| Trading Metrics calculated at close of trading on 31-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
31-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,618.0 |
2,608.0 |
-10.0 |
-0.4% |
2,560.0 |
| High |
2,634.0 |
2,612.0 |
-22.0 |
-0.8% |
2,634.0 |
| Low |
2,561.0 |
2,589.0 |
28.0 |
1.1% |
2,432.0 |
| Close |
2,602.0 |
2,596.0 |
-6.0 |
-0.2% |
2,602.0 |
| Range |
73.0 |
23.0 |
-50.0 |
-68.5% |
202.0 |
| ATR |
95.6 |
90.4 |
-5.2 |
-5.4% |
0.0 |
| Volume |
2,915 |
846 |
-2,069 |
-71.0% |
30,395 |
|
| Daily Pivots for day following 31-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,668.0 |
2,655.0 |
2,608.7 |
|
| R3 |
2,645.0 |
2,632.0 |
2,602.3 |
|
| R2 |
2,622.0 |
2,622.0 |
2,600.2 |
|
| R1 |
2,609.0 |
2,609.0 |
2,598.1 |
2,604.0 |
| PP |
2,599.0 |
2,599.0 |
2,599.0 |
2,596.5 |
| S1 |
2,586.0 |
2,586.0 |
2,593.9 |
2,581.0 |
| S2 |
2,576.0 |
2,576.0 |
2,591.8 |
|
| S3 |
2,553.0 |
2,563.0 |
2,589.7 |
|
| S4 |
2,530.0 |
2,540.0 |
2,583.4 |
|
|
| 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% |
73.0 |
2.8% |
81% |
False |
False |
4,408 |
| 10 |
2,683.0 |
2,432.0 |
251.0 |
9.7% |
81.4 |
3.1% |
65% |
False |
False |
3,732 |
| 20 |
2,763.0 |
2,350.0 |
413.0 |
15.9% |
103.8 |
4.0% |
60% |
False |
False |
2,645 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
77.6 |
3.0% |
41% |
False |
False |
2,086 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
63.0 |
2.4% |
41% |
False |
False |
3,643 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
54.3 |
2.1% |
41% |
False |
False |
2,857 |
| 100 |
2,970.0 |
2,350.0 |
620.0 |
23.9% |
50.1 |
1.9% |
40% |
False |
False |
2,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,709.8 |
|
2.618 |
2,672.2 |
|
1.618 |
2,649.2 |
|
1.000 |
2,635.0 |
|
0.618 |
2,626.2 |
|
HIGH |
2,612.0 |
|
0.618 |
2,603.2 |
|
0.500 |
2,600.5 |
|
0.382 |
2,597.8 |
|
LOW |
2,589.0 |
|
0.618 |
2,574.8 |
|
1.000 |
2,566.0 |
|
1.618 |
2,551.8 |
|
2.618 |
2,528.8 |
|
4.250 |
2,491.3 |
|
|
| Fisher Pivots for day following 31-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,600.5 |
2,588.7 |
| PP |
2,599.0 |
2,581.3 |
| S1 |
2,597.5 |
2,574.0 |
|