| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,565.0 |
2,625.0 |
60.0 |
2.3% |
2,579.0 |
| High |
2,650.0 |
2,688.0 |
38.0 |
1.4% |
2,767.0 |
| Low |
2,556.0 |
2,605.0 |
49.0 |
1.9% |
2,563.0 |
| Close |
2,608.0 |
2,672.0 |
64.0 |
2.5% |
2,599.0 |
| Range |
94.0 |
83.0 |
-11.0 |
-11.7% |
204.0 |
| ATR |
102.9 |
101.5 |
-1.4 |
-1.4% |
0.0 |
| Volume |
1,964,469 |
2,040,251 |
75,782 |
3.9% |
11,620,813 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.0 |
2,871.0 |
2,717.7 |
|
| R3 |
2,821.0 |
2,788.0 |
2,694.8 |
|
| R2 |
2,738.0 |
2,738.0 |
2,687.2 |
|
| R1 |
2,705.0 |
2,705.0 |
2,679.6 |
2,721.5 |
| PP |
2,655.0 |
2,655.0 |
2,655.0 |
2,663.3 |
| S1 |
2,622.0 |
2,622.0 |
2,664.4 |
2,638.5 |
| S2 |
2,572.0 |
2,572.0 |
2,656.8 |
|
| S3 |
2,489.0 |
2,539.0 |
2,649.2 |
|
| S4 |
2,406.0 |
2,456.0 |
2,626.4 |
|
|
| 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 |
7.9% |
96.0 |
3.6% |
55% |
False |
False |
1,962,303 |
| 10 |
2,767.0 |
2,333.0 |
434.0 |
16.2% |
132.9 |
5.0% |
78% |
False |
False |
2,634,649 |
| 20 |
2,927.0 |
2,333.0 |
594.0 |
22.2% |
105.8 |
4.0% |
57% |
False |
False |
2,156,581 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
23.3% |
73.8 |
2.8% |
54% |
False |
False |
1,618,119 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
23.3% |
62.7 |
2.3% |
54% |
False |
False |
1,173,463 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
23.3% |
62.4 |
2.3% |
54% |
False |
False |
881,080 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
24.0% |
58.5 |
2.2% |
53% |
False |
False |
705,185 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.0% |
56.9 |
2.1% |
53% |
False |
False |
588,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.8 |
|
2.618 |
2,905.3 |
|
1.618 |
2,822.3 |
|
1.000 |
2,771.0 |
|
0.618 |
2,739.3 |
|
HIGH |
2,688.0 |
|
0.618 |
2,656.3 |
|
0.500 |
2,646.5 |
|
0.382 |
2,636.7 |
|
LOW |
2,605.0 |
|
0.618 |
2,553.7 |
|
1.000 |
2,522.0 |
|
1.618 |
2,470.7 |
|
2.618 |
2,387.7 |
|
4.250 |
2,252.3 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.5 |
2,661.7 |
| PP |
2,655.0 |
2,651.3 |
| S1 |
2,646.5 |
2,641.0 |
|