| 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 |
1,969.25 |
1,958.00 |
-11.25 |
-0.6% |
2,050.00 |
| High |
1,972.00 |
1,963.00 |
-9.00 |
-0.5% |
2,058.75 |
| Low |
1,934.50 |
1,730.25 |
-204.25 |
-10.6% |
1,989.50 |
| Close |
1,958.50 |
1,886.00 |
-72.50 |
-3.7% |
1,998.50 |
| Range |
37.50 |
232.75 |
195.25 |
520.7% |
69.25 |
| ATR |
33.35 |
47.59 |
14.24 |
42.7% |
0.00 |
| Volume |
515,322 |
401,892 |
-113,430 |
-22.0% |
1,590,384 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.00 |
2,454.75 |
2,014.00 |
|
| R3 |
2,325.25 |
2,222.00 |
1,950.00 |
|
| R2 |
2,092.50 |
2,092.50 |
1,928.75 |
|
| R1 |
1,989.25 |
1,989.25 |
1,907.25 |
1,924.50 |
| PP |
1,859.75 |
1,859.75 |
1,859.75 |
1,827.50 |
| S1 |
1,756.50 |
1,756.50 |
1,864.75 |
1,691.75 |
| S2 |
1,627.00 |
1,627.00 |
1,843.25 |
|
| S3 |
1,394.25 |
1,523.75 |
1,822.00 |
|
| S4 |
1,161.50 |
1,291.00 |
1,758.00 |
|
|
| 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 |
1,730.25 |
316.75 |
16.8% |
86.75 |
4.6% |
49% |
False |
True |
362,106 |
| 10 |
2,058.75 |
1,730.25 |
328.50 |
17.4% |
60.00 |
3.2% |
47% |
False |
True |
347,997 |
| 20 |
2,058.75 |
1,730.25 |
328.50 |
17.4% |
42.25 |
2.2% |
47% |
False |
True |
307,010 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
17.4% |
31.75 |
1.7% |
47% |
False |
True |
265,222 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
17.4% |
29.25 |
1.6% |
47% |
False |
True |
177,285 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
18.6% |
31.25 |
1.7% |
51% |
False |
False |
133,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,952.25 |
|
2.618 |
2,572.25 |
|
1.618 |
2,339.50 |
|
1.000 |
2,195.75 |
|
0.618 |
2,106.75 |
|
HIGH |
1,963.00 |
|
0.618 |
1,874.00 |
|
0.500 |
1,846.50 |
|
0.382 |
1,819.25 |
|
LOW |
1,730.25 |
|
0.618 |
1,586.50 |
|
1.000 |
1,497.50 |
|
1.618 |
1,353.75 |
|
2.618 |
1,121.00 |
|
4.250 |
741.00 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,873.00 |
1,883.75 |
| PP |
1,859.75 |
1,881.50 |
| S1 |
1,846.50 |
1,879.50 |
|