| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,749.0 |
2,734.0 |
-15.0 |
-0.5% |
2,861.0 |
| High |
2,788.0 |
2,778.0 |
-10.0 |
-0.4% |
2,895.0 |
| Low |
2,721.0 |
2,722.0 |
1.0 |
0.0% |
2,686.0 |
| Close |
2,748.0 |
2,760.0 |
12.0 |
0.4% |
2,748.0 |
| Range |
67.0 |
56.0 |
-11.0 |
-16.4% |
209.0 |
| ATR |
60.2 |
59.9 |
-0.3 |
-0.5% |
0.0 |
| Volume |
1,551,503 |
740,746 |
-810,757 |
-52.3% |
9,303,704 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,921.3 |
2,896.7 |
2,790.8 |
|
| R3 |
2,865.3 |
2,840.7 |
2,775.4 |
|
| R2 |
2,809.3 |
2,809.3 |
2,770.3 |
|
| R1 |
2,784.7 |
2,784.7 |
2,765.1 |
2,797.0 |
| PP |
2,753.3 |
2,753.3 |
2,753.3 |
2,759.5 |
| S1 |
2,728.7 |
2,728.7 |
2,754.9 |
2,741.0 |
| S2 |
2,697.3 |
2,697.3 |
2,749.7 |
|
| S3 |
2,641.3 |
2,672.7 |
2,744.6 |
|
| S4 |
2,585.3 |
2,616.7 |
2,729.2 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,403.3 |
3,284.7 |
2,863.0 |
|
| R3 |
3,194.3 |
3,075.7 |
2,805.5 |
|
| R2 |
2,985.3 |
2,985.3 |
2,786.3 |
|
| R1 |
2,866.7 |
2,866.7 |
2,767.2 |
2,821.5 |
| PP |
2,776.3 |
2,776.3 |
2,776.3 |
2,753.8 |
| S1 |
2,657.7 |
2,657.7 |
2,728.8 |
2,612.5 |
| S2 |
2,567.3 |
2,567.3 |
2,709.7 |
|
| S3 |
2,358.3 |
2,448.7 |
2,690.5 |
|
| S4 |
2,149.3 |
2,239.7 |
2,633.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,876.0 |
2,686.0 |
190.0 |
6.9% |
84.8 |
3.1% |
39% |
False |
False |
1,811,169 |
| 10 |
2,927.0 |
2,686.0 |
241.0 |
8.7% |
71.1 |
2.6% |
31% |
False |
False |
1,554,772 |
| 20 |
2,956.0 |
2,686.0 |
270.0 |
9.8% |
55.9 |
2.0% |
27% |
False |
False |
1,318,852 |
| 40 |
2,956.0 |
2,686.0 |
270.0 |
9.8% |
47.4 |
1.7% |
27% |
False |
False |
1,039,502 |
| 60 |
2,956.0 |
2,528.0 |
428.0 |
15.5% |
48.7 |
1.8% |
54% |
False |
False |
694,573 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.2% |
52.2 |
1.9% |
52% |
False |
False |
521,456 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.2% |
49.0 |
1.8% |
52% |
False |
False |
418,404 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
16.2% |
47.0 |
1.7% |
52% |
False |
False |
348,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,016.0 |
|
2.618 |
2,924.6 |
|
1.618 |
2,868.6 |
|
1.000 |
2,834.0 |
|
0.618 |
2,812.6 |
|
HIGH |
2,778.0 |
|
0.618 |
2,756.6 |
|
0.500 |
2,750.0 |
|
0.382 |
2,743.4 |
|
LOW |
2,722.0 |
|
0.618 |
2,687.4 |
|
1.000 |
2,666.0 |
|
1.618 |
2,631.4 |
|
2.618 |
2,575.4 |
|
4.250 |
2,484.0 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.7 |
2,756.0 |
| PP |
2,753.3 |
2,752.0 |
| S1 |
2,750.0 |
2,748.0 |
|