| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,526.0 |
2,560.0 |
34.0 |
1.3% |
2,565.0 |
| High |
2,578.0 |
2,589.0 |
11.0 |
0.4% |
2,688.0 |
| Low |
2,476.0 |
2,516.0 |
40.0 |
1.6% |
2,476.0 |
| Close |
2,555.0 |
2,545.0 |
-10.0 |
-0.4% |
2,555.0 |
| Range |
102.0 |
73.0 |
-29.0 |
-28.4% |
212.0 |
| ATR |
104.4 |
102.1 |
-2.2 |
-2.1% |
0.0 |
| Volume |
3,033,044 |
1,278,938 |
-1,754,106 |
-57.8% |
12,575,599 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.0 |
2,730.0 |
2,585.2 |
|
| R3 |
2,696.0 |
2,657.0 |
2,565.1 |
|
| R2 |
2,623.0 |
2,623.0 |
2,558.4 |
|
| R1 |
2,584.0 |
2,584.0 |
2,551.7 |
2,567.0 |
| PP |
2,550.0 |
2,550.0 |
2,550.0 |
2,541.5 |
| S1 |
2,511.0 |
2,511.0 |
2,538.3 |
2,494.0 |
| S2 |
2,477.0 |
2,477.0 |
2,531.6 |
|
| S3 |
2,404.0 |
2,438.0 |
2,524.9 |
|
| S4 |
2,331.0 |
2,365.0 |
2,504.9 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,209.0 |
3,094.0 |
2,671.6 |
|
| R3 |
2,997.0 |
2,882.0 |
2,613.3 |
|
| R2 |
2,785.0 |
2,785.0 |
2,593.9 |
|
| R1 |
2,670.0 |
2,670.0 |
2,574.4 |
2,621.5 |
| PP |
2,573.0 |
2,573.0 |
2,573.0 |
2,548.8 |
| S1 |
2,458.0 |
2,458.0 |
2,535.6 |
2,409.5 |
| S2 |
2,361.0 |
2,361.0 |
2,516.1 |
|
| S3 |
2,149.0 |
2,246.0 |
2,496.7 |
|
| S4 |
1,937.0 |
2,034.0 |
2,438.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,688.0 |
2,476.0 |
212.0 |
8.3% |
94.6 |
3.7% |
33% |
False |
False |
2,378,013 |
| 10 |
2,767.0 |
2,476.0 |
291.0 |
11.4% |
96.7 |
3.8% |
24% |
False |
False |
2,166,798 |
| 20 |
2,876.0 |
2,333.0 |
543.0 |
21.3% |
113.5 |
4.5% |
39% |
False |
False |
2,385,148 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
78.5 |
3.1% |
34% |
False |
False |
1,744,384 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
65.7 |
2.6% |
34% |
False |
False |
1,337,315 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
64.0 |
2.5% |
34% |
False |
False |
1,004,128 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
25.2% |
61.6 |
2.4% |
33% |
False |
False |
803,671 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
25.2% |
58.1 |
2.3% |
33% |
False |
False |
670,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,899.3 |
|
2.618 |
2,780.1 |
|
1.618 |
2,707.1 |
|
1.000 |
2,662.0 |
|
0.618 |
2,634.1 |
|
HIGH |
2,589.0 |
|
0.618 |
2,561.1 |
|
0.500 |
2,552.5 |
|
0.382 |
2,543.9 |
|
LOW |
2,516.0 |
|
0.618 |
2,470.9 |
|
1.000 |
2,443.0 |
|
1.618 |
2,397.9 |
|
2.618 |
2,324.9 |
|
4.250 |
2,205.8 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,552.5 |
2,557.5 |
| PP |
2,550.0 |
2,553.3 |
| S1 |
2,547.5 |
2,549.2 |
|