| 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 |
2,041.00 |
2,002.25 |
-38.75 |
-1.9% |
2,050.00 |
| High |
2,047.00 |
2,038.00 |
-9.00 |
-0.4% |
2,058.75 |
| Low |
1,998.00 |
1,999.25 |
1.25 |
0.1% |
1,989.50 |
| Close |
1,998.50 |
2,027.00 |
28.50 |
1.4% |
1,998.50 |
| Range |
49.00 |
38.75 |
-10.25 |
-20.9% |
69.25 |
| ATR |
28.95 |
29.70 |
0.75 |
2.6% |
0.00 |
| Volume |
294,958 |
341,920 |
46,962 |
15.9% |
1,590,384 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.75 |
2,121.00 |
2,048.25 |
|
| R3 |
2,099.00 |
2,082.25 |
2,037.75 |
|
| R2 |
2,060.25 |
2,060.25 |
2,034.00 |
|
| R1 |
2,043.50 |
2,043.50 |
2,030.50 |
2,052.00 |
| PP |
2,021.50 |
2,021.50 |
2,021.50 |
2,025.50 |
| S1 |
2,004.75 |
2,004.75 |
2,023.50 |
2,013.00 |
| S2 |
1,982.75 |
1,982.75 |
2,020.00 |
|
| S3 |
1,944.00 |
1,966.00 |
2,016.25 |
|
| S4 |
1,905.25 |
1,927.25 |
2,005.75 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.25 |
2,180.25 |
2,036.50 |
|
| R3 |
2,154.00 |
2,111.00 |
2,017.50 |
|
| R2 |
2,084.75 |
2,084.75 |
2,011.25 |
|
| R1 |
2,041.75 |
2,041.75 |
2,004.75 |
2,028.50 |
| PP |
2,015.50 |
2,015.50 |
2,015.50 |
2,009.00 |
| S1 |
1,972.50 |
1,972.50 |
1,992.25 |
1,959.50 |
| S2 |
1,946.25 |
1,946.25 |
1,985.75 |
|
| S3 |
1,877.00 |
1,903.25 |
1,979.50 |
|
| S4 |
1,807.75 |
1,834.00 |
1,960.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,050.50 |
1,989.50 |
61.00 |
3.0% |
42.50 |
2.1% |
61% |
False |
False |
328,517 |
| 10 |
2,058.75 |
1,989.50 |
69.25 |
3.4% |
33.75 |
1.7% |
54% |
False |
False |
318,104 |
| 20 |
2,058.75 |
1,959.25 |
99.50 |
4.9% |
28.00 |
1.4% |
68% |
False |
False |
280,830 |
| 40 |
2,058.75 |
1,879.00 |
179.75 |
8.9% |
24.50 |
1.2% |
82% |
False |
False |
236,313 |
| 60 |
2,058.75 |
1,708.50 |
350.25 |
17.3% |
25.00 |
1.2% |
91% |
False |
False |
157,733 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
17.3% |
27.75 |
1.4% |
91% |
False |
False |
118,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.75 |
|
2.618 |
2,139.50 |
|
1.618 |
2,100.75 |
|
1.000 |
2,076.75 |
|
0.618 |
2,062.00 |
|
HIGH |
2,038.00 |
|
0.618 |
2,023.25 |
|
0.500 |
2,018.50 |
|
0.382 |
2,014.00 |
|
LOW |
1,999.25 |
|
0.618 |
1,975.25 |
|
1.000 |
1,960.50 |
|
1.618 |
1,936.50 |
|
2.618 |
1,897.75 |
|
4.250 |
1,834.50 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.25 |
2,025.50 |
| PP |
2,021.50 |
2,024.00 |
| S1 |
2,018.50 |
2,022.50 |
|