| 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 |
1,178.1 |
1,192.4 |
14.3 |
1.2% |
1,232.0 |
| High |
1,197.3 |
1,200.7 |
3.4 |
0.3% |
1,242.8 |
| Low |
1,176.8 |
1,185.2 |
8.4 |
0.7% |
1,166.0 |
| Close |
1,194.0 |
1,198.0 |
4.0 |
0.3% |
1,176.1 |
| Range |
20.5 |
15.5 |
-5.0 |
-24.4% |
76.8 |
| ATR |
23.0 |
22.4 |
-0.5 |
-2.3% |
0.0 |
| Volume |
164,813 |
181,604 |
16,791 |
10.2% |
1,038,677 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.1 |
1,235.1 |
1,206.5 |
|
| R3 |
1,225.6 |
1,219.6 |
1,202.3 |
|
| R2 |
1,210.1 |
1,210.1 |
1,200.8 |
|
| R1 |
1,204.1 |
1,204.1 |
1,199.4 |
1,207.1 |
| PP |
1,194.6 |
1,194.6 |
1,194.6 |
1,196.2 |
| S1 |
1,188.6 |
1,188.6 |
1,196.6 |
1,191.6 |
| S2 |
1,179.1 |
1,179.1 |
1,195.2 |
|
| S3 |
1,163.6 |
1,173.1 |
1,193.7 |
|
| S4 |
1,148.1 |
1,157.6 |
1,189.5 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.4 |
1,377.5 |
1,218.3 |
|
| R3 |
1,348.6 |
1,300.7 |
1,197.2 |
|
| R2 |
1,271.8 |
1,271.8 |
1,190.2 |
|
| R1 |
1,223.9 |
1,223.9 |
1,183.1 |
1,209.5 |
| PP |
1,195.0 |
1,195.0 |
1,195.0 |
1,187.7 |
| S1 |
1,147.1 |
1,147.1 |
1,169.1 |
1,132.7 |
| S2 |
1,118.2 |
1,118.2 |
1,162.0 |
|
| S3 |
1,041.4 |
1,070.3 |
1,155.0 |
|
| S4 |
964.6 |
993.5 |
1,133.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,228.2 |
1,166.0 |
62.2 |
5.2% |
24.6 |
2.1% |
51% |
False |
False |
195,187 |
| 10 |
1,249.7 |
1,166.0 |
83.7 |
7.0% |
24.0 |
2.0% |
38% |
False |
False |
196,121 |
| 20 |
1,249.7 |
1,156.2 |
93.5 |
7.8% |
22.7 |
1.9% |
45% |
False |
False |
185,171 |
| 40 |
1,249.7 |
1,102.4 |
147.3 |
12.3% |
19.4 |
1.6% |
65% |
False |
False |
151,936 |
| 60 |
1,249.7 |
1,086.1 |
163.6 |
13.7% |
18.5 |
1.5% |
68% |
False |
False |
109,749 |
| 80 |
1,249.7 |
1,045.6 |
204.1 |
17.0% |
19.5 |
1.6% |
75% |
False |
False |
83,426 |
| 100 |
1,249.7 |
1,045.6 |
204.1 |
17.0% |
19.4 |
1.6% |
75% |
False |
False |
67,511 |
| 120 |
1,249.7 |
1,045.6 |
204.1 |
17.0% |
20.2 |
1.7% |
75% |
False |
False |
56,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,266.6 |
|
2.618 |
1,241.3 |
|
1.618 |
1,225.8 |
|
1.000 |
1,216.2 |
|
0.618 |
1,210.3 |
|
HIGH |
1,200.7 |
|
0.618 |
1,194.8 |
|
0.500 |
1,193.0 |
|
0.382 |
1,191.1 |
|
LOW |
1,185.2 |
|
0.618 |
1,175.6 |
|
1.000 |
1,169.7 |
|
1.618 |
1,160.1 |
|
2.618 |
1,144.6 |
|
4.250 |
1,119.3 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,196.3 |
1,193.1 |
| PP |
1,194.6 |
1,188.2 |
| S1 |
1,193.0 |
1,183.4 |
|