| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,625.0 |
2,607.0 |
-18.0 |
-0.7% |
2,579.0 |
| High |
2,688.0 |
2,641.0 |
-47.0 |
-1.7% |
2,767.0 |
| Low |
2,605.0 |
2,569.0 |
-36.0 |
-1.4% |
2,563.0 |
| Close |
2,672.0 |
2,594.0 |
-78.0 |
-2.9% |
2,599.0 |
| Range |
83.0 |
72.0 |
-11.0 |
-13.3% |
204.0 |
| ATR |
101.5 |
101.6 |
0.1 |
0.1% |
0.0 |
| Volume |
2,040,251 |
2,584,565 |
544,314 |
26.7% |
11,620,813 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.3 |
2,777.7 |
2,633.6 |
|
| R3 |
2,745.3 |
2,705.7 |
2,613.8 |
|
| R2 |
2,673.3 |
2,673.3 |
2,607.2 |
|
| R1 |
2,633.7 |
2,633.7 |
2,600.6 |
2,617.5 |
| PP |
2,601.3 |
2,601.3 |
2,601.3 |
2,593.3 |
| S1 |
2,561.7 |
2,561.7 |
2,587.4 |
2,545.5 |
| S2 |
2,529.3 |
2,529.3 |
2,580.8 |
|
| S3 |
2,457.3 |
2,489.7 |
2,574.2 |
|
| S4 |
2,385.3 |
2,417.7 |
2,554.4 |
|
|
| 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 |
8.1% |
89.8 |
3.5% |
18% |
False |
False |
2,052,084 |
| 10 |
2,767.0 |
2,333.0 |
434.0 |
16.7% |
132.9 |
5.1% |
60% |
False |
False |
2,645,873 |
| 20 |
2,895.0 |
2,333.0 |
562.0 |
21.7% |
106.3 |
4.1% |
46% |
False |
False |
2,227,213 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
74.3 |
2.9% |
42% |
False |
False |
1,653,316 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
63.4 |
2.4% |
42% |
False |
False |
1,216,481 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
62.7 |
2.4% |
42% |
False |
False |
913,386 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
24.7% |
59.0 |
2.3% |
41% |
False |
False |
731,026 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.7% |
57.2 |
2.2% |
41% |
False |
False |
610,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.0 |
|
2.618 |
2,829.5 |
|
1.618 |
2,757.5 |
|
1.000 |
2,713.0 |
|
0.618 |
2,685.5 |
|
HIGH |
2,641.0 |
|
0.618 |
2,613.5 |
|
0.500 |
2,605.0 |
|
0.382 |
2,596.5 |
|
LOW |
2,569.0 |
|
0.618 |
2,524.5 |
|
1.000 |
2,497.0 |
|
1.618 |
2,452.5 |
|
2.618 |
2,380.5 |
|
4.250 |
2,263.0 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,605.0 |
2,622.0 |
| PP |
2,601.3 |
2,612.7 |
| S1 |
2,597.7 |
2,603.3 |
|