| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,182.9 |
1,171.2 |
-11.7 |
-1.0% |
1,158.5 |
| High |
1,192.8 |
1,177.7 |
-15.1 |
-1.3% |
1,182.5 |
| Low |
1,166.9 |
1,156.2 |
-10.7 |
-0.9% |
1,146.6 |
| Close |
1,169.2 |
1,175.0 |
5.8 |
0.5% |
1,180.7 |
| Range |
25.9 |
21.5 |
-4.4 |
-17.0% |
35.9 |
| ATR |
16.6 |
16.9 |
0.4 |
2.1% |
0.0 |
| Volume |
87,366 |
190,145 |
102,779 |
117.6% |
692,788 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.1 |
1,226.1 |
1,186.8 |
|
| R3 |
1,212.6 |
1,204.6 |
1,180.9 |
|
| R2 |
1,191.1 |
1,191.1 |
1,178.9 |
|
| R1 |
1,183.1 |
1,183.1 |
1,177.0 |
1,187.1 |
| PP |
1,169.6 |
1,169.6 |
1,169.6 |
1,171.7 |
| S1 |
1,161.6 |
1,161.6 |
1,173.0 |
1,165.6 |
| S2 |
1,148.1 |
1,148.1 |
1,171.1 |
|
| S3 |
1,126.6 |
1,140.1 |
1,169.1 |
|
| S4 |
1,105.1 |
1,118.6 |
1,163.2 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.6 |
1,265.1 |
1,200.4 |
|
| R3 |
1,241.7 |
1,229.2 |
1,190.6 |
|
| R2 |
1,205.8 |
1,205.8 |
1,187.3 |
|
| R1 |
1,193.3 |
1,193.3 |
1,184.0 |
1,199.6 |
| PP |
1,169.9 |
1,169.9 |
1,169.9 |
1,173.1 |
| S1 |
1,157.4 |
1,157.4 |
1,177.4 |
1,163.7 |
| S2 |
1,134.0 |
1,134.0 |
1,174.1 |
|
| S3 |
1,098.1 |
1,121.5 |
1,170.8 |
|
| S4 |
1,062.2 |
1,085.6 |
1,161.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,192.8 |
1,156.2 |
36.6 |
3.1% |
16.6 |
1.4% |
51% |
False |
True |
135,164 |
| 10 |
1,192.8 |
1,132.0 |
60.8 |
5.2% |
17.4 |
1.5% |
71% |
False |
False |
134,204 |
| 20 |
1,192.8 |
1,124.3 |
68.5 |
5.8% |
16.2 |
1.4% |
74% |
False |
False |
134,281 |
| 40 |
1,192.8 |
1,086.1 |
106.7 |
9.1% |
16.3 |
1.4% |
83% |
False |
False |
91,757 |
| 60 |
1,192.8 |
1,064.3 |
128.5 |
10.9% |
17.5 |
1.5% |
86% |
False |
False |
63,378 |
| 80 |
1,192.8 |
1,045.6 |
147.2 |
12.5% |
18.5 |
1.6% |
88% |
False |
False |
48,569 |
| 100 |
1,192.8 |
1,045.6 |
147.2 |
12.5% |
18.6 |
1.6% |
88% |
False |
False |
39,406 |
| 120 |
1,230.0 |
1,045.6 |
184.4 |
15.7% |
19.6 |
1.7% |
70% |
False |
False |
33,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,269.1 |
|
2.618 |
1,234.0 |
|
1.618 |
1,212.5 |
|
1.000 |
1,199.2 |
|
0.618 |
1,191.0 |
|
HIGH |
1,177.7 |
|
0.618 |
1,169.5 |
|
0.500 |
1,167.0 |
|
0.382 |
1,164.4 |
|
LOW |
1,156.2 |
|
0.618 |
1,142.9 |
|
1.000 |
1,134.7 |
|
1.618 |
1,121.4 |
|
2.618 |
1,099.9 |
|
4.250 |
1,064.8 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,172.3 |
1,174.8 |
| PP |
1,169.6 |
1,174.7 |
| S1 |
1,167.0 |
1,174.5 |
|