| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,884.00 |
1,873.75 |
-10.25 |
-0.5% |
2,002.25 |
| High |
1,909.25 |
1,942.00 |
32.75 |
1.7% |
2,038.00 |
| Low |
1,805.75 |
1,872.25 |
66.50 |
3.7% |
1,730.25 |
| Close |
1,848.50 |
1,939.50 |
91.00 |
4.9% |
1,848.50 |
| Range |
103.50 |
69.75 |
-33.75 |
-32.6% |
307.75 |
| ATR |
51.58 |
54.58 |
2.99 |
5.8% |
0.00 |
| Volume |
736,165 |
710,793 |
-25,372 |
-3.4% |
2,251,738 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.25 |
2,103.00 |
1,977.75 |
|
| R3 |
2,057.50 |
2,033.25 |
1,958.75 |
|
| R2 |
1,987.75 |
1,987.75 |
1,952.25 |
|
| R1 |
1,963.50 |
1,963.50 |
1,946.00 |
1,975.50 |
| PP |
1,918.00 |
1,918.00 |
1,918.00 |
1,924.00 |
| S1 |
1,893.75 |
1,893.75 |
1,933.00 |
1,906.00 |
| S2 |
1,848.25 |
1,848.25 |
1,926.75 |
|
| S3 |
1,778.50 |
1,824.00 |
1,920.25 |
|
| S4 |
1,708.75 |
1,754.25 |
1,901.25 |
|
|
| 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 |
2,028.50 |
1,730.25 |
298.25 |
15.4% |
104.00 |
5.4% |
70% |
False |
False |
524,122 |
| 10 |
2,050.50 |
1,730.25 |
320.25 |
16.5% |
73.25 |
3.8% |
65% |
False |
False |
426,320 |
| 20 |
2,058.75 |
1,730.25 |
328.50 |
16.9% |
49.25 |
2.5% |
64% |
False |
False |
358,253 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
16.9% |
35.25 |
1.8% |
64% |
False |
False |
295,321 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
16.9% |
31.00 |
1.6% |
64% |
False |
False |
201,389 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
18.1% |
32.50 |
1.7% |
66% |
False |
False |
151,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.50 |
|
2.618 |
2,124.50 |
|
1.618 |
2,054.75 |
|
1.000 |
2,011.75 |
|
0.618 |
1,985.00 |
|
HIGH |
1,942.00 |
|
0.618 |
1,915.25 |
|
0.500 |
1,907.00 |
|
0.382 |
1,899.00 |
|
LOW |
1,872.25 |
|
0.618 |
1,829.25 |
|
1.000 |
1,802.50 |
|
1.618 |
1,759.50 |
|
2.618 |
1,689.75 |
|
4.250 |
1,575.75 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,928.75 |
1,908.50 |
| PP |
1,918.00 |
1,877.50 |
| S1 |
1,907.00 |
1,846.50 |
|