| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
114.20 |
114.88 |
0.68 |
0.6% |
115.81 |
| High |
114.52 |
115.22 |
0.70 |
0.6% |
117.68 |
| Low |
111.77 |
112.03 |
0.26 |
0.2% |
112.87 |
| Close |
113.95 |
112.40 |
-1.55 |
-1.4% |
113.89 |
| Range |
2.75 |
3.19 |
0.44 |
16.0% |
4.81 |
| ATR |
2.62 |
2.66 |
0.04 |
1.5% |
0.00 |
| Volume |
325,703,840 |
360,132,730 |
34,428,890 |
10.6% |
1,525,470,754 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.79 |
120.78 |
114.15 |
|
| R3 |
119.60 |
117.59 |
113.28 |
|
| R2 |
116.41 |
116.41 |
112.98 |
|
| R1 |
114.40 |
114.40 |
112.69 |
113.81 |
| PP |
113.22 |
113.22 |
113.22 |
112.92 |
| S1 |
111.21 |
111.21 |
112.11 |
110.62 |
| S2 |
110.03 |
110.03 |
111.82 |
|
| S3 |
106.84 |
108.02 |
111.52 |
|
| S4 |
103.65 |
104.83 |
110.65 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.24 |
126.38 |
116.54 |
|
| R3 |
124.43 |
121.57 |
115.21 |
|
| R2 |
119.62 |
119.62 |
114.77 |
|
| R1 |
116.76 |
116.76 |
114.33 |
115.79 |
| PP |
114.81 |
114.81 |
114.81 |
114.33 |
| S1 |
111.95 |
111.95 |
113.45 |
110.98 |
| S2 |
110.00 |
110.00 |
113.01 |
|
| S3 |
105.19 |
107.14 |
112.57 |
|
| S4 |
100.38 |
102.33 |
111.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.68 |
111.77 |
5.91 |
5.3% |
2.34 |
2.1% |
11% |
False |
False |
300,224,592 |
| 10 |
117.80 |
105.00 |
12.80 |
11.4% |
3.41 |
3.0% |
58% |
False |
False |
381,300,462 |
| 20 |
122.12 |
105.00 |
17.12 |
15.2% |
2.54 |
2.3% |
43% |
False |
False |
311,398,360 |
| 40 |
122.12 |
105.00 |
17.12 |
15.2% |
1.83 |
1.6% |
43% |
False |
False |
240,269,386 |
| 60 |
122.12 |
105.00 |
17.12 |
15.2% |
1.58 |
1.4% |
43% |
False |
False |
217,890,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.78 |
|
2.618 |
123.57 |
|
1.618 |
120.38 |
|
1.000 |
118.41 |
|
0.618 |
117.19 |
|
HIGH |
115.22 |
|
0.618 |
114.00 |
|
0.500 |
113.63 |
|
0.382 |
113.25 |
|
LOW |
112.03 |
|
0.618 |
110.06 |
|
1.000 |
108.84 |
|
1.618 |
106.87 |
|
2.618 |
103.68 |
|
4.250 |
98.47 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
113.63 |
113.55 |
| PP |
113.22 |
113.17 |
| S1 |
112.81 |
112.78 |
|