| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
5,582.0 |
5,507.0 |
-75.0 |
-1.3% |
5,737.5 |
| High |
5,607.0 |
5,512.0 |
-95.0 |
-1.7% |
5,761.0 |
| Low |
5,453.0 |
5,358.0 |
-95.0 |
-1.7% |
5,453.0 |
| Close |
5,507.5 |
5,376.0 |
-131.5 |
-2.4% |
5,507.5 |
| Range |
154.0 |
154.0 |
0.0 |
0.0% |
308.0 |
| ATR |
87.5 |
92.3 |
4.7 |
5.4% |
0.0 |
| Volume |
115,210 |
0 |
-115,210 |
-100.0% |
653,118 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,877.5 |
5,780.5 |
5,460.5 |
|
| R3 |
5,723.5 |
5,626.5 |
5,418.5 |
|
| R2 |
5,569.5 |
5,569.5 |
5,404.0 |
|
| R1 |
5,472.5 |
5,472.5 |
5,390.0 |
5,444.0 |
| PP |
5,415.5 |
5,415.5 |
5,415.5 |
5,401.0 |
| S1 |
5,318.5 |
5,318.5 |
5,362.0 |
5,290.0 |
| S2 |
5,261.5 |
5,261.5 |
5,348.0 |
|
| S3 |
5,107.5 |
5,164.5 |
5,333.5 |
|
| S4 |
4,953.5 |
5,010.5 |
5,291.5 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,498.0 |
6,310.5 |
5,677.0 |
|
| R3 |
6,190.0 |
6,002.5 |
5,592.0 |
|
| R2 |
5,882.0 |
5,882.0 |
5,564.0 |
|
| R1 |
5,694.5 |
5,694.5 |
5,535.5 |
5,634.0 |
| PP |
5,574.0 |
5,574.0 |
5,574.0 |
5,543.5 |
| S1 |
5,386.5 |
5,386.5 |
5,479.5 |
5,326.0 |
| S2 |
5,266.0 |
5,266.0 |
5,451.0 |
|
| S3 |
4,958.0 |
5,078.5 |
5,423.0 |
|
| S4 |
4,650.0 |
4,770.5 |
5,338.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,716.5 |
5,358.0 |
358.5 |
6.7% |
136.5 |
2.5% |
5% |
False |
True |
108,965 |
| 10 |
5,761.0 |
5,358.0 |
403.0 |
7.5% |
112.5 |
2.1% |
4% |
False |
True |
110,138 |
| 20 |
5,800.0 |
5,358.0 |
442.0 |
8.2% |
84.5 |
1.6% |
4% |
False |
True |
100,412 |
| 40 |
5,800.0 |
5,358.0 |
442.0 |
8.2% |
69.0 |
1.3% |
4% |
False |
True |
98,034 |
| 60 |
5,800.0 |
4,947.0 |
853.0 |
15.9% |
66.5 |
1.2% |
50% |
False |
False |
65,470 |
| 80 |
5,800.0 |
4,947.0 |
853.0 |
15.9% |
56.5 |
1.1% |
50% |
False |
False |
49,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,166.5 |
|
2.618 |
5,915.0 |
|
1.618 |
5,761.0 |
|
1.000 |
5,666.0 |
|
0.618 |
5,607.0 |
|
HIGH |
5,512.0 |
|
0.618 |
5,453.0 |
|
0.500 |
5,435.0 |
|
0.382 |
5,417.0 |
|
LOW |
5,358.0 |
|
0.618 |
5,263.0 |
|
1.000 |
5,204.0 |
|
1.618 |
5,109.0 |
|
2.618 |
4,955.0 |
|
4.250 |
4,703.5 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,435.0 |
5,482.5 |
| PP |
5,415.5 |
5,447.0 |
| S1 |
5,395.5 |
5,411.5 |
|