| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
5,111.0 |
5,261.0 |
150.0 |
2.9% |
5,507.0 |
| High |
5,252.0 |
5,390.5 |
138.5 |
2.6% |
5,512.0 |
| Low |
5,020.0 |
5,240.0 |
220.0 |
4.4% |
4,801.0 |
| Close |
5,100.5 |
5,351.0 |
250.5 |
4.9% |
5,100.5 |
| Range |
232.0 |
150.5 |
-81.5 |
-35.1% |
711.0 |
| ATR |
135.6 |
146.6 |
11.0 |
8.1% |
0.0 |
| Volume |
231,947 |
391,646 |
159,699 |
68.9% |
615,678 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,778.5 |
5,715.5 |
5,434.0 |
|
| R3 |
5,628.0 |
5,565.0 |
5,392.5 |
|
| R2 |
5,477.5 |
5,477.5 |
5,378.5 |
|
| R1 |
5,414.5 |
5,414.5 |
5,365.0 |
5,446.0 |
| PP |
5,327.0 |
5,327.0 |
5,327.0 |
5,343.0 |
| S1 |
5,264.0 |
5,264.0 |
5,337.0 |
5,295.5 |
| S2 |
5,176.5 |
5,176.5 |
5,323.5 |
|
| S3 |
5,026.0 |
5,113.5 |
5,309.5 |
|
| S4 |
4,875.5 |
4,963.0 |
5,268.0 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,271.0 |
6,896.5 |
5,491.5 |
|
| R3 |
6,560.0 |
6,185.5 |
5,296.0 |
|
| R2 |
5,849.0 |
5,849.0 |
5,231.0 |
|
| R1 |
5,474.5 |
5,474.5 |
5,165.5 |
5,306.0 |
| PP |
5,138.0 |
5,138.0 |
5,138.0 |
5,053.5 |
| S1 |
4,763.5 |
4,763.5 |
5,035.5 |
4,595.0 |
| S2 |
4,427.0 |
4,427.0 |
4,970.0 |
|
| S3 |
3,716.0 |
4,052.5 |
4,905.0 |
|
| S4 |
3,005.0 |
3,341.5 |
4,709.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,512.0 |
4,801.0 |
711.0 |
13.3% |
242.5 |
4.5% |
77% |
False |
False |
201,464 |
| 10 |
5,761.0 |
4,801.0 |
960.0 |
17.9% |
181.5 |
3.4% |
57% |
False |
False |
166,044 |
| 20 |
5,800.0 |
4,801.0 |
999.0 |
18.7% |
127.5 |
2.4% |
55% |
False |
False |
132,345 |
| 40 |
5,800.0 |
4,801.0 |
999.0 |
18.7% |
90.0 |
1.7% |
55% |
False |
False |
122,910 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
18.7% |
80.0 |
1.5% |
55% |
False |
False |
82,256 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
18.7% |
68.5 |
1.3% |
55% |
False |
False |
61,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,030.0 |
|
2.618 |
5,784.5 |
|
1.618 |
5,634.0 |
|
1.000 |
5,541.0 |
|
0.618 |
5,483.5 |
|
HIGH |
5,390.5 |
|
0.618 |
5,333.0 |
|
0.500 |
5,315.0 |
|
0.382 |
5,297.5 |
|
LOW |
5,240.0 |
|
0.618 |
5,147.0 |
|
1.000 |
5,089.5 |
|
1.618 |
4,996.5 |
|
2.618 |
4,846.0 |
|
4.250 |
4,600.5 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,339.0 |
5,266.0 |
| PP |
5,327.0 |
5,181.0 |
| S1 |
5,315.0 |
5,096.0 |
|