| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,176.4 |
1,176.0 |
-0.4 |
0.0% |
1,155.3 |
| High |
1,179.1 |
1,213.2 |
34.1 |
2.9% |
1,183.3 |
| Low |
1,157.6 |
1,168.0 |
10.4 |
0.9% |
1,148.3 |
| Close |
1,176.4 |
1,198.8 |
22.4 |
1.9% |
1,182.1 |
| Range |
21.5 |
45.2 |
23.7 |
110.2% |
35.0 |
| ATR |
16.1 |
18.1 |
2.1 |
12.9% |
0.0 |
| Volume |
6,665 |
10,756 |
4,091 |
61.4% |
18,092 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.9 |
1,309.1 |
1,223.7 |
|
| R3 |
1,283.7 |
1,263.9 |
1,211.2 |
|
| R2 |
1,238.5 |
1,238.5 |
1,207.1 |
|
| R1 |
1,218.7 |
1,218.7 |
1,202.9 |
1,228.6 |
| PP |
1,193.3 |
1,193.3 |
1,193.3 |
1,198.3 |
| S1 |
1,173.5 |
1,173.5 |
1,194.7 |
1,183.4 |
| S2 |
1,148.1 |
1,148.1 |
1,190.5 |
|
| S3 |
1,102.9 |
1,128.3 |
1,186.4 |
|
| S4 |
1,057.7 |
1,083.1 |
1,173.9 |
|
|
| 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 |
1,213.2 |
1,157.6 |
55.6 |
4.6% |
23.4 |
2.0% |
74% |
True |
False |
5,471 |
| 10 |
1,213.2 |
1,137.0 |
76.2 |
6.4% |
19.6 |
1.6% |
81% |
True |
False |
4,459 |
| 20 |
1,213.2 |
1,125.9 |
87.3 |
7.3% |
17.0 |
1.4% |
84% |
True |
False |
3,550 |
| 40 |
1,213.2 |
1,087.8 |
125.4 |
10.5% |
15.7 |
1.3% |
89% |
True |
False |
2,552 |
| 60 |
1,213.2 |
1,066.0 |
147.2 |
12.3% |
16.6 |
1.4% |
90% |
True |
False |
2,305 |
| 80 |
1,213.2 |
1,050.0 |
163.2 |
13.6% |
16.8 |
1.4% |
91% |
True |
False |
1,984 |
| 100 |
1,213.2 |
1,050.0 |
163.2 |
13.6% |
16.2 |
1.4% |
91% |
True |
False |
1,718 |
| 120 |
1,230.7 |
1,050.0 |
180.7 |
15.1% |
16.4 |
1.4% |
82% |
False |
False |
1,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.3 |
|
2.618 |
1,331.5 |
|
1.618 |
1,286.3 |
|
1.000 |
1,258.4 |
|
0.618 |
1,241.1 |
|
HIGH |
1,213.2 |
|
0.618 |
1,195.9 |
|
0.500 |
1,190.6 |
|
0.382 |
1,185.3 |
|
LOW |
1,168.0 |
|
0.618 |
1,140.1 |
|
1.000 |
1,122.8 |
|
1.618 |
1,094.9 |
|
2.618 |
1,049.7 |
|
4.250 |
975.9 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,196.1 |
1,194.3 |
| PP |
1,193.3 |
1,189.9 |
| S1 |
1,190.6 |
1,185.4 |
|