| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,725.0 |
2,565.0 |
-160.0 |
-5.9% |
2,579.0 |
| High |
2,726.0 |
2,650.0 |
-76.0 |
-2.8% |
2,767.0 |
| Low |
2,587.0 |
2,556.0 |
-31.0 |
-1.2% |
2,563.0 |
| Close |
2,599.0 |
2,608.0 |
9.0 |
0.3% |
2,599.0 |
| Range |
139.0 |
94.0 |
-45.0 |
-32.4% |
204.0 |
| ATR |
103.6 |
102.9 |
-0.7 |
-0.7% |
0.0 |
| Volume |
2,397,706 |
1,964,469 |
-433,237 |
-18.1% |
11,620,813 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.7 |
2,841.3 |
2,659.7 |
|
| R3 |
2,792.7 |
2,747.3 |
2,633.9 |
|
| R2 |
2,698.7 |
2,698.7 |
2,625.2 |
|
| R1 |
2,653.3 |
2,653.3 |
2,616.6 |
2,676.0 |
| PP |
2,604.7 |
2,604.7 |
2,604.7 |
2,616.0 |
| S1 |
2,559.3 |
2,559.3 |
2,599.4 |
2,582.0 |
| S2 |
2,510.7 |
2,510.7 |
2,590.8 |
|
| S3 |
2,416.7 |
2,465.3 |
2,582.2 |
|
| S4 |
2,322.7 |
2,371.3 |
2,556.3 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,255.0 |
3,131.0 |
2,711.2 |
|
| R3 |
3,051.0 |
2,927.0 |
2,655.1 |
|
| R2 |
2,847.0 |
2,847.0 |
2,636.4 |
|
| R1 |
2,723.0 |
2,723.0 |
2,617.7 |
2,785.0 |
| PP |
2,643.0 |
2,643.0 |
2,643.0 |
2,674.0 |
| S1 |
2,519.0 |
2,519.0 |
2,580.3 |
2,581.0 |
| S2 |
2,439.0 |
2,439.0 |
2,561.6 |
|
| S3 |
2,235.0 |
2,315.0 |
2,542.9 |
|
| S4 |
2,031.0 |
2,111.0 |
2,486.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,767.0 |
2,556.0 |
211.0 |
8.1% |
98.8 |
3.8% |
25% |
False |
True |
1,955,583 |
| 10 |
2,768.0 |
2,333.0 |
435.0 |
16.7% |
137.3 |
5.3% |
63% |
False |
False |
2,675,705 |
| 20 |
2,927.0 |
2,333.0 |
594.0 |
22.8% |
104.2 |
4.0% |
46% |
False |
False |
2,115,238 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
73.0 |
2.8% |
44% |
False |
False |
1,600,220 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
62.0 |
2.4% |
44% |
False |
False |
1,139,474 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
62.5 |
2.4% |
44% |
False |
False |
855,659 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
24.6% |
58.3 |
2.2% |
43% |
False |
False |
684,783 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.6% |
56.4 |
2.2% |
43% |
False |
False |
571,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,049.5 |
|
2.618 |
2,896.1 |
|
1.618 |
2,802.1 |
|
1.000 |
2,744.0 |
|
0.618 |
2,708.1 |
|
HIGH |
2,650.0 |
|
0.618 |
2,614.1 |
|
0.500 |
2,603.0 |
|
0.382 |
2,591.9 |
|
LOW |
2,556.0 |
|
0.618 |
2,497.9 |
|
1.000 |
2,462.0 |
|
1.618 |
2,403.9 |
|
2.618 |
2,309.9 |
|
4.250 |
2,156.5 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,606.3 |
2,661.5 |
| PP |
2,604.7 |
2,643.7 |
| S1 |
2,603.0 |
2,625.8 |
|