| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,821.25 |
1,809.75 |
-11.50 |
-0.6% |
1,907.75 |
| High |
1,840.00 |
1,819.50 |
-20.50 |
-1.1% |
1,932.00 |
| Low |
1,796.00 |
1,754.25 |
-41.75 |
-2.3% |
1,765.50 |
| Close |
1,812.50 |
1,815.50 |
3.00 |
0.2% |
1,819.25 |
| Range |
44.00 |
65.25 |
21.25 |
48.3% |
166.50 |
| ATR |
55.66 |
56.34 |
0.69 |
1.2% |
0.00 |
| Volume |
514,060 |
319,255 |
-194,805 |
-37.9% |
2,229,070 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.25 |
1,969.00 |
1,851.50 |
|
| R3 |
1,927.00 |
1,903.75 |
1,833.50 |
|
| R2 |
1,861.75 |
1,861.75 |
1,827.50 |
|
| R1 |
1,838.50 |
1,838.50 |
1,821.50 |
1,850.00 |
| PP |
1,796.50 |
1,796.50 |
1,796.50 |
1,802.25 |
| S1 |
1,773.25 |
1,773.25 |
1,809.50 |
1,785.00 |
| S2 |
1,731.25 |
1,731.25 |
1,803.50 |
|
| S3 |
1,666.00 |
1,708.00 |
1,797.50 |
|
| S4 |
1,600.75 |
1,642.75 |
1,779.50 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,338.50 |
2,245.25 |
1,910.75 |
|
| R3 |
2,172.00 |
2,078.75 |
1,865.00 |
|
| R2 |
2,005.50 |
2,005.50 |
1,849.75 |
|
| R1 |
1,912.25 |
1,912.25 |
1,834.50 |
1,875.50 |
| PP |
1,839.00 |
1,839.00 |
1,839.00 |
1,820.50 |
| S1 |
1,745.75 |
1,745.75 |
1,804.00 |
1,709.00 |
| S2 |
1,672.50 |
1,672.50 |
1,788.75 |
|
| S3 |
1,506.00 |
1,579.25 |
1,773.50 |
|
| S4 |
1,339.50 |
1,412.75 |
1,727.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,893.75 |
1,754.25 |
139.50 |
7.7% |
60.50 |
3.3% |
44% |
False |
True |
449,923 |
| 10 |
1,981.50 |
1,754.25 |
227.25 |
12.5% |
57.75 |
3.2% |
27% |
False |
True |
408,934 |
| 20 |
2,047.00 |
1,730.25 |
316.75 |
17.4% |
65.25 |
3.6% |
27% |
False |
False |
431,603 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
18.1% |
45.00 |
2.5% |
26% |
False |
False |
337,696 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
18.1% |
36.75 |
2.0% |
26% |
False |
False |
277,628 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
19.3% |
34.75 |
1.9% |
31% |
False |
False |
208,340 |
| 100 |
2,058.75 |
1,708.50 |
350.25 |
19.3% |
34.25 |
1.9% |
31% |
False |
False |
166,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,096.75 |
|
2.618 |
1,990.25 |
|
1.618 |
1,925.00 |
|
1.000 |
1,884.75 |
|
0.618 |
1,859.75 |
|
HIGH |
1,819.50 |
|
0.618 |
1,794.50 |
|
0.500 |
1,787.00 |
|
0.382 |
1,779.25 |
|
LOW |
1,754.25 |
|
0.618 |
1,714.00 |
|
1.000 |
1,689.00 |
|
1.618 |
1,648.75 |
|
2.618 |
1,583.50 |
|
4.250 |
1,477.00 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,806.00 |
1,809.50 |
| PP |
1,796.50 |
1,803.25 |
| S1 |
1,787.00 |
1,797.00 |
|