| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
10,896.61 |
10,780.68 |
-115.93 |
-1.1% |
10,386.18 |
| High |
10,920.27 |
10,780.75 |
-139.52 |
-1.3% |
10,920.27 |
| Low |
10,771.69 |
10,537.25 |
-234.44 |
-2.2% |
10,386.03 |
| Close |
10,782.95 |
10,620.16 |
-162.79 |
-1.5% |
10,620.16 |
| Range |
148.58 |
243.50 |
94.92 |
63.9% |
534.24 |
| ATR |
210.99 |
213.47 |
2.48 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,376.55 |
11,241.86 |
10,754.09 |
|
| R3 |
11,133.05 |
10,998.36 |
10,687.12 |
|
| R2 |
10,889.55 |
10,889.55 |
10,664.80 |
|
| R1 |
10,754.86 |
10,754.86 |
10,642.48 |
10,700.46 |
| PP |
10,646.05 |
10,646.05 |
10,646.05 |
10,618.85 |
| S1 |
10,511.36 |
10,511.36 |
10,597.84 |
10,456.96 |
| S2 |
10,402.55 |
10,402.55 |
10,575.52 |
|
| S3 |
10,159.05 |
10,267.86 |
10,553.20 |
|
| S4 |
9,915.55 |
10,024.36 |
10,486.24 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,244.87 |
11,966.76 |
10,913.99 |
|
| R3 |
11,710.63 |
11,432.52 |
10,767.08 |
|
| R2 |
11,176.39 |
11,176.39 |
10,718.10 |
|
| R1 |
10,898.28 |
10,898.28 |
10,669.13 |
11,037.34 |
| PP |
10,642.15 |
10,642.15 |
10,642.15 |
10,711.68 |
| S1 |
10,364.04 |
10,364.04 |
10,571.19 |
10,503.10 |
| S2 |
10,107.91 |
10,107.91 |
10,522.22 |
|
| S3 |
9,573.67 |
9,829.80 |
10,473.24 |
|
| S4 |
9,039.43 |
9,295.56 |
10,326.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,920.27 |
10,386.03 |
534.24 |
5.0% |
239.46 |
2.3% |
44% |
False |
False |
|
| 10 |
11,177.67 |
9,869.62 |
1,308.05 |
12.3% |
312.56 |
2.9% |
57% |
False |
False |
|
| 20 |
11,258.01 |
9,869.62 |
1,388.39 |
13.1% |
220.33 |
2.1% |
54% |
False |
False |
|
| 40 |
11,258.01 |
9,869.62 |
1,388.39 |
13.1% |
155.98 |
1.5% |
54% |
False |
False |
|
| 60 |
11,258.01 |
9,869.62 |
1,388.39 |
13.1% |
133.20 |
1.3% |
54% |
False |
False |
|
| 80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.4% |
140.05 |
1.3% |
55% |
False |
False |
|
| 100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.4% |
130.47 |
1.2% |
55% |
False |
False |
|
| 120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.4% |
127.84 |
1.2% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,815.63 |
|
2.618 |
11,418.23 |
|
1.618 |
11,174.73 |
|
1.000 |
11,024.25 |
|
0.618 |
10,931.23 |
|
HIGH |
10,780.75 |
|
0.618 |
10,687.73 |
|
0.500 |
10,659.00 |
|
0.382 |
10,630.27 |
|
LOW |
10,537.25 |
|
0.618 |
10,386.77 |
|
1.000 |
10,293.75 |
|
1.618 |
10,143.27 |
|
2.618 |
9,899.77 |
|
4.250 |
9,502.38 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,659.00 |
10,728.76 |
| PP |
10,646.05 |
10,692.56 |
| S1 |
10,633.11 |
10,656.36 |
|