| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,514.0 |
2,618.0 |
104.0 |
4.1% |
2,560.0 |
| High |
2,634.0 |
2,640.0 |
6.0 |
0.2% |
2,640.0 |
| Low |
2,514.0 |
2,565.0 |
51.0 |
2.0% |
2,433.0 |
| Close |
2,616.0 |
2,607.0 |
-9.0 |
-0.3% |
2,607.0 |
| Range |
120.0 |
75.0 |
-45.0 |
-37.5% |
207.0 |
| ATR |
102.5 |
100.5 |
-2.0 |
-1.9% |
0.0 |
| Volume |
1,940,678 |
1,516,519 |
-424,159 |
-21.9% |
9,152,649 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.0 |
2,793.0 |
2,648.3 |
|
| R3 |
2,754.0 |
2,718.0 |
2,627.6 |
|
| R2 |
2,679.0 |
2,679.0 |
2,620.8 |
|
| R1 |
2,643.0 |
2,643.0 |
2,613.9 |
2,623.5 |
| PP |
2,604.0 |
2,604.0 |
2,604.0 |
2,594.3 |
| S1 |
2,568.0 |
2,568.0 |
2,600.1 |
2,548.5 |
| S2 |
2,529.0 |
2,529.0 |
2,593.3 |
|
| S3 |
2,454.0 |
2,493.0 |
2,586.4 |
|
| S4 |
2,379.0 |
2,418.0 |
2,565.8 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.0 |
3,101.0 |
2,720.9 |
|
| R3 |
2,974.0 |
2,894.0 |
2,663.9 |
|
| R2 |
2,767.0 |
2,767.0 |
2,645.0 |
|
| R1 |
2,687.0 |
2,687.0 |
2,626.0 |
2,727.0 |
| PP |
2,560.0 |
2,560.0 |
2,560.0 |
2,580.0 |
| S1 |
2,480.0 |
2,480.0 |
2,588.0 |
2,520.0 |
| S2 |
2,353.0 |
2,353.0 |
2,569.1 |
|
| S3 |
2,146.0 |
2,273.0 |
2,550.1 |
|
| S4 |
1,939.0 |
2,066.0 |
2,493.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,640.0 |
2,433.0 |
207.0 |
7.9% |
87.8 |
3.4% |
84% |
True |
False |
1,830,529 |
| 10 |
2,688.0 |
2,433.0 |
255.0 |
9.8% |
93.3 |
3.6% |
68% |
False |
False |
2,172,824 |
| 20 |
2,778.0 |
2,333.0 |
445.0 |
17.1% |
113.4 |
4.3% |
62% |
False |
False |
2,363,078 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
84.2 |
3.2% |
44% |
False |
False |
1,846,729 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
69.2 |
2.7% |
44% |
False |
False |
1,468,405 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
65.6 |
2.5% |
44% |
False |
False |
1,102,456 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
24.6% |
64.2 |
2.5% |
43% |
False |
False |
882,375 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.6% |
59.8 |
2.3% |
43% |
False |
False |
736,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.8 |
|
2.618 |
2,836.4 |
|
1.618 |
2,761.4 |
|
1.000 |
2,715.0 |
|
0.618 |
2,686.4 |
|
HIGH |
2,640.0 |
|
0.618 |
2,611.4 |
|
0.500 |
2,602.5 |
|
0.382 |
2,593.7 |
|
LOW |
2,565.0 |
|
0.618 |
2,518.7 |
|
1.000 |
2,490.0 |
|
1.618 |
2,443.7 |
|
2.618 |
2,368.7 |
|
4.250 |
2,246.3 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,605.5 |
2,590.8 |
| PP |
2,604.0 |
2,574.7 |
| S1 |
2,602.5 |
2,558.5 |
|