| 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 |
5,955.0 |
5,967.5 |
12.5 |
0.2% |
5,842.0 |
| High |
5,985.5 |
6,000.0 |
14.5 |
0.2% |
5,985.5 |
| Low |
5,900.0 |
5,938.5 |
38.5 |
0.7% |
5,615.0 |
| Close |
5,947.5 |
5,967.5 |
20.0 |
0.3% |
5,947.5 |
| Range |
85.5 |
61.5 |
-24.0 |
-28.1% |
370.5 |
| ATR |
159.9 |
152.9 |
-7.0 |
-4.4% |
0.0 |
| Volume |
1,385 |
246 |
-1,139 |
-82.2% |
5,524 |
|
| Daily Pivots for day following 31-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,153.2 |
6,121.8 |
6,001.3 |
|
| R3 |
6,091.7 |
6,060.3 |
5,984.4 |
|
| R2 |
6,030.2 |
6,030.2 |
5,978.8 |
|
| R1 |
5,998.8 |
5,998.8 |
5,973.1 |
5,998.3 |
| PP |
5,968.7 |
5,968.7 |
5,968.7 |
5,968.4 |
| S1 |
5,937.3 |
5,937.3 |
5,961.9 |
5,936.8 |
| S2 |
5,907.2 |
5,907.2 |
5,956.2 |
|
| S3 |
5,845.7 |
5,875.8 |
5,950.6 |
|
| S4 |
5,784.2 |
5,814.3 |
5,933.7 |
|
|
| 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 |
6,000.0 |
5,615.0 |
385.0 |
6.5% |
120.9 |
2.0% |
92% |
True |
False |
1,009 |
| 10 |
6,190.0 |
5,615.0 |
575.0 |
9.6% |
141.7 |
2.4% |
61% |
False |
False |
993 |
| 20 |
6,285.0 |
5,593.5 |
691.5 |
11.6% |
167.7 |
2.8% |
54% |
False |
False |
735 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.7% |
127.8 |
2.1% |
50% |
False |
False |
556 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.7% |
105.4 |
1.8% |
50% |
False |
False |
889 |
| 80 |
6,348.5 |
5,419.0 |
929.5 |
15.6% |
97.0 |
1.6% |
59% |
False |
False |
709 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.6% |
91.7 |
1.5% |
59% |
False |
False |
582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,261.4 |
|
2.618 |
6,161.0 |
|
1.618 |
6,099.5 |
|
1.000 |
6,061.5 |
|
0.618 |
6,038.0 |
|
HIGH |
6,000.0 |
|
0.618 |
5,976.5 |
|
0.500 |
5,969.3 |
|
0.382 |
5,962.0 |
|
LOW |
5,938.5 |
|
0.618 |
5,900.5 |
|
1.000 |
5,877.0 |
|
1.618 |
5,839.0 |
|
2.618 |
5,777.5 |
|
4.250 |
5,677.1 |
|
|
| Fisher Pivots for day following 31-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,969.3 |
5,939.3 |
| PP |
5,968.7 |
5,911.0 |
| S1 |
5,968.1 |
5,882.8 |
|