| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,002.25 |
2,026.00 |
23.75 |
1.2% |
2,050.00 |
| High |
2,038.00 |
2,028.50 |
-9.50 |
-0.5% |
2,058.75 |
| Low |
1,999.25 |
1,952.25 |
-47.00 |
-2.4% |
1,989.50 |
| Close |
2,027.00 |
1,969.50 |
-57.50 |
-2.8% |
1,998.50 |
| Range |
38.75 |
76.25 |
37.50 |
96.8% |
69.25 |
| ATR |
29.70 |
33.03 |
3.32 |
11.2% |
0.00 |
| Volume |
341,920 |
256,439 |
-85,481 |
-25.0% |
1,590,384 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.25 |
2,167.00 |
2,011.50 |
|
| R3 |
2,136.00 |
2,090.75 |
1,990.50 |
|
| R2 |
2,059.75 |
2,059.75 |
1,983.50 |
|
| R1 |
2,014.50 |
2,014.50 |
1,976.50 |
1,999.00 |
| PP |
1,983.50 |
1,983.50 |
1,983.50 |
1,975.50 |
| S1 |
1,938.25 |
1,938.25 |
1,962.50 |
1,922.75 |
| S2 |
1,907.25 |
1,907.25 |
1,955.50 |
|
| S3 |
1,831.00 |
1,862.00 |
1,948.50 |
|
| S4 |
1,754.75 |
1,785.75 |
1,927.50 |
|
|
| 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 |
2,047.00 |
1,952.25 |
94.75 |
4.8% |
47.25 |
2.4% |
18% |
False |
True |
337,735 |
| 10 |
2,058.75 |
1,952.25 |
106.50 |
5.4% |
39.50 |
2.0% |
16% |
False |
True |
309,930 |
| 20 |
2,058.75 |
1,952.25 |
106.50 |
5.4% |
30.75 |
1.6% |
16% |
False |
True |
283,643 |
| 40 |
2,058.75 |
1,879.00 |
179.75 |
9.1% |
26.25 |
1.3% |
50% |
False |
False |
242,648 |
| 60 |
2,058.75 |
1,728.50 |
330.25 |
16.8% |
25.75 |
1.3% |
73% |
False |
False |
162,003 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
17.8% |
28.50 |
1.4% |
75% |
False |
False |
121,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,352.50 |
|
2.618 |
2,228.00 |
|
1.618 |
2,151.75 |
|
1.000 |
2,104.75 |
|
0.618 |
2,075.50 |
|
HIGH |
2,028.50 |
|
0.618 |
1,999.25 |
|
0.500 |
1,990.50 |
|
0.382 |
1,981.50 |
|
LOW |
1,952.25 |
|
0.618 |
1,905.25 |
|
1.000 |
1,876.00 |
|
1.618 |
1,829.00 |
|
2.618 |
1,752.75 |
|
4.250 |
1,628.25 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.50 |
1,999.50 |
| PP |
1,983.50 |
1,989.50 |
| S1 |
1,976.50 |
1,979.50 |
|