| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,146.75 |
1,165.00 |
18.25 |
1.6% |
1,182.75 |
| High |
1,166.75 |
1,170.00 |
3.25 |
0.3% |
1,197.25 |
| Low |
1,137.00 |
1,149.75 |
12.75 |
1.1% |
1,050.00 |
| Close |
1,165.25 |
1,152.50 |
-12.75 |
-1.1% |
1,102.75 |
| Range |
29.75 |
20.25 |
-9.50 |
-31.9% |
147.25 |
| ATR |
27.63 |
27.10 |
-0.53 |
-1.9% |
0.00 |
| Volume |
10,540 |
4,291 |
-6,249 |
-59.3% |
21,331 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.25 |
1,205.50 |
1,163.75 |
|
| R3 |
1,198.00 |
1,185.25 |
1,158.00 |
|
| R2 |
1,177.75 |
1,177.75 |
1,156.25 |
|
| R1 |
1,165.00 |
1,165.00 |
1,154.25 |
1,161.25 |
| PP |
1,157.50 |
1,157.50 |
1,157.50 |
1,155.50 |
| S1 |
1,144.75 |
1,144.75 |
1,150.75 |
1,141.00 |
| S2 |
1,137.25 |
1,137.25 |
1,148.75 |
|
| S3 |
1,117.00 |
1,124.50 |
1,147.00 |
|
| S4 |
1,096.75 |
1,104.25 |
1,141.25 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.50 |
1,477.75 |
1,183.75 |
|
| R3 |
1,411.25 |
1,330.50 |
1,143.25 |
|
| R2 |
1,264.00 |
1,264.00 |
1,129.75 |
|
| R1 |
1,183.25 |
1,183.25 |
1,116.25 |
1,150.00 |
| PP |
1,116.75 |
1,116.75 |
1,116.75 |
1,100.00 |
| S1 |
1,036.00 |
1,036.00 |
1,089.25 |
1,002.75 |
| S2 |
969.50 |
969.50 |
1,075.75 |
|
| S3 |
822.25 |
888.75 |
1,062.25 |
|
| S4 |
675.00 |
741.50 |
1,021.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,170.00 |
1,086.75 |
83.25 |
7.2% |
32.25 |
2.8% |
79% |
True |
False |
8,288 |
| 10 |
1,203.25 |
1,050.00 |
153.25 |
13.3% |
37.25 |
3.2% |
67% |
False |
False |
5,612 |
| 20 |
1,211.50 |
1,050.00 |
161.50 |
14.0% |
27.25 |
2.4% |
63% |
False |
False |
4,011 |
| 40 |
1,211.50 |
1,050.00 |
161.50 |
14.0% |
19.00 |
1.6% |
63% |
False |
False |
2,615 |
| 60 |
1,211.50 |
1,050.00 |
161.50 |
14.0% |
16.25 |
1.4% |
63% |
False |
False |
1,771 |
| 80 |
1,211.50 |
1,032.25 |
179.25 |
15.6% |
15.75 |
1.4% |
67% |
False |
False |
1,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,256.00 |
|
2.618 |
1,223.00 |
|
1.618 |
1,202.75 |
|
1.000 |
1,190.25 |
|
0.618 |
1,182.50 |
|
HIGH |
1,170.00 |
|
0.618 |
1,162.25 |
|
0.500 |
1,160.00 |
|
0.382 |
1,157.50 |
|
LOW |
1,149.75 |
|
0.618 |
1,137.25 |
|
1.000 |
1,129.50 |
|
1.618 |
1,117.00 |
|
2.618 |
1,096.75 |
|
4.250 |
1,063.75 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.00 |
1,153.00 |
| PP |
1,157.50 |
1,153.00 |
| S1 |
1,155.00 |
1,152.75 |
|