| 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 |
5,831.0 |
5,818.5 |
-12.5 |
-0.2% |
5,997.5 |
| High |
5,873.0 |
5,872.5 |
-0.5 |
0.0% |
6,187.0 |
| Low |
5,688.0 |
5,733.5 |
45.5 |
0.8% |
5,688.0 |
| Close |
5,823.0 |
5,800.5 |
-22.5 |
-0.4% |
5,823.0 |
| Range |
185.0 |
139.0 |
-46.0 |
-24.9% |
499.0 |
| ATR |
171.4 |
169.1 |
-2.3 |
-1.4% |
0.0 |
| Volume |
307,905 |
146,584 |
-161,321 |
-52.4% |
1,347,967 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,219.2 |
6,148.8 |
5,877.0 |
|
| R3 |
6,080.2 |
6,009.8 |
5,838.7 |
|
| R2 |
5,941.2 |
5,941.2 |
5,826.0 |
|
| R1 |
5,870.8 |
5,870.8 |
5,813.2 |
5,836.5 |
| PP |
5,802.2 |
5,802.2 |
5,802.2 |
5,785.0 |
| S1 |
5,731.8 |
5,731.8 |
5,787.8 |
5,697.5 |
| S2 |
5,663.2 |
5,663.2 |
5,775.0 |
|
| S3 |
5,524.2 |
5,592.8 |
5,762.3 |
|
| S4 |
5,385.2 |
5,453.8 |
5,724.1 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,396.3 |
7,108.7 |
6,097.5 |
|
| R3 |
6,897.3 |
6,609.7 |
5,960.2 |
|
| R2 |
6,398.3 |
6,398.3 |
5,914.5 |
|
| R1 |
6,110.7 |
6,110.7 |
5,868.7 |
6,005.0 |
| PP |
5,899.3 |
5,899.3 |
5,899.3 |
5,846.5 |
| S1 |
5,611.7 |
5,611.7 |
5,777.3 |
5,506.0 |
| S2 |
5,400.3 |
5,400.3 |
5,731.5 |
|
| S3 |
4,901.3 |
5,112.7 |
5,685.8 |
|
| S4 |
4,402.3 |
4,613.7 |
5,548.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,187.0 |
5,688.0 |
499.0 |
8.6% |
169.7 |
2.9% |
23% |
False |
False |
249,726 |
| 10 |
6,280.0 |
5,688.0 |
592.0 |
10.2% |
172.9 |
3.0% |
19% |
False |
False |
234,263 |
| 20 |
6,339.0 |
5,557.0 |
782.0 |
13.5% |
180.7 |
3.1% |
31% |
False |
False |
247,618 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
13.6% |
127.2 |
2.2% |
31% |
False |
False |
194,160 |
| 60 |
6,347.0 |
5,541.5 |
805.5 |
13.9% |
107.8 |
1.9% |
32% |
False |
False |
146,564 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
16.3% |
105.8 |
1.8% |
42% |
False |
False |
110,067 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
16.3% |
104.5 |
1.8% |
42% |
False |
False |
88,123 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
16.3% |
98.8 |
1.7% |
42% |
False |
False |
73,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,463.3 |
|
2.618 |
6,236.4 |
|
1.618 |
6,097.4 |
|
1.000 |
6,011.5 |
|
0.618 |
5,958.4 |
|
HIGH |
5,872.5 |
|
0.618 |
5,819.4 |
|
0.500 |
5,803.0 |
|
0.382 |
5,786.6 |
|
LOW |
5,733.5 |
|
0.618 |
5,647.6 |
|
1.000 |
5,594.5 |
|
1.618 |
5,508.6 |
|
2.618 |
5,369.6 |
|
4.250 |
5,142.8 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,803.0 |
5,867.8 |
| PP |
5,802.2 |
5,845.3 |
| S1 |
5,801.3 |
5,822.9 |
|