| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
9,685 |
9,600 |
-85 |
-0.9% |
10,245 |
| High |
9,685 |
9,635 |
-50 |
-0.5% |
10,395 |
| Low |
9,290 |
9,420 |
130 |
1.4% |
9,520 |
| Close |
9,555 |
9,435 |
-120 |
-1.3% |
9,840 |
| Range |
395 |
215 |
-180 |
-45.6% |
875 |
| ATR |
303 |
296 |
-6 |
-2.1% |
0 |
| Volume |
11,710 |
20,259 |
8,549 |
73.0% |
87,795 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,142 |
10,003 |
9,553 |
|
| R3 |
9,927 |
9,788 |
9,494 |
|
| R2 |
9,712 |
9,712 |
9,475 |
|
| R1 |
9,573 |
9,573 |
9,455 |
9,535 |
| PP |
9,497 |
9,497 |
9,497 |
9,478 |
| S1 |
9,358 |
9,358 |
9,415 |
9,320 |
| S2 |
9,282 |
9,282 |
9,396 |
|
| S3 |
9,067 |
9,143 |
9,376 |
|
| S4 |
8,852 |
8,928 |
9,317 |
|
|
| 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 |
10,170 |
9,290 |
880 |
9.3% |
321 |
3.4% |
16% |
False |
False |
19,489 |
| 10 |
10,680 |
9,290 |
1,390 |
14.7% |
290 |
3.1% |
10% |
False |
False |
16,557 |
| 20 |
11,165 |
9,290 |
1,875 |
19.9% |
341 |
3.6% |
8% |
False |
False |
19,284 |
| 40 |
11,450 |
9,290 |
2,160 |
22.9% |
251 |
2.7% |
7% |
False |
False |
14,628 |
| 60 |
11,450 |
9,290 |
2,160 |
22.9% |
207 |
2.2% |
7% |
False |
False |
12,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,549 |
|
2.618 |
10,198 |
|
1.618 |
9,983 |
|
1.000 |
9,850 |
|
0.618 |
9,768 |
|
HIGH |
9,635 |
|
0.618 |
9,553 |
|
0.500 |
9,528 |
|
0.382 |
9,502 |
|
LOW |
9,420 |
|
0.618 |
9,287 |
|
1.000 |
9,205 |
|
1.618 |
9,072 |
|
2.618 |
8,857 |
|
4.250 |
8,506 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,528 |
9,570 |
| PP |
9,497 |
9,525 |
| S1 |
9,466 |
9,480 |
|