| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
11,132 |
10,972 |
-160 |
-1.4% |
11,139 |
| High |
11,158 |
11,131 |
-27 |
-0.2% |
11,206 |
| Low |
10,952 |
10,963 |
11 |
0.1% |
10,916 |
| Close |
10,960 |
11,102 |
142 |
1.3% |
10,960 |
| Range |
206 |
168 |
-38 |
-18.4% |
290 |
| ATR |
121 |
125 |
4 |
2.9% |
0 |
| Volume |
128,671 |
163,516 |
34,845 |
27.1% |
722,963 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,569 |
11,504 |
11,195 |
|
| R3 |
11,401 |
11,336 |
11,148 |
|
| R2 |
11,233 |
11,233 |
11,133 |
|
| R1 |
11,168 |
11,168 |
11,118 |
11,201 |
| PP |
11,065 |
11,065 |
11,065 |
11,082 |
| S1 |
11,000 |
11,000 |
11,087 |
11,033 |
| S2 |
10,897 |
10,897 |
11,071 |
|
| S3 |
10,729 |
10,832 |
11,056 |
|
| S4 |
10,561 |
10,664 |
11,010 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,897 |
11,719 |
11,120 |
|
| R3 |
11,607 |
11,429 |
11,040 |
|
| R2 |
11,317 |
11,317 |
11,013 |
|
| R1 |
11,139 |
11,139 |
10,987 |
11,083 |
| PP |
11,027 |
11,027 |
11,027 |
11,000 |
| S1 |
10,849 |
10,849 |
10,934 |
10,793 |
| S2 |
10,737 |
10,737 |
10,907 |
|
| S3 |
10,447 |
10,559 |
10,880 |
|
| S4 |
10,157 |
10,269 |
10,801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,168 |
10,916 |
252 |
2.3% |
178 |
1.6% |
74% |
False |
False |
153,446 |
| 10 |
11,206 |
10,916 |
290 |
2.6% |
137 |
1.2% |
64% |
False |
False |
142,515 |
| 20 |
11,206 |
10,791 |
415 |
3.7% |
119 |
1.1% |
75% |
False |
False |
127,954 |
| 40 |
11,206 |
10,442 |
764 |
6.9% |
105 |
0.9% |
86% |
False |
False |
105,024 |
| 60 |
11,206 |
9,731 |
1,475 |
13.3% |
114 |
1.0% |
93% |
False |
False |
70,134 |
| 80 |
11,206 |
9,731 |
1,475 |
13.3% |
123 |
1.1% |
93% |
False |
False |
52,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,845 |
|
2.618 |
11,571 |
|
1.618 |
11,403 |
|
1.000 |
11,299 |
|
0.618 |
11,235 |
|
HIGH |
11,131 |
|
0.618 |
11,067 |
|
0.500 |
11,047 |
|
0.382 |
11,027 |
|
LOW |
10,963 |
|
0.618 |
10,859 |
|
1.000 |
10,795 |
|
1.618 |
10,691 |
|
2.618 |
10,523 |
|
4.250 |
10,249 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,084 |
11,086 |
| PP |
11,065 |
11,071 |
| S1 |
11,047 |
11,055 |
|