| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,763.0 |
2,657.0 |
-106.0 |
-3.8% |
2,861.0 |
| High |
2,768.0 |
2,678.0 |
-90.0 |
-3.3% |
2,895.0 |
| Low |
2,641.0 |
2,606.0 |
-35.0 |
-1.3% |
2,686.0 |
| Close |
2,656.0 |
2,634.0 |
-22.0 |
-0.8% |
2,748.0 |
| Range |
127.0 |
72.0 |
-55.0 |
-43.3% |
209.0 |
| ATR |
64.7 |
65.2 |
0.5 |
0.8% |
0.0 |
| Volume |
2,450,809 |
2,472,328 |
21,519 |
0.9% |
9,303,704 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.3 |
2,816.7 |
2,673.6 |
|
| R3 |
2,783.3 |
2,744.7 |
2,653.8 |
|
| R2 |
2,711.3 |
2,711.3 |
2,647.2 |
|
| R1 |
2,672.7 |
2,672.7 |
2,640.6 |
2,656.0 |
| PP |
2,639.3 |
2,639.3 |
2,639.3 |
2,631.0 |
| S1 |
2,600.7 |
2,600.7 |
2,627.4 |
2,584.0 |
| S2 |
2,567.3 |
2,567.3 |
2,620.8 |
|
| S3 |
2,495.3 |
2,528.7 |
2,614.2 |
|
| S4 |
2,423.3 |
2,456.7 |
2,594.4 |
|
|
| 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 |
2,788.0 |
2,606.0 |
182.0 |
6.9% |
77.8 |
3.0% |
15% |
False |
True |
1,765,678 |
| 10 |
2,895.0 |
2,606.0 |
289.0 |
11.0% |
79.7 |
3.0% |
10% |
False |
True |
1,808,554 |
| 20 |
2,956.0 |
2,606.0 |
350.0 |
13.3% |
62.3 |
2.4% |
8% |
False |
True |
1,485,212 |
| 40 |
2,956.0 |
2,606.0 |
350.0 |
13.3% |
50.0 |
1.9% |
8% |
False |
True |
1,161,144 |
| 60 |
2,956.0 |
2,574.0 |
382.0 |
14.5% |
49.3 |
1.9% |
16% |
False |
False |
776,362 |
| 80 |
2,956.0 |
2,528.0 |
428.0 |
16.2% |
53.9 |
2.0% |
25% |
False |
False |
582,865 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
17.0% |
50.0 |
1.9% |
24% |
False |
False |
467,539 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
17.0% |
48.1 |
1.8% |
24% |
False |
False |
389,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,984.0 |
|
2.618 |
2,866.5 |
|
1.618 |
2,794.5 |
|
1.000 |
2,750.0 |
|
0.618 |
2,722.5 |
|
HIGH |
2,678.0 |
|
0.618 |
2,650.5 |
|
0.500 |
2,642.0 |
|
0.382 |
2,633.5 |
|
LOW |
2,606.0 |
|
0.618 |
2,561.5 |
|
1.000 |
2,534.0 |
|
1.618 |
2,489.5 |
|
2.618 |
2,417.5 |
|
4.250 |
2,300.0 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.0 |
2,692.0 |
| PP |
2,639.3 |
2,672.7 |
| S1 |
2,636.7 |
2,653.3 |
|