| 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 |
1,069.25 |
1,085.50 |
16.25 |
1.5% |
1,133.75 |
| High |
1,088.75 |
1,088.75 |
0.00 |
0.0% |
1,147.50 |
| Low |
1,051.25 |
1,070.00 |
18.75 |
1.8% |
1,051.25 |
| Close |
1,084.50 |
1,071.00 |
-13.50 |
-1.2% |
1,084.50 |
| Range |
37.50 |
18.75 |
-18.75 |
-50.0% |
96.25 |
| ATR |
30.19 |
29.37 |
-0.82 |
-2.7% |
0.00 |
| Volume |
4,378,875 |
4,024,607 |
-354,268 |
-8.1% |
17,089,741 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,132.75 |
1,120.75 |
1,081.25 |
|
| R3 |
1,114.00 |
1,102.00 |
1,076.25 |
|
| R2 |
1,095.25 |
1,095.25 |
1,074.50 |
|
| R1 |
1,083.25 |
1,083.25 |
1,072.75 |
1,080.00 |
| PP |
1,076.50 |
1,076.50 |
1,076.50 |
1,075.00 |
| S1 |
1,064.50 |
1,064.50 |
1,069.25 |
1,061.00 |
| S2 |
1,057.75 |
1,057.75 |
1,067.50 |
|
| S3 |
1,039.00 |
1,045.75 |
1,065.75 |
|
| S4 |
1,020.25 |
1,027.00 |
1,060.75 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,383.25 |
1,330.00 |
1,137.50 |
|
| R3 |
1,287.00 |
1,233.75 |
1,111.00 |
|
| R2 |
1,190.75 |
1,190.75 |
1,102.25 |
|
| R1 |
1,137.50 |
1,137.50 |
1,093.25 |
1,116.00 |
| PP |
1,094.50 |
1,094.50 |
1,094.50 |
1,083.50 |
| S1 |
1,041.25 |
1,041.25 |
1,075.75 |
1,019.75 |
| S2 |
998.25 |
998.25 |
1,066.75 |
|
| S3 |
902.00 |
945.00 |
1,058.00 |
|
| S4 |
805.75 |
848.75 |
1,031.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,147.50 |
1,051.25 |
96.25 |
9.0% |
32.25 |
3.0% |
21% |
False |
False |
3,626,967 |
| 10 |
1,174.75 |
1,051.25 |
123.50 |
11.5% |
30.50 |
2.8% |
16% |
False |
False |
3,149,169 |
| 20 |
1,210.00 |
1,051.25 |
158.75 |
14.8% |
33.50 |
3.1% |
12% |
False |
False |
3,177,039 |
| 40 |
1,216.75 |
1,051.25 |
165.50 |
15.5% |
23.00 |
2.1% |
12% |
False |
False |
2,488,367 |
| 60 |
1,216.75 |
1,051.25 |
165.50 |
15.5% |
19.00 |
1.8% |
12% |
False |
False |
2,023,012 |
| 80 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
18.75 |
1.8% |
19% |
False |
False |
1,518,427 |
| 100 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
18.25 |
1.7% |
19% |
False |
False |
1,215,027 |
| 120 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
17.00 |
1.6% |
19% |
False |
False |
1,012,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,168.50 |
|
2.618 |
1,137.75 |
|
1.618 |
1,119.00 |
|
1.000 |
1,107.50 |
|
0.618 |
1,100.25 |
|
HIGH |
1,088.75 |
|
0.618 |
1,081.50 |
|
0.500 |
1,079.50 |
|
0.382 |
1,077.25 |
|
LOW |
1,070.00 |
|
0.618 |
1,058.50 |
|
1.000 |
1,051.25 |
|
1.618 |
1,039.75 |
|
2.618 |
1,021.00 |
|
4.250 |
990.25 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,079.50 |
1,084.00 |
| PP |
1,076.50 |
1,079.50 |
| S1 |
1,073.75 |
1,075.25 |
|