| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
10,440.21 |
10,063.93 |
-376.28 |
-3.6% |
10,616.98 |
| High |
10,440.21 |
10,198.53 |
-241.68 |
-2.3% |
10,718.86 |
| Low |
10,065.36 |
9,918.82 |
-146.54 |
-1.5% |
9,918.82 |
| Close |
10,068.01 |
10,193.39 |
125.38 |
1.2% |
10,193.39 |
| Range |
374.85 |
279.71 |
-95.14 |
-25.4% |
800.04 |
| ATR |
226.34 |
230.15 |
3.81 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,942.71 |
10,847.76 |
10,347.23 |
|
| R3 |
10,663.00 |
10,568.05 |
10,270.31 |
|
| R2 |
10,383.29 |
10,383.29 |
10,244.67 |
|
| R1 |
10,288.34 |
10,288.34 |
10,219.03 |
10,335.82 |
| PP |
10,103.58 |
10,103.58 |
10,103.58 |
10,127.32 |
| S1 |
10,008.63 |
10,008.63 |
10,167.75 |
10,056.11 |
| S2 |
9,823.87 |
9,823.87 |
10,142.11 |
|
| S3 |
9,544.16 |
9,728.92 |
10,116.47 |
|
| S4 |
9,264.45 |
9,449.21 |
10,039.55 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,677.14 |
12,235.31 |
10,633.41 |
|
| R3 |
11,877.10 |
11,435.27 |
10,413.40 |
|
| R2 |
11,077.06 |
11,077.06 |
10,340.06 |
|
| R1 |
10,635.23 |
10,635.23 |
10,266.73 |
10,456.13 |
| PP |
10,277.02 |
10,277.02 |
10,277.02 |
10,187.47 |
| S1 |
9,835.19 |
9,835.19 |
10,120.05 |
9,656.09 |
| S2 |
9,476.98 |
9,476.98 |
10,046.72 |
|
| S3 |
8,676.94 |
9,035.15 |
9,973.38 |
|
| S4 |
7,876.90 |
8,235.11 |
9,753.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,718.86 |
9,918.82 |
800.04 |
7.8% |
262.80 |
2.6% |
34% |
False |
True |
|
| 10 |
10,920.27 |
9,918.82 |
1,001.45 |
9.8% |
251.13 |
2.5% |
27% |
False |
True |
|
| 20 |
11,258.01 |
9,869.62 |
1,388.39 |
13.6% |
261.13 |
2.6% |
23% |
False |
False |
|
| 40 |
11,258.01 |
9,869.62 |
1,388.39 |
13.6% |
175.50 |
1.7% |
23% |
False |
False |
|
| 60 |
11,258.01 |
9,869.62 |
1,388.39 |
13.6% |
145.14 |
1.4% |
23% |
False |
False |
|
| 80 |
11,258.01 |
9,835.09 |
1,422.92 |
14.0% |
146.00 |
1.4% |
25% |
False |
False |
|
| 100 |
11,258.01 |
9,835.09 |
1,422.92 |
14.0% |
140.08 |
1.4% |
25% |
False |
False |
|
| 120 |
11,258.01 |
9,835.09 |
1,422.92 |
14.0% |
133.60 |
1.3% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,387.30 |
|
2.618 |
10,930.81 |
|
1.618 |
10,651.10 |
|
1.000 |
10,478.24 |
|
0.618 |
10,371.39 |
|
HIGH |
10,198.53 |
|
0.618 |
10,091.68 |
|
0.500 |
10,058.68 |
|
0.382 |
10,025.67 |
|
LOW |
9,918.82 |
|
0.618 |
9,745.96 |
|
1.000 |
9,639.11 |
|
1.618 |
9,466.25 |
|
2.618 |
9,186.54 |
|
4.250 |
8,730.05 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,148.49 |
10,220.67 |
| PP |
10,103.58 |
10,211.58 |
| S1 |
10,058.68 |
10,202.48 |
|