| 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 |
6,023.5 |
5,963.0 |
-60.5 |
-1.0% |
6,288.5 |
| High |
6,039.0 |
6,018.0 |
-21.0 |
-0.3% |
6,347.0 |
| Low |
5,941.0 |
5,557.0 |
-384.0 |
-6.5% |
6,032.5 |
| Close |
5,972.5 |
5,932.5 |
-40.0 |
-0.7% |
6,130.5 |
| Range |
98.0 |
461.0 |
363.0 |
370.4% |
314.5 |
| ATR |
109.4 |
134.5 |
25.1 |
22.9% |
0.0 |
| Volume |
282,983 |
287,228 |
4,245 |
1.5% |
1,073,339 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,218.8 |
7,036.7 |
6,186.1 |
|
| R3 |
6,757.8 |
6,575.7 |
6,059.3 |
|
| R2 |
6,296.8 |
6,296.8 |
6,017.0 |
|
| R1 |
6,114.7 |
6,114.7 |
5,974.8 |
5,975.3 |
| PP |
5,835.8 |
5,835.8 |
5,835.8 |
5,766.1 |
| S1 |
5,653.7 |
5,653.7 |
5,890.2 |
5,514.3 |
| S2 |
5,374.8 |
5,374.8 |
5,848.0 |
|
| S3 |
4,913.8 |
5,192.7 |
5,805.7 |
|
| S4 |
4,452.8 |
4,731.7 |
5,679.0 |
|
|
| 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 |
6,218.0 |
5,557.0 |
661.0 |
11.1% |
202.1 |
3.4% |
57% |
False |
True |
236,418 |
| 10 |
6,347.0 |
5,557.0 |
790.0 |
13.3% |
164.3 |
2.8% |
48% |
False |
True |
224,178 |
| 20 |
6,347.0 |
5,557.0 |
790.0 |
13.3% |
123.1 |
2.1% |
48% |
False |
True |
189,442 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
13.3% |
94.2 |
1.6% |
48% |
False |
True |
143,607 |
| 60 |
6,347.0 |
5,469.0 |
878.0 |
14.8% |
90.5 |
1.5% |
53% |
False |
False |
96,123 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
16.0% |
97.2 |
1.6% |
56% |
False |
False |
72,218 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
16.0% |
90.5 |
1.5% |
56% |
False |
False |
58,017 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
16.0% |
88.5 |
1.5% |
56% |
False |
False |
48,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,977.3 |
|
2.618 |
7,224.9 |
|
1.618 |
6,763.9 |
|
1.000 |
6,479.0 |
|
0.618 |
6,302.9 |
|
HIGH |
6,018.0 |
|
0.618 |
5,841.9 |
|
0.500 |
5,787.5 |
|
0.382 |
5,733.1 |
|
LOW |
5,557.0 |
|
0.618 |
5,272.1 |
|
1.000 |
5,096.0 |
|
1.618 |
4,811.1 |
|
2.618 |
4,350.1 |
|
4.250 |
3,597.8 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,884.2 |
5,915.5 |
| PP |
5,835.8 |
5,898.5 |
| S1 |
5,787.5 |
5,881.5 |
|