| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,463.0 |
2,513.0 |
50.0 |
2.0% |
2,565.0 |
| High |
2,525.0 |
2,556.0 |
31.0 |
1.2% |
2,688.0 |
| Low |
2,433.0 |
2,477.0 |
44.0 |
1.8% |
2,476.0 |
| Close |
2,481.0 |
2,520.0 |
39.0 |
1.6% |
2,555.0 |
| Range |
92.0 |
79.0 |
-13.0 |
-14.1% |
212.0 |
| ATR |
102.8 |
101.1 |
-1.7 |
-1.7% |
0.0 |
| Volume |
2,340,698 |
2,075,816 |
-264,882 |
-11.3% |
12,575,599 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.7 |
2,716.3 |
2,563.5 |
|
| R3 |
2,675.7 |
2,637.3 |
2,541.7 |
|
| R2 |
2,596.7 |
2,596.7 |
2,534.5 |
|
| R1 |
2,558.3 |
2,558.3 |
2,527.2 |
2,577.5 |
| PP |
2,517.7 |
2,517.7 |
2,517.7 |
2,527.3 |
| S1 |
2,479.3 |
2,479.3 |
2,512.8 |
2,498.5 |
| S2 |
2,438.7 |
2,438.7 |
2,505.5 |
|
| S3 |
2,359.7 |
2,400.3 |
2,498.3 |
|
| S4 |
2,280.7 |
2,321.3 |
2,476.6 |
|
|
| 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 |
2,639.0 |
2,433.0 |
206.0 |
8.2% |
97.8 |
3.9% |
42% |
False |
False |
2,336,353 |
| 10 |
2,767.0 |
2,433.0 |
334.0 |
13.3% |
93.8 |
3.7% |
26% |
False |
False |
2,194,218 |
| 20 |
2,788.0 |
2,333.0 |
455.0 |
18.1% |
110.4 |
4.4% |
41% |
False |
False |
2,348,444 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.7% |
81.3 |
3.2% |
30% |
False |
False |
1,809,060 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.7% |
67.3 |
2.7% |
30% |
False |
False |
1,410,891 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.7% |
64.6 |
2.6% |
30% |
False |
False |
1,059,273 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
25.5% |
62.6 |
2.5% |
29% |
False |
False |
847,818 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
25.5% |
58.7 |
2.3% |
29% |
False |
False |
707,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.8 |
|
2.618 |
2,762.8 |
|
1.618 |
2,683.8 |
|
1.000 |
2,635.0 |
|
0.618 |
2,604.8 |
|
HIGH |
2,556.0 |
|
0.618 |
2,525.8 |
|
0.500 |
2,516.5 |
|
0.382 |
2,507.2 |
|
LOW |
2,477.0 |
|
0.618 |
2,428.2 |
|
1.000 |
2,398.0 |
|
1.618 |
2,349.2 |
|
2.618 |
2,270.2 |
|
4.250 |
2,141.3 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,518.8 |
2,517.0 |
| PP |
2,517.7 |
2,514.0 |
| S1 |
2,516.5 |
2,511.0 |
|