| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
5,261.0 |
5,275.0 |
14.0 |
0.3% |
5,507.0 |
| High |
5,390.5 |
5,363.5 |
-27.0 |
-0.5% |
5,512.0 |
| Low |
5,240.0 |
5,233.0 |
-7.0 |
-0.1% |
4,801.0 |
| Close |
5,351.0 |
5,312.5 |
-38.5 |
-0.7% |
5,100.5 |
| Range |
150.5 |
130.5 |
-20.0 |
-13.3% |
711.0 |
| ATR |
146.6 |
145.4 |
-1.1 |
-0.8% |
0.0 |
| Volume |
391,646 |
248,040 |
-143,606 |
-36.7% |
615,678 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,694.5 |
5,634.0 |
5,384.5 |
|
| R3 |
5,564.0 |
5,503.5 |
5,348.5 |
|
| R2 |
5,433.5 |
5,433.5 |
5,336.5 |
|
| R1 |
5,373.0 |
5,373.0 |
5,324.5 |
5,403.0 |
| PP |
5,303.0 |
5,303.0 |
5,303.0 |
5,318.0 |
| S1 |
5,242.5 |
5,242.5 |
5,300.5 |
5,273.0 |
| S2 |
5,172.5 |
5,172.5 |
5,288.5 |
|
| S3 |
5,042.0 |
5,112.0 |
5,276.5 |
|
| S4 |
4,911.5 |
4,981.5 |
5,240.5 |
|
|
| 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 |
5,408.5 |
4,801.0 |
607.5 |
11.4% |
238.0 |
4.5% |
84% |
False |
False |
251,072 |
| 10 |
5,716.5 |
4,801.0 |
915.5 |
17.2% |
187.0 |
3.5% |
56% |
False |
False |
180,019 |
| 20 |
5,800.0 |
4,801.0 |
999.0 |
18.8% |
131.0 |
2.5% |
51% |
False |
False |
140,746 |
| 40 |
5,800.0 |
4,801.0 |
999.0 |
18.8% |
92.0 |
1.7% |
51% |
False |
False |
128,288 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
18.8% |
81.0 |
1.5% |
51% |
False |
False |
86,390 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
18.8% |
70.5 |
1.3% |
51% |
False |
False |
64,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,918.0 |
|
2.618 |
5,705.0 |
|
1.618 |
5,574.5 |
|
1.000 |
5,494.0 |
|
0.618 |
5,444.0 |
|
HIGH |
5,363.5 |
|
0.618 |
5,313.5 |
|
0.500 |
5,298.0 |
|
0.382 |
5,283.0 |
|
LOW |
5,233.0 |
|
0.618 |
5,152.5 |
|
1.000 |
5,102.5 |
|
1.618 |
5,022.0 |
|
2.618 |
4,891.5 |
|
4.250 |
4,678.5 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,308.0 |
5,277.0 |
| PP |
5,303.0 |
5,241.0 |
| S1 |
5,298.0 |
5,205.0 |
|