| 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 |
19,442 |
19,463 |
21 |
0.1% |
19,753 |
| High |
19,687 |
19,663 |
-24 |
-0.1% |
20,347 |
| Low |
19,335 |
19,183 |
-152 |
-0.8% |
19,753 |
| Close |
19,335 |
19,401 |
66 |
0.3% |
19,910 |
| Range |
352 |
480 |
128 |
36.4% |
594 |
| ATR |
379 |
386 |
7 |
1.9% |
0 |
| Volume |
4,729 |
3,934 |
-795 |
-16.8% |
9,857 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,856 |
20,608 |
19,665 |
|
| R3 |
20,376 |
20,128 |
19,533 |
|
| R2 |
19,896 |
19,896 |
19,489 |
|
| R1 |
19,648 |
19,648 |
19,445 |
19,532 |
| PP |
19,416 |
19,416 |
19,416 |
19,358 |
| S1 |
19,168 |
19,168 |
19,357 |
19,052 |
| S2 |
18,936 |
18,936 |
19,313 |
|
| S3 |
18,456 |
18,688 |
19,269 |
|
| S4 |
17,976 |
18,208 |
19,137 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,785 |
21,442 |
20,237 |
|
| R3 |
21,191 |
20,848 |
20,073 |
|
| R2 |
20,597 |
20,597 |
20,019 |
|
| R1 |
20,254 |
20,254 |
19,964 |
20,426 |
| PP |
20,003 |
20,003 |
20,003 |
20,089 |
| S1 |
19,660 |
19,660 |
19,856 |
19,832 |
| S2 |
19,409 |
19,409 |
19,801 |
|
| S3 |
18,815 |
19,066 |
19,747 |
|
| S4 |
18,221 |
18,472 |
19,583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,170 |
19,183 |
987 |
5.1% |
357 |
1.8% |
22% |
False |
True |
2,621 |
| 10 |
20,347 |
19,183 |
1,164 |
6.0% |
376 |
1.9% |
19% |
False |
True |
2,459 |
| 20 |
21,368 |
19,183 |
2,185 |
11.3% |
312 |
1.6% |
10% |
False |
True |
1,708 |
| 40 |
22,500 |
19,183 |
3,317 |
17.1% |
293 |
1.5% |
7% |
False |
True |
1,120 |
| 60 |
22,500 |
19,183 |
3,317 |
17.1% |
276 |
1.4% |
7% |
False |
True |
871 |
| 80 |
22,500 |
19,012 |
3,488 |
18.0% |
285 |
1.5% |
11% |
False |
False |
695 |
| 100 |
22,500 |
19,012 |
3,488 |
18.0% |
276 |
1.4% |
11% |
False |
False |
573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,703 |
|
2.618 |
20,920 |
|
1.618 |
20,440 |
|
1.000 |
20,143 |
|
0.618 |
19,960 |
|
HIGH |
19,663 |
|
0.618 |
19,480 |
|
0.500 |
19,423 |
|
0.382 |
19,366 |
|
LOW |
19,183 |
|
0.618 |
18,886 |
|
1.000 |
18,703 |
|
1.618 |
18,406 |
|
2.618 |
17,926 |
|
4.250 |
17,143 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,423 |
19,517 |
| PP |
19,416 |
19,478 |
| S1 |
19,408 |
19,440 |
|