| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
10,625.45 |
10,505.70 |
-119.75 |
-1.1% |
10,386.18 |
| High |
10,718.86 |
10,522.52 |
-196.34 |
-1.8% |
10,920.27 |
| Low |
10,482.20 |
10,324.66 |
-157.54 |
-1.5% |
10,386.03 |
| Close |
10,510.95 |
10,444.37 |
-66.58 |
-0.6% |
10,620.16 |
| Range |
236.66 |
197.86 |
-38.80 |
-16.4% |
534.24 |
| ATR |
215.88 |
214.60 |
-1.29 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,024.10 |
10,932.09 |
10,553.19 |
|
| R3 |
10,826.24 |
10,734.23 |
10,498.78 |
|
| R2 |
10,628.38 |
10,628.38 |
10,480.64 |
|
| R1 |
10,536.37 |
10,536.37 |
10,462.51 |
10,483.45 |
| PP |
10,430.52 |
10,430.52 |
10,430.52 |
10,404.05 |
| S1 |
10,338.51 |
10,338.51 |
10,426.23 |
10,285.59 |
| S2 |
10,232.66 |
10,232.66 |
10,408.10 |
|
| S3 |
10,034.80 |
10,140.65 |
10,389.96 |
|
| S4 |
9,836.94 |
9,942.79 |
10,335.55 |
|
|
| 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 |
10,324.66 |
595.61 |
5.7% |
210.30 |
2.0% |
20% |
False |
True |
|
| 10 |
10,920.27 |
9,869.62 |
1,050.65 |
10.1% |
320.48 |
3.1% |
55% |
False |
False |
|
| 20 |
11,258.01 |
9,869.62 |
1,388.39 |
13.3% |
240.08 |
2.3% |
41% |
False |
False |
|
| 40 |
11,258.01 |
9,869.62 |
1,388.39 |
13.3% |
163.73 |
1.6% |
41% |
False |
False |
|
| 60 |
11,258.01 |
9,869.62 |
1,388.39 |
13.3% |
139.07 |
1.3% |
41% |
False |
False |
|
| 80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.6% |
141.33 |
1.4% |
43% |
False |
False |
|
| 100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.6% |
134.59 |
1.3% |
43% |
False |
False |
|
| 120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.6% |
130.49 |
1.2% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,363.43 |
|
2.618 |
11,040.52 |
|
1.618 |
10,842.66 |
|
1.000 |
10,720.38 |
|
0.618 |
10,644.80 |
|
HIGH |
10,522.52 |
|
0.618 |
10,446.94 |
|
0.500 |
10,423.59 |
|
0.382 |
10,400.24 |
|
LOW |
10,324.66 |
|
0.618 |
10,202.38 |
|
1.000 |
10,126.80 |
|
1.618 |
10,004.52 |
|
2.618 |
9,806.66 |
|
4.250 |
9,483.76 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,437.44 |
10,521.76 |
| PP |
10,430.52 |
10,495.96 |
| S1 |
10,423.59 |
10,470.17 |
|