| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,873.75 |
1,939.75 |
66.00 |
3.5% |
2,002.25 |
| High |
1,942.00 |
1,965.00 |
23.00 |
1.2% |
2,038.00 |
| Low |
1,872.25 |
1,915.00 |
42.75 |
2.3% |
1,730.25 |
| Close |
1,939.50 |
1,935.25 |
-4.25 |
-0.2% |
1,848.50 |
| Range |
69.75 |
50.00 |
-19.75 |
-28.3% |
307.75 |
| ATR |
54.58 |
54.25 |
-0.33 |
-0.6% |
0.00 |
| Volume |
710,793 |
489,875 |
-220,918 |
-31.1% |
2,251,738 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.50 |
2,061.75 |
1,962.75 |
|
| R3 |
2,038.50 |
2,011.75 |
1,949.00 |
|
| R2 |
1,988.50 |
1,988.50 |
1,944.50 |
|
| R1 |
1,961.75 |
1,961.75 |
1,939.75 |
1,950.00 |
| PP |
1,938.50 |
1,938.50 |
1,938.50 |
1,932.50 |
| S1 |
1,911.75 |
1,911.75 |
1,930.75 |
1,900.00 |
| S2 |
1,888.50 |
1,888.50 |
1,926.00 |
|
| S3 |
1,838.50 |
1,861.75 |
1,921.50 |
|
| S4 |
1,788.50 |
1,811.75 |
1,907.75 |
|
|
| 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 |
1,972.00 |
1,730.25 |
241.75 |
12.5% |
98.75 |
5.1% |
85% |
False |
False |
570,809 |
| 10 |
2,047.00 |
1,730.25 |
316.75 |
16.4% |
73.00 |
3.8% |
65% |
False |
False |
454,272 |
| 20 |
2,058.75 |
1,730.25 |
328.50 |
17.0% |
50.75 |
2.6% |
62% |
False |
False |
373,580 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
17.0% |
36.00 |
1.9% |
62% |
False |
False |
302,220 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
17.0% |
31.50 |
1.6% |
62% |
False |
False |
209,547 |
| 80 |
2,058.75 |
1,708.50 |
350.25 |
18.1% |
33.00 |
1.7% |
65% |
False |
False |
157,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.50 |
|
2.618 |
2,096.00 |
|
1.618 |
2,046.00 |
|
1.000 |
2,015.00 |
|
0.618 |
1,996.00 |
|
HIGH |
1,965.00 |
|
0.618 |
1,946.00 |
|
0.500 |
1,940.00 |
|
0.382 |
1,934.00 |
|
LOW |
1,915.00 |
|
0.618 |
1,884.00 |
|
1.000 |
1,865.00 |
|
1.618 |
1,834.00 |
|
2.618 |
1,784.00 |
|
4.250 |
1,702.50 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,940.00 |
1,918.50 |
| PP |
1,938.50 |
1,902.00 |
| S1 |
1,936.75 |
1,885.50 |
|