| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
9,755 |
9,830 |
75 |
0.8% |
10,245 |
| High |
9,870 |
9,850 |
-20 |
-0.2% |
10,395 |
| Low |
9,520 |
9,680 |
160 |
1.7% |
9,520 |
| Close |
9,840 |
9,700 |
-140 |
-1.4% |
9,840 |
| Range |
350 |
170 |
-180 |
-51.4% |
875 |
| ATR |
304 |
294 |
-10 |
-3.1% |
0 |
| Volume |
25,175 |
21,558 |
-3,617 |
-14.4% |
87,795 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,253 |
10,147 |
9,794 |
|
| R3 |
10,083 |
9,977 |
9,747 |
|
| R2 |
9,913 |
9,913 |
9,731 |
|
| R1 |
9,807 |
9,807 |
9,716 |
9,775 |
| PP |
9,743 |
9,743 |
9,743 |
9,728 |
| S1 |
9,637 |
9,637 |
9,685 |
9,605 |
| S2 |
9,573 |
9,573 |
9,669 |
|
| S3 |
9,403 |
9,467 |
9,653 |
|
| S4 |
9,233 |
9,297 |
9,607 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,543 |
12,067 |
10,321 |
|
| R3 |
11,668 |
11,192 |
10,081 |
|
| R2 |
10,793 |
10,793 |
10,001 |
|
| R1 |
10,317 |
10,317 |
9,920 |
10,118 |
| PP |
9,918 |
9,918 |
9,918 |
9,819 |
| S1 |
9,442 |
9,442 |
9,760 |
9,243 |
| S2 |
9,043 |
9,043 |
9,680 |
|
| S3 |
8,168 |
8,567 |
9,600 |
|
| S4 |
7,293 |
7,692 |
9,359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,395 |
9,520 |
875 |
9.0% |
291 |
3.0% |
21% |
False |
False |
18,718 |
| 10 |
10,780 |
9,520 |
1,260 |
13.0% |
293 |
3.0% |
14% |
False |
False |
17,554 |
| 20 |
11,230 |
9,520 |
1,710 |
17.6% |
337 |
3.5% |
11% |
False |
False |
19,315 |
| 40 |
11,450 |
9,520 |
1,930 |
19.9% |
240 |
2.5% |
9% |
False |
False |
14,211 |
| 60 |
11,450 |
9,520 |
1,930 |
19.9% |
199 |
2.1% |
9% |
False |
False |
11,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,573 |
|
2.618 |
10,295 |
|
1.618 |
10,125 |
|
1.000 |
10,020 |
|
0.618 |
9,955 |
|
HIGH |
9,850 |
|
0.618 |
9,785 |
|
0.500 |
9,765 |
|
0.382 |
9,745 |
|
LOW |
9,680 |
|
0.618 |
9,575 |
|
1.000 |
9,510 |
|
1.618 |
9,405 |
|
2.618 |
9,235 |
|
4.250 |
8,958 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,765 |
9,845 |
| PP |
9,743 |
9,797 |
| S1 |
9,722 |
9,748 |
|