| 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 |
5,765.5 |
5,955.0 |
189.5 |
3.3% |
5,842.0 |
| High |
5,970.0 |
5,985.5 |
15.5 |
0.3% |
5,985.5 |
| Low |
5,765.5 |
5,900.0 |
134.5 |
2.3% |
5,615.0 |
| Close |
5,954.0 |
5,947.5 |
-6.5 |
-0.1% |
5,947.5 |
| Range |
204.5 |
85.5 |
-119.0 |
-58.2% |
370.5 |
| ATR |
165.6 |
159.9 |
-5.7 |
-3.5% |
0.0 |
| Volume |
1,015 |
1,385 |
370 |
36.5% |
5,524 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,200.8 |
6,159.7 |
5,994.5 |
|
| R3 |
6,115.3 |
6,074.2 |
5,971.0 |
|
| R2 |
6,029.8 |
6,029.8 |
5,963.2 |
|
| R1 |
5,988.7 |
5,988.7 |
5,955.3 |
5,966.5 |
| PP |
5,944.3 |
5,944.3 |
5,944.3 |
5,933.3 |
| S1 |
5,903.2 |
5,903.2 |
5,939.7 |
5,881.0 |
| S2 |
5,858.8 |
5,858.8 |
5,931.8 |
|
| S3 |
5,773.3 |
5,817.7 |
5,924.0 |
|
| S4 |
5,687.8 |
5,732.2 |
5,900.5 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,960.8 |
6,824.7 |
6,151.3 |
|
| R3 |
6,590.3 |
6,454.2 |
6,049.4 |
|
| R2 |
6,219.8 |
6,219.8 |
6,015.4 |
|
| R1 |
6,083.7 |
6,083.7 |
5,981.5 |
6,151.8 |
| PP |
5,849.3 |
5,849.3 |
5,849.3 |
5,883.4 |
| S1 |
5,713.2 |
5,713.2 |
5,913.5 |
5,781.3 |
| S2 |
5,478.8 |
5,478.8 |
5,879.6 |
|
| S3 |
5,108.3 |
5,342.7 |
5,845.6 |
|
| S4 |
4,737.8 |
4,972.2 |
5,743.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,985.5 |
5,615.0 |
370.5 |
6.2% |
134.7 |
2.3% |
90% |
True |
False |
1,104 |
| 10 |
6,190.0 |
5,615.0 |
575.0 |
9.7% |
152.0 |
2.6% |
58% |
False |
False |
1,017 |
| 20 |
6,285.0 |
5,593.5 |
691.5 |
11.6% |
169.9 |
2.9% |
51% |
False |
False |
729 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.7% |
127.7 |
2.1% |
47% |
False |
False |
560 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.7% |
105.0 |
1.8% |
47% |
False |
False |
888 |
| 80 |
6,348.5 |
5,419.0 |
929.5 |
15.6% |
97.7 |
1.6% |
57% |
False |
False |
708 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.6% |
91.1 |
1.5% |
57% |
False |
False |
579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,348.9 |
|
2.618 |
6,209.3 |
|
1.618 |
6,123.8 |
|
1.000 |
6,071.0 |
|
0.618 |
6,038.3 |
|
HIGH |
5,985.5 |
|
0.618 |
5,952.8 |
|
0.500 |
5,942.8 |
|
0.382 |
5,932.7 |
|
LOW |
5,900.0 |
|
0.618 |
5,847.2 |
|
1.000 |
5,814.5 |
|
1.618 |
5,761.7 |
|
2.618 |
5,676.2 |
|
4.250 |
5,536.6 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,945.9 |
5,914.3 |
| PP |
5,944.3 |
5,881.0 |
| S1 |
5,942.8 |
5,847.8 |
|