| 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 |
2,514.0 |
2,618.0 |
104.0 |
4.1% |
2,560.0 |
| High |
2,628.0 |
2,634.0 |
6.0 |
0.2% |
2,634.0 |
| Low |
2,514.0 |
2,561.0 |
47.0 |
1.9% |
2,432.0 |
| Close |
2,611.0 |
2,602.0 |
-9.0 |
-0.3% |
2,602.0 |
| Range |
114.0 |
73.0 |
-41.0 |
-36.0% |
202.0 |
| ATR |
97.3 |
95.6 |
-1.7 |
-1.8% |
0.0 |
| Volume |
800 |
2,915 |
2,115 |
264.4% |
30,395 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.0 |
2,783.0 |
2,642.2 |
|
| R3 |
2,745.0 |
2,710.0 |
2,622.1 |
|
| R2 |
2,672.0 |
2,672.0 |
2,615.4 |
|
| R1 |
2,637.0 |
2,637.0 |
2,608.7 |
2,618.0 |
| PP |
2,599.0 |
2,599.0 |
2,599.0 |
2,589.5 |
| S1 |
2,564.0 |
2,564.0 |
2,595.3 |
2,545.0 |
| S2 |
2,526.0 |
2,526.0 |
2,588.6 |
|
| S3 |
2,453.0 |
2,491.0 |
2,581.9 |
|
| S4 |
2,380.0 |
2,418.0 |
2,561.9 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.0 |
3,084.0 |
2,713.1 |
|
| R3 |
2,960.0 |
2,882.0 |
2,657.6 |
|
| R2 |
2,758.0 |
2,758.0 |
2,639.0 |
|
| R1 |
2,680.0 |
2,680.0 |
2,620.5 |
2,719.0 |
| PP |
2,556.0 |
2,556.0 |
2,556.0 |
2,575.5 |
| S1 |
2,478.0 |
2,478.0 |
2,583.5 |
2,517.0 |
| S2 |
2,354.0 |
2,354.0 |
2,565.0 |
|
| S3 |
2,152.0 |
2,276.0 |
2,546.5 |
|
| S4 |
1,950.0 |
2,074.0 |
2,490.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,634.0 |
2,432.0 |
202.0 |
7.8% |
82.6 |
3.2% |
84% |
True |
False |
6,079 |
| 10 |
2,683.0 |
2,432.0 |
251.0 |
9.6% |
88.2 |
3.4% |
68% |
False |
False |
3,689 |
| 20 |
2,772.0 |
2,350.0 |
422.0 |
16.2% |
105.3 |
4.0% |
60% |
False |
False |
2,619 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.1% |
78.0 |
3.0% |
42% |
False |
False |
2,069 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.1% |
63.0 |
2.4% |
42% |
False |
False |
3,647 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.1% |
54.9 |
2.1% |
42% |
False |
False |
2,849 |
| 100 |
2,970.0 |
2,350.0 |
620.0 |
23.8% |
50.1 |
1.9% |
41% |
False |
False |
2,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,944.3 |
|
2.618 |
2,825.1 |
|
1.618 |
2,752.1 |
|
1.000 |
2,707.0 |
|
0.618 |
2,679.1 |
|
HIGH |
2,634.0 |
|
0.618 |
2,606.1 |
|
0.500 |
2,597.5 |
|
0.382 |
2,588.9 |
|
LOW |
2,561.0 |
|
0.618 |
2,515.9 |
|
1.000 |
2,488.0 |
|
1.618 |
2,442.9 |
|
2.618 |
2,369.9 |
|
4.250 |
2,250.8 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,600.5 |
2,586.5 |
| PP |
2,599.0 |
2,571.0 |
| S1 |
2,597.5 |
2,555.5 |
|