| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
111.77 |
109.38 |
-2.39 |
-2.1% |
115.81 |
| High |
112.77 |
109.89 |
-2.88 |
-2.6% |
117.68 |
| Low |
110.36 |
107.47 |
-2.89 |
-2.6% |
112.87 |
| Close |
111.76 |
107.54 |
-4.22 |
-3.8% |
113.89 |
| Range |
2.41 |
2.42 |
0.01 |
0.4% |
4.81 |
| ATR |
2.65 |
2.76 |
0.12 |
4.4% |
0.00 |
| Volume |
394,396,910 |
529,202,120 |
134,805,210 |
34.2% |
1,525,470,754 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.56 |
113.97 |
108.87 |
|
| R3 |
113.14 |
111.55 |
108.21 |
|
| R2 |
110.72 |
110.72 |
107.98 |
|
| R1 |
109.13 |
109.13 |
107.76 |
108.72 |
| PP |
108.30 |
108.30 |
108.30 |
108.09 |
| S1 |
106.71 |
106.71 |
107.32 |
106.30 |
| S2 |
105.88 |
105.88 |
107.10 |
|
| S3 |
103.46 |
104.29 |
106.87 |
|
| S4 |
101.04 |
101.87 |
106.21 |
|
|
| 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 |
115.33 |
107.47 |
7.86 |
7.3% |
2.65 |
2.5% |
1% |
False |
True |
390,994,458 |
| 10 |
117.68 |
107.47 |
10.21 |
9.5% |
2.51 |
2.3% |
1% |
False |
True |
377,171,468 |
| 20 |
122.12 |
105.00 |
17.12 |
15.9% |
2.62 |
2.4% |
15% |
False |
False |
335,983,686 |
| 40 |
122.12 |
105.00 |
17.12 |
15.9% |
1.90 |
1.8% |
15% |
False |
False |
253,890,188 |
| 60 |
122.12 |
105.00 |
17.12 |
15.9% |
1.62 |
1.5% |
15% |
False |
False |
226,896,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.18 |
|
2.618 |
116.23 |
|
1.618 |
113.81 |
|
1.000 |
112.31 |
|
0.618 |
111.39 |
|
HIGH |
109.89 |
|
0.618 |
108.97 |
|
0.500 |
108.68 |
|
0.382 |
108.39 |
|
LOW |
107.47 |
|
0.618 |
105.97 |
|
1.000 |
105.05 |
|
1.618 |
103.55 |
|
2.618 |
101.13 |
|
4.250 |
97.19 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
108.68 |
111.35 |
| PP |
108.30 |
110.08 |
| S1 |
107.92 |
108.81 |
|