| 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 |
1,184.0 |
1,176.4 |
-7.6 |
-0.6% |
1,155.3 |
| High |
1,194.1 |
1,179.1 |
-15.0 |
-1.3% |
1,183.3 |
| Low |
1,168.2 |
1,157.6 |
-10.6 |
-0.9% |
1,148.3 |
| Close |
1,170.6 |
1,176.4 |
5.8 |
0.5% |
1,182.1 |
| Range |
25.9 |
21.5 |
-4.4 |
-17.0% |
35.0 |
| ATR |
15.7 |
16.1 |
0.4 |
2.7% |
0.0 |
| Volume |
2,411 |
6,665 |
4,254 |
176.4% |
18,092 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.5 |
1,227.5 |
1,188.2 |
|
| R3 |
1,214.0 |
1,206.0 |
1,182.3 |
|
| R2 |
1,192.5 |
1,192.5 |
1,180.3 |
|
| R1 |
1,184.5 |
1,184.5 |
1,178.4 |
1,187.2 |
| PP |
1,171.0 |
1,171.0 |
1,171.0 |
1,172.4 |
| S1 |
1,163.0 |
1,163.0 |
1,174.4 |
1,165.7 |
| S2 |
1,149.5 |
1,149.5 |
1,172.5 |
|
| S3 |
1,128.0 |
1,141.5 |
1,170.5 |
|
| S4 |
1,106.5 |
1,120.0 |
1,164.6 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.2 |
1,264.2 |
1,201.4 |
|
| R3 |
1,241.2 |
1,229.2 |
1,191.7 |
|
| R2 |
1,206.2 |
1,206.2 |
1,188.5 |
|
| R1 |
1,194.2 |
1,194.2 |
1,185.3 |
1,200.2 |
| PP |
1,171.2 |
1,171.2 |
1,171.2 |
1,174.3 |
| S1 |
1,159.2 |
1,159.2 |
1,178.9 |
1,165.2 |
| S2 |
1,136.2 |
1,136.2 |
1,175.7 |
|
| S3 |
1,101.2 |
1,124.2 |
1,172.5 |
|
| S4 |
1,066.2 |
1,089.2 |
1,162.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,194.1 |
1,157.6 |
36.5 |
3.1% |
16.2 |
1.4% |
52% |
False |
True |
4,033 |
| 10 |
1,194.1 |
1,133.5 |
60.6 |
5.2% |
16.8 |
1.4% |
71% |
False |
False |
3,540 |
| 20 |
1,194.1 |
1,125.9 |
68.2 |
5.8% |
15.2 |
1.3% |
74% |
False |
False |
3,067 |
| 40 |
1,194.1 |
1,087.8 |
106.3 |
9.0% |
15.2 |
1.3% |
83% |
False |
False |
2,361 |
| 60 |
1,194.1 |
1,066.0 |
128.1 |
10.9% |
16.2 |
1.4% |
86% |
False |
False |
2,163 |
| 80 |
1,194.1 |
1,050.0 |
144.1 |
12.2% |
16.4 |
1.4% |
88% |
False |
False |
1,873 |
| 100 |
1,194.1 |
1,050.0 |
144.1 |
12.2% |
15.8 |
1.3% |
88% |
False |
False |
1,613 |
| 120 |
1,230.7 |
1,050.0 |
180.7 |
15.4% |
16.1 |
1.4% |
70% |
False |
False |
1,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,270.5 |
|
2.618 |
1,235.4 |
|
1.618 |
1,213.9 |
|
1.000 |
1,200.6 |
|
0.618 |
1,192.4 |
|
HIGH |
1,179.1 |
|
0.618 |
1,170.9 |
|
0.500 |
1,168.4 |
|
0.382 |
1,165.8 |
|
LOW |
1,157.6 |
|
0.618 |
1,144.3 |
|
1.000 |
1,136.1 |
|
1.618 |
1,122.8 |
|
2.618 |
1,101.3 |
|
4.250 |
1,066.2 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,173.7 |
1,176.2 |
| PP |
1,171.0 |
1,176.0 |
| S1 |
1,168.4 |
1,175.9 |
|