83 |
0.05 |
1.8% |
0.00 |
| Volume |
269,081,680 |
395,880,010 |
126,798,330 |
47.1% |
2,110,061,280 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.16 |
115.98 |
109.74 |
|
| R3 |
113.67 |
112.49 |
108.78 |
|
| R2 |
110.18 |
110.18 |
108.46 |
|
| R1 |
109.00 |
109.00 |
108.14 |
109.59 |
| PP |
106.69 |
106.69 |
106.69 |
106.98 |
| S1 |
105.51 |
105.51 |
107.50 |
106.10 |
| S2 |
103.20 |
103.20 |
107.18 |
|
| S3 |
99.71 |
102.02 |
106.86 |
|
| S4 |
96.22 |
98.53 |
105.90 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.48 |
134.15 |
114.54 |
|
| R3 |
129.62 |
124.30 |
111.83 |
|
| R2 |
119.76 |
119.76 |
110.92 |
|
| R1 |
114.44 |
114.44 |
110.02 |
112.17 |
| PP |
109.90 |
109.90 |
109.90 |
108.76 |
| S1 |
104.58 |
104.58 |
108.21 |
102.31 |
| S2 |
100.04 |
100.04 |
107.31 |
|
| S3 |
90.18 |
94.72 |
106.40 |
|
| S4 |
80.32 |
84.86 |
103.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.77 |
104.38 |
8.39 |
7.8% |
2.82 |
2.6% |
41% |
False |
True |
417,837,280 |
| 10 |
117.68 |
104.38 |
13.30 |
12.3% |
2.58 |
2.4% |
26% |
False |
True |
359,030,936 |
| 20 |
121.11 |
104.38 |
16.73 |
15.5% |
2.82 |
2.6% |
21% |
False |
True |
360,453,635 |
| 40 |
122.12 |
104.38 |
17.74 |
16.5% |
2.04 |
1.9% |
19% |
False |
True |
268,948,212 |
| 60 |
122.12 |
104.38 |
17.74 |
16.5% |
1.71 |
1.6% |
19% |
False |
True |
236,656,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.70 |
|
2.618 |
117.01 |
|
1.618 |
113.52 |
|
1.000 |
111.36 |
|
0.618 |
110.03 |
|
HIGH |
107.87 |
|
0.618 |
106.54 |
|
0.500 |
106.13 |
|
0.382 |
105.71 |
|
LOW |
104.38 |
|
0.618 |
102.22 |
|
1.000 |
100.89 |
|
1.618 |
98.73 |
|
2.618 |
95.24 |
|
4.250 |
89.55 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
107.25 |
107.51 |
| PP |
106.69 |
107.20 |
| S1 |
106.13 |
106.89 |
|