| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,958.00 |
1,884.00 |
-74.00 |
-3.8% |
2,002.25 |
| High |
1,963.00 |
1,909.25 |
-53.75 |
-2.7% |
2,038.00 |
| Low |
1,730.25 |
1,805.75 |
75.50 |
4.4% |
1,730.25 |
| Close |
1,886.00 |
1,848.50 |
-37.50 |
-2.0% |
1,848.50 |
| Range |
232.75 |
103.50 |
-129.25 |
-55.5% |
307.75 |
| ATR |
47.59 |
51.58 |
3.99 |
8.4% |
0.00 |
| Volume |
401,892 |
736,165 |
334,273 |
83.2% |
2,251,738 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.00 |
2,110.25 |
1,905.50 |
|
| R3 |
2,061.50 |
2,006.75 |
1,877.00 |
|
| R2 |
1,958.00 |
1,958.00 |
1,867.50 |
|
| R1 |
1,903.25 |
1,903.25 |
1,858.00 |
1,879.00 |
| PP |
1,854.50 |
1,854.50 |
1,854.50 |
1,842.25 |
| S1 |
1,799.75 |
1,799.75 |
1,839.00 |
1,775.50 |
| S2 |
1,751.00 |
1,751.00 |
1,829.50 |
|
| S3 |
1,647.50 |
1,696.25 |
1,820.00 |
|
| S4 |
1,544.00 |
1,592.75 |
1,791.50 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.50 |
2,629.75 |
2,017.75 |
|
| R3 |
2,487.75 |
2,322.00 |
1,933.25 |
|
| R2 |
2,180.00 |
2,180.00 |
1,905.00 |
|
| R1 |
2,014.25 |
2,014.25 |
1,876.75 |
1,943.25 |
| PP |
1,872.25 |
1,872.25 |
1,872.25 |
1,836.75 |
| S1 |
1,706.50 |
1,706.50 |
1,820.25 |
1,635.50 |
| S2 |
1,564.50 |
1,564.50 |
1,792.00 |
|
| S3 |
1,256.75 |
1,398.75 |
1,763.75 |
|
| S4 |
949.00 |
1,091.00 |
1,679.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,038.00 |
1,730.25 |
307.75 |
16.6% |
97.75 |
5.3% |
38% |
False |
False |
450,347 |
| 10 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
67.75 |
3.7% |
36% |
False |
False |
384,212 |
| 20 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
46.50 |
2.5% |
36% |
False |
False |
332,234 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
33.75 |
1.8% |
36% |
False |
False |
283,054 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
17.8% |
30.50 |
1.7% |
36% |
False |
False |
189,549 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
18.9% |
32.00 |
1.7% |
40% |
False |
False |
142,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,349.00 |
|
2.618 |
2,180.25 |
|
1.618 |
2,076.75 |
|
1.000 |
2,012.75 |
|
0.618 |
1,973.25 |
|
HIGH |
1,909.25 |
|
0.618 |
1,869.75 |
|
0.500 |
1,857.50 |
|
0.382 |
1,845.25 |
|
LOW |
1,805.75 |
|
0.618 |
1,741.75 |
|
1.000 |
1,702.25 |
|
1.618 |
1,638.25 |
|
2.618 |
1,534.75 |
|
4.250 |
1,366.00 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,857.50 |
1,851.00 |
| PP |
1,854.50 |
1,850.25 |
| S1 |
1,851.50 |
1,849.50 |
|