| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
6,145.0 |
6,112.5 |
-32.5 |
-0.5% |
6,288.5 |
| High |
6,218.0 |
6,207.5 |
-10.5 |
-0.2% |
6,347.0 |
| Low |
6,089.0 |
6,093.5 |
4.5 |
0.1% |
6,032.5 |
| Close |
6,130.5 |
6,172.0 |
41.5 |
0.7% |
6,130.5 |
| Range |
129.0 |
114.0 |
-15.0 |
-11.6% |
314.5 |
| ATR |
101.9 |
102.8 |
0.9 |
0.8% |
0.0 |
| Volume |
195,531 |
136,404 |
-59,127 |
-30.2% |
1,073,339 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,499.7 |
6,449.8 |
6,234.7 |
|
| R3 |
6,385.7 |
6,335.8 |
6,203.4 |
|
| R2 |
6,271.7 |
6,271.7 |
6,192.9 |
|
| R1 |
6,221.8 |
6,221.8 |
6,182.5 |
6,246.8 |
| PP |
6,157.7 |
6,157.7 |
6,157.7 |
6,170.1 |
| S1 |
6,107.8 |
6,107.8 |
6,161.6 |
6,132.8 |
| S2 |
6,043.7 |
6,043.7 |
6,151.1 |
|
| S3 |
5,929.7 |
5,993.8 |
6,140.7 |
|
| S4 |
5,815.7 |
5,879.8 |
6,109.3 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,113.5 |
6,936.5 |
6,303.5 |
|
| R3 |
6,799.0 |
6,622.0 |
6,217.0 |
|
| R2 |
6,484.5 |
6,484.5 |
6,188.2 |
|
| R1 |
6,307.5 |
6,307.5 |
6,159.3 |
6,238.8 |
| PP |
6,170.0 |
6,170.0 |
6,170.0 |
6,135.6 |
| S1 |
5,993.0 |
5,993.0 |
6,101.7 |
5,924.3 |
| S2 |
5,855.5 |
5,855.5 |
6,072.8 |
|
| S3 |
5,541.0 |
5,678.5 |
6,044.0 |
|
| S4 |
5,226.5 |
5,364.0 |
5,957.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,339.0 |
6,032.5 |
306.5 |
5.0% |
139.4 |
2.3% |
46% |
False |
False |
213,966 |
| 10 |
6,347.0 |
6,032.5 |
314.5 |
5.1% |
119.0 |
1.9% |
44% |
False |
False |
192,950 |
| 20 |
6,347.0 |
6,032.5 |
314.5 |
5.1% |
94.6 |
1.5% |
44% |
False |
False |
164,165 |
| 40 |
6,347.0 |
5,817.0 |
530.0 |
8.6% |
79.9 |
1.3% |
67% |
False |
False |
122,688 |
| 60 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
83.1 |
1.3% |
82% |
False |
False |
82,014 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
90.8 |
1.5% |
82% |
False |
False |
61,606 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
85.8 |
1.4% |
82% |
False |
False |
49,533 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
83.3 |
1.3% |
82% |
False |
False |
41,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,692.0 |
|
2.618 |
6,506.0 |
|
1.618 |
6,392.0 |
|
1.000 |
6,321.5 |
|
0.618 |
6,278.0 |
|
HIGH |
6,207.5 |
|
0.618 |
6,164.0 |
|
0.500 |
6,150.5 |
|
0.382 |
6,137.0 |
|
LOW |
6,093.5 |
|
0.618 |
6,023.0 |
|
1.000 |
5,979.5 |
|
1.618 |
5,909.0 |
|
2.618 |
5,795.0 |
|
4.250 |
5,609.0 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,164.8 |
6,164.7 |
| PP |
6,157.7 |
6,157.3 |
| S1 |
6,150.5 |
6,150.0 |
|