| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
105.91 |
108.52 |
2.61 |
2.5% |
114.20 |
| High |
109.38 |
109.39 |
0.01 |
0.0% |
115.22 |
| Low |
105.36 |
107.61 |
2.25 |
2.1% |
105.36 |
| Close |
109.12 |
107.71 |
-1.41 |
-1.3% |
109.12 |
| Range |
4.02 |
1.78 |
-2.24 |
-55.7% |
9.86 |
| ATR |
2.85 |
2.78 |
-0.08 |
-2.7% |
0.00 |
| Volume |
500,625,680 |
269,081,680 |
-231,544,000 |
-46.3% |
2,110,061,280 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.58 |
112.42 |
108.69 |
|
| R3 |
111.80 |
110.64 |
108.20 |
|
| R2 |
110.02 |
110.02 |
108.04 |
|
| R1 |
108.86 |
108.86 |
107.87 |
108.55 |
| PP |
108.24 |
108.24 |
108.24 |
108.08 |
| S1 |
107.08 |
107.08 |
107.55 |
106.77 |
| S2 |
106.46 |
106.46 |
107.38 |
|
| S3 |
104.68 |
105.30 |
107.22 |
|
| S4 |
102.90 |
103.52 |
106.73 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.48 |
134.15 |
114.54 |
|
| R3 |
129.62 |
124.30 |
111.83 |
|
| R2 |
119.76 |
119.76 |
110.92 |
|
| R1 |
114.44 |
114.44 |
110.02 |
112.17 |
| PP |
109.90 |
109.90 |
109.90 |
108.76 |
| S1 |
104.58 |
104.58 |
108.21 |
102.31 |
| S2 |
100.04 |
100.04 |
107.31 |
|
| S3 |
90.18 |
94.72 |
106.40 |
|
| S4 |
80.32 |
84.86 |
103.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.22 |
105.36 |
9.86 |
9.2% |
2.76 |
2.6% |
24% |
False |
False |
410,687,824 |
| 10 |
117.68 |
105.36 |
12.32 |
11.4% |
2.48 |
2.3% |
19% |
False |
False |
350,867,151 |
| 20 |
121.33 |
105.00 |
16.33 |
15.2% |
2.80 |
2.6% |
17% |
False |
False |
358,438,132 |
| 40 |
122.12 |
105.00 |
17.12 |
15.9% |
1.97 |
1.8% |
16% |
False |
False |
262,412,033 |
| 60 |
122.12 |
105.00 |
17.12 |
15.9% |
1.67 |
1.5% |
16% |
False |
False |
232,517,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.96 |
|
2.618 |
114.05 |
|
1.618 |
112.27 |
|
1.000 |
111.17 |
|
0.618 |
110.49 |
|
HIGH |
109.39 |
|
0.618 |
108.71 |
|
0.500 |
108.50 |
|
0.382 |
108.29 |
|
LOW |
107.61 |
|
0.618 |
106.51 |
|
1.000 |
105.83 |
|
1.618 |
104.73 |
|
2.618 |
102.95 |
|
4.250 |
100.05 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
108.50 |
107.68 |
| PP |
108.24 |
107.65 |
| S1 |
107.97 |
107.63 |
|