| 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 |
2,026.00 |
1,969.25 |
-56.75 |
-2.8% |
2,050.00 |
| High |
2,028.50 |
1,972.00 |
-56.50 |
-2.8% |
2,058.75 |
| Low |
1,952.25 |
1,934.50 |
-17.75 |
-0.9% |
1,989.50 |
| Close |
1,969.50 |
1,958.50 |
-11.00 |
-0.6% |
1,998.50 |
| Range |
76.25 |
37.50 |
-38.75 |
-50.8% |
69.25 |
| ATR |
33.03 |
33.35 |
0.32 |
1.0% |
0.00 |
| Volume |
256,439 |
515,322 |
258,883 |
101.0% |
1,590,384 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.50 |
2,050.50 |
1,979.00 |
|
| R3 |
2,030.00 |
2,013.00 |
1,968.75 |
|
| R2 |
1,992.50 |
1,992.50 |
1,965.50 |
|
| R1 |
1,975.50 |
1,975.50 |
1,962.00 |
1,965.25 |
| PP |
1,955.00 |
1,955.00 |
1,955.00 |
1,950.00 |
| S1 |
1,938.00 |
1,938.00 |
1,955.00 |
1,927.75 |
| S2 |
1,917.50 |
1,917.50 |
1,951.50 |
|
| S3 |
1,880.00 |
1,900.50 |
1,948.25 |
|
| S4 |
1,842.50 |
1,863.00 |
1,938.00 |
|
|
| 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 |
1,934.50 |
112.50 |
5.7% |
48.25 |
2.5% |
21% |
False |
True |
353,534 |
| 10 |
2,058.75 |
1,934.50 |
124.25 |
6.3% |
41.00 |
2.1% |
19% |
False |
True |
338,611 |
| 20 |
2,058.75 |
1,934.50 |
124.25 |
6.3% |
31.75 |
1.6% |
19% |
False |
True |
299,878 |
| 40 |
2,058.75 |
1,897.75 |
161.00 |
8.2% |
26.25 |
1.3% |
38% |
False |
False |
255,410 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
16.8% |
26.00 |
1.3% |
69% |
False |
False |
170,588 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
17.9% |
28.50 |
1.5% |
71% |
False |
False |
128,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.50 |
|
2.618 |
2,070.25 |
|
1.618 |
2,032.75 |
|
1.000 |
2,009.50 |
|
0.618 |
1,995.25 |
|
HIGH |
1,972.00 |
|
0.618 |
1,957.75 |
|
0.500 |
1,953.25 |
|
0.382 |
1,948.75 |
|
LOW |
1,934.50 |
|
0.618 |
1,911.25 |
|
1.000 |
1,897.00 |
|
1.618 |
1,873.75 |
|
2.618 |
1,836.25 |
|
4.250 |
1,775.00 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,956.75 |
1,986.25 |
| PP |
1,955.00 |
1,977.00 |
| S1 |
1,953.25 |
1,967.75 |
|