| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,130.75 |
1,112.50 |
-18.25 |
-1.6% |
1,124.25 |
| High |
1,142.75 |
1,118.50 |
-24.25 |
-2.1% |
1,170.00 |
| Low |
1,111.50 |
1,094.75 |
-16.75 |
-1.5% |
1,117.75 |
| Close |
1,114.50 |
1,105.50 |
-9.00 |
-0.8% |
1,131.00 |
| Range |
31.25 |
23.75 |
-7.50 |
-24.0% |
52.25 |
| ATR |
27.89 |
27.60 |
-0.30 |
-1.1% |
0.00 |
| Volume |
11,001 |
5,550 |
-5,451 |
-49.6% |
37,988 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,177.50 |
1,165.25 |
1,118.50 |
|
| R3 |
1,153.75 |
1,141.50 |
1,112.00 |
|
| R2 |
1,130.00 |
1,130.00 |
1,109.75 |
|
| R1 |
1,117.75 |
1,117.75 |
1,107.75 |
1,112.00 |
| PP |
1,106.25 |
1,106.25 |
1,106.25 |
1,103.50 |
| S1 |
1,094.00 |
1,094.00 |
1,103.25 |
1,088.25 |
| S2 |
1,082.50 |
1,082.50 |
1,101.25 |
|
| S3 |
1,058.75 |
1,070.25 |
1,099.00 |
|
| S4 |
1,035.00 |
1,046.50 |
1,092.50 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.25 |
1,266.00 |
1,159.75 |
|
| R3 |
1,244.00 |
1,213.75 |
1,145.25 |
|
| R2 |
1,191.75 |
1,191.75 |
1,140.50 |
|
| R1 |
1,161.50 |
1,161.50 |
1,135.75 |
1,176.50 |
| PP |
1,139.50 |
1,139.50 |
1,139.50 |
1,147.25 |
| S1 |
1,109.25 |
1,109.25 |
1,126.25 |
1,124.50 |
| S2 |
1,087.25 |
1,087.25 |
1,121.50 |
|
| S3 |
1,035.00 |
1,057.00 |
1,116.75 |
|
| S4 |
982.75 |
1,004.75 |
1,102.25 |
|
|
| 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 |
1,094.75 |
75.25 |
6.8% |
27.50 |
2.5% |
14% |
False |
True |
5,756 |
| 10 |
1,170.00 |
1,050.00 |
120.00 |
10.9% |
39.25 |
3.6% |
46% |
False |
False |
7,009 |
| 20 |
1,211.50 |
1,050.00 |
161.50 |
14.6% |
30.00 |
2.7% |
34% |
False |
False |
4,587 |
| 40 |
1,211.50 |
1,050.00 |
161.50 |
14.6% |
20.75 |
1.9% |
34% |
False |
False |
3,140 |
| 60 |
1,211.50 |
1,050.00 |
161.50 |
14.6% |
17.50 |
1.6% |
34% |
False |
False |
2,175 |
| 80 |
1,211.50 |
1,032.25 |
179.25 |
16.2% |
16.25 |
1.5% |
41% |
False |
False |
1,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,219.50 |
|
2.618 |
1,180.75 |
|
1.618 |
1,157.00 |
|
1.000 |
1,142.25 |
|
0.618 |
1,133.25 |
|
HIGH |
1,118.50 |
|
0.618 |
1,109.50 |
|
0.500 |
1,106.50 |
|
0.382 |
1,103.75 |
|
LOW |
1,094.75 |
|
0.618 |
1,080.00 |
|
1.000 |
1,071.00 |
|
1.618 |
1,056.25 |
|
2.618 |
1,032.50 |
|
4.250 |
993.75 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,106.50 |
1,118.75 |
| PP |
1,106.25 |
1,114.25 |
| S1 |
1,106.00 |
1,110.00 |
|