| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,657.0 |
2,625.0 |
-32.0 |
-1.2% |
2,861.0 |
| High |
2,678.0 |
2,660.0 |
-18.0 |
-0.7% |
2,895.0 |
| Low |
2,606.0 |
2,333.0 |
-273.0 |
-10.5% |
2,686.0 |
| Close |
2,634.0 |
2,580.0 |
-54.0 |
-2.1% |
2,748.0 |
| Range |
72.0 |
327.0 |
255.0 |
354.2% |
209.0 |
| ATR |
65.2 |
83.9 |
18.7 |
28.7% |
0.0 |
| Volume |
2,472,328 |
3,490,277 |
1,017,949 |
41.2% |
9,303,704 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,505.3 |
3,369.7 |
2,759.9 |
|
| R3 |
3,178.3 |
3,042.7 |
2,669.9 |
|
| R2 |
2,851.3 |
2,851.3 |
2,640.0 |
|
| R1 |
2,715.7 |
2,715.7 |
2,610.0 |
2,620.0 |
| PP |
2,524.3 |
2,524.3 |
2,524.3 |
2,476.5 |
| S1 |
2,388.7 |
2,388.7 |
2,550.0 |
2,293.0 |
| S2 |
2,197.3 |
2,197.3 |
2,520.1 |
|
| S3 |
1,870.3 |
2,061.7 |
2,490.1 |
|
| S4 |
1,543.3 |
1,734.7 |
2,400.2 |
|
|
| 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 |
2,788.0 |
2,333.0 |
455.0 |
17.6% |
129.8 |
5.0% |
54% |
False |
True |
2,141,132 |
| 10 |
2,895.0 |
2,333.0 |
562.0 |
21.8% |
104.0 |
4.0% |
44% |
False |
True |
1,974,357 |
| 20 |
2,956.0 |
2,333.0 |
623.0 |
24.1% |
76.5 |
3.0% |
40% |
False |
True |
1,601,073 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.1% |
57.2 |
2.2% |
40% |
False |
True |
1,246,426 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.1% |
53.4 |
2.1% |
40% |
False |
True |
834,505 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.1% |
57.2 |
2.2% |
40% |
False |
True |
626,481 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
24.9% |
52.7 |
2.0% |
38% |
False |
True |
502,386 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.9% |
50.7 |
2.0% |
38% |
False |
True |
418,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,049.8 |
|
2.618 |
3,516.1 |
|
1.618 |
3,189.1 |
|
1.000 |
2,987.0 |
|
0.618 |
2,862.1 |
|
HIGH |
2,660.0 |
|
0.618 |
2,535.1 |
|
0.500 |
2,496.5 |
|
0.382 |
2,457.9 |
|
LOW |
2,333.0 |
|
0.618 |
2,130.9 |
|
1.000 |
2,006.0 |
|
1.618 |
1,803.9 |
|
2.618 |
1,476.9 |
|
4.250 |
943.3 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,552.2 |
2,570.2 |
| PP |
2,524.3 |
2,560.3 |
| S1 |
2,496.5 |
2,550.5 |
|