| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
18,993 |
19,670 |
677 |
3.6% |
19,341 |
| High |
19,513 |
19,892 |
379 |
1.9% |
19,892 |
| Low |
18,928 |
19,652 |
724 |
3.8% |
18,899 |
| Close |
19,386 |
19,716 |
330 |
1.7% |
19,716 |
| Range |
585 |
240 |
-345 |
-59.0% |
993 |
| ATR |
406 |
413 |
7 |
1.8% |
0 |
| Volume |
58,476 |
83,976 |
25,500 |
43.6% |
219,295 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,473 |
20,335 |
19,848 |
|
| R3 |
20,233 |
20,095 |
19,782 |
|
| R2 |
19,993 |
19,993 |
19,760 |
|
| R1 |
19,855 |
19,855 |
19,738 |
19,924 |
| PP |
19,753 |
19,753 |
19,753 |
19,788 |
| S1 |
19,615 |
19,615 |
19,694 |
19,684 |
| S2 |
19,513 |
19,513 |
19,672 |
|
| S3 |
19,273 |
19,375 |
19,650 |
|
| S4 |
19,033 |
19,135 |
19,584 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,481 |
22,092 |
20,262 |
|
| R3 |
21,488 |
21,099 |
19,989 |
|
| R2 |
20,495 |
20,495 |
19,898 |
|
| R1 |
20,106 |
20,106 |
19,807 |
20,301 |
| PP |
19,502 |
19,502 |
19,502 |
19,600 |
| S1 |
19,113 |
19,113 |
19,625 |
19,308 |
| S2 |
18,509 |
18,509 |
19,534 |
|
| S3 |
17,516 |
18,120 |
19,443 |
|
| S4 |
16,523 |
17,127 |
19,170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,892 |
18,899 |
993 |
5.0% |
361 |
1.8% |
82% |
True |
False |
43,859 |
| 10 |
20,170 |
18,899 |
1,271 |
6.4% |
359 |
1.8% |
64% |
False |
False |
23,240 |
| 20 |
20,870 |
18,899 |
1,971 |
10.0% |
344 |
1.7% |
41% |
False |
False |
12,513 |
| 40 |
22,500 |
18,899 |
3,601 |
18.3% |
299 |
1.5% |
23% |
False |
False |
6,504 |
| 60 |
22,500 |
18,899 |
3,601 |
18.3% |
280 |
1.4% |
23% |
False |
False |
4,501 |
| 80 |
22,500 |
18,899 |
3,601 |
18.3% |
284 |
1.4% |
23% |
False |
False |
3,426 |
| 100 |
22,500 |
18,899 |
3,601 |
18.3% |
285 |
1.4% |
23% |
False |
False |
2,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,912 |
|
2.618 |
20,520 |
|
1.618 |
20,280 |
|
1.000 |
20,132 |
|
0.618 |
20,040 |
|
HIGH |
19,892 |
|
0.618 |
19,800 |
|
0.500 |
19,772 |
|
0.382 |
19,744 |
|
LOW |
19,652 |
|
0.618 |
19,504 |
|
1.000 |
19,412 |
|
1.618 |
19,264 |
|
2.618 |
19,024 |
|
4.250 |
18,632 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,772 |
19,614 |
| PP |
19,753 |
19,512 |
| S1 |
19,735 |
19,410 |
|