| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,223.8 |
1,191.0 |
-32.8 |
-2.7% |
1,207.0 |
| High |
1,228.2 |
1,198.2 |
-30.0 |
-2.4% |
1,249.7 |
| Low |
1,186.6 |
1,175.0 |
-11.6 |
-1.0% |
1,184.4 |
| Close |
1,193.1 |
1,188.6 |
-4.5 |
-0.4% |
1,227.8 |
| Range |
41.6 |
23.2 |
-18.4 |
-44.2% |
65.3 |
| ATR |
23.1 |
23.1 |
0.0 |
0.0% |
0.0 |
| Volume |
185,969 |
225,810 |
39,841 |
21.4% |
1,008,053 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.9 |
1,245.9 |
1,201.4 |
|
| R3 |
1,233.7 |
1,222.7 |
1,195.0 |
|
| R2 |
1,210.5 |
1,210.5 |
1,192.9 |
|
| R1 |
1,199.5 |
1,199.5 |
1,190.7 |
1,193.4 |
| PP |
1,187.3 |
1,187.3 |
1,187.3 |
1,184.2 |
| S1 |
1,176.3 |
1,176.3 |
1,186.5 |
1,170.2 |
| S2 |
1,164.1 |
1,164.1 |
1,184.3 |
|
| S3 |
1,140.9 |
1,153.1 |
1,182.2 |
|
| S4 |
1,117.7 |
1,129.9 |
1,175.8 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.5 |
1,387.5 |
1,263.7 |
|
| R3 |
1,351.2 |
1,322.2 |
1,245.8 |
|
| R2 |
1,285.9 |
1,285.9 |
1,239.8 |
|
| R1 |
1,256.9 |
1,256.9 |
1,233.8 |
1,271.4 |
| PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,227.9 |
| S1 |
1,191.6 |
1,191.6 |
1,221.8 |
1,206.1 |
| S2 |
1,155.3 |
1,155.3 |
1,215.8 |
|
| S3 |
1,090.0 |
1,126.3 |
1,209.8 |
|
| S4 |
1,024.7 |
1,061.0 |
1,191.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,249.7 |
1,175.0 |
74.7 |
6.3% |
28.7 |
2.4% |
18% |
False |
True |
196,872 |
| 10 |
1,249.7 |
1,175.0 |
74.7 |
6.3% |
26.0 |
2.2% |
18% |
False |
True |
210,022 |
| 20 |
1,249.7 |
1,135.2 |
114.5 |
9.6% |
22.8 |
1.9% |
47% |
False |
False |
175,525 |
| 40 |
1,249.7 |
1,086.6 |
163.1 |
13.7% |
19.0 |
1.6% |
63% |
False |
False |
142,894 |
| 60 |
1,249.7 |
1,086.1 |
163.6 |
13.8% |
18.3 |
1.5% |
63% |
False |
False |
100,572 |
| 80 |
1,249.7 |
1,045.6 |
204.1 |
17.2% |
19.5 |
1.6% |
70% |
False |
False |
76,504 |
| 100 |
1,249.7 |
1,045.6 |
204.1 |
17.2% |
19.2 |
1.6% |
70% |
False |
False |
61,907 |
| 120 |
1,249.7 |
1,045.6 |
204.1 |
17.2% |
20.6 |
1.7% |
70% |
False |
False |
52,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,296.8 |
|
2.618 |
1,258.9 |
|
1.618 |
1,235.7 |
|
1.000 |
1,221.4 |
|
0.618 |
1,212.5 |
|
HIGH |
1,198.2 |
|
0.618 |
1,189.3 |
|
0.500 |
1,186.6 |
|
0.382 |
1,183.9 |
|
LOW |
1,175.0 |
|
0.618 |
1,160.7 |
|
1.000 |
1,151.8 |
|
1.618 |
1,137.5 |
|
2.618 |
1,114.3 |
|
4.250 |
1,076.4 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,187.9 |
1,202.3 |
| PP |
1,187.3 |
1,197.7 |
| S1 |
1,186.6 |
1,193.2 |
|