| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
10,405 |
10,052 |
-353 |
-3.4% |
10,600 |
| High |
10,456 |
10,182 |
-274 |
-2.6% |
10,698 |
| Low |
10,034 |
9,886 |
-148 |
-1.5% |
9,886 |
| Close |
10,056 |
10,160 |
104 |
1.0% |
10,160 |
| Range |
422 |
296 |
-126 |
-29.9% |
812 |
| ATR |
244 |
248 |
4 |
1.5% |
0 |
| Volume |
211,611 |
294,103 |
82,492 |
39.0% |
1,113,903 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,964 |
10,858 |
10,323 |
|
| R3 |
10,668 |
10,562 |
10,242 |
|
| R2 |
10,372 |
10,372 |
10,214 |
|
| R1 |
10,266 |
10,266 |
10,187 |
10,319 |
| PP |
10,076 |
10,076 |
10,076 |
10,103 |
| S1 |
9,970 |
9,970 |
10,133 |
10,023 |
| S2 |
9,780 |
9,780 |
10,106 |
|
| S3 |
9,484 |
9,674 |
10,079 |
|
| S4 |
9,188 |
9,378 |
9,997 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,684 |
12,234 |
10,607 |
|
| R3 |
11,872 |
11,422 |
10,383 |
|
| R2 |
11,060 |
11,060 |
10,309 |
|
| R1 |
10,610 |
10,610 |
10,235 |
10,429 |
| PP |
10,248 |
10,248 |
10,248 |
10,158 |
| S1 |
9,798 |
9,798 |
10,086 |
9,617 |
| S2 |
9,436 |
9,436 |
10,011 |
|
| S3 |
8,624 |
8,986 |
9,937 |
|
| S4 |
7,812 |
8,174 |
9,714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,698 |
9,886 |
812 |
8.0% |
277 |
2.7% |
34% |
False |
True |
222,780 |
| 10 |
10,917 |
9,886 |
1,031 |
10.1% |
267 |
2.6% |
27% |
False |
True |
212,076 |
| 20 |
11,206 |
9,840 |
1,366 |
13.4% |
274 |
2.7% |
23% |
False |
False |
192,308 |
| 40 |
11,206 |
9,840 |
1,366 |
13.4% |
184 |
1.8% |
23% |
False |
False |
152,171 |
| 60 |
11,206 |
9,840 |
1,366 |
13.4% |
155 |
1.5% |
23% |
False |
False |
119,417 |
| 80 |
11,206 |
9,731 |
1,475 |
14.5% |
156 |
1.5% |
29% |
False |
False |
89,605 |
| 100 |
11,206 |
9,731 |
1,475 |
14.5% |
150 |
1.5% |
29% |
False |
False |
71,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,440 |
|
2.618 |
10,957 |
|
1.618 |
10,661 |
|
1.000 |
10,478 |
|
0.618 |
10,365 |
|
HIGH |
10,182 |
|
0.618 |
10,069 |
|
0.500 |
10,034 |
|
0.382 |
9,999 |
|
LOW |
9,886 |
|
0.618 |
9,703 |
|
1.000 |
9,590 |
|
1.618 |
9,407 |
|
2.618 |
9,111 |
|
4.250 |
8,628 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,118 |
10,197 |
| PP |
10,076 |
10,184 |
| S1 |
10,034 |
10,172 |
|