| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,176.0 |
1,209.1 |
33.1 |
2.8% |
1,180.9 |
| High |
1,213.2 |
1,216.1 |
2.9 |
0.2% |
1,216.1 |
| Low |
1,168.0 |
1,195.0 |
27.0 |
2.3% |
1,157.6 |
| Close |
1,198.8 |
1,212.2 |
13.4 |
1.1% |
1,212.2 |
| Range |
45.2 |
21.1 |
-24.1 |
-53.3% |
58.5 |
| ATR |
18.1 |
18.4 |
0.2 |
1.2% |
0.0 |
| Volume |
10,756 |
15,073 |
4,317 |
40.1% |
39,227 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.1 |
1,262.7 |
1,223.8 |
|
| R3 |
1,250.0 |
1,241.6 |
1,218.0 |
|
| R2 |
1,228.9 |
1,228.9 |
1,216.1 |
|
| R1 |
1,220.5 |
1,220.5 |
1,214.1 |
1,224.7 |
| PP |
1,207.8 |
1,207.8 |
1,207.8 |
1,209.9 |
| S1 |
1,199.4 |
1,199.4 |
1,210.3 |
1,203.6 |
| S2 |
1,186.7 |
1,186.7 |
1,208.3 |
|
| S3 |
1,165.6 |
1,178.3 |
1,206.4 |
|
| S4 |
1,144.5 |
1,157.2 |
1,200.6 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.8 |
1,350.0 |
1,244.4 |
|
| R3 |
1,312.3 |
1,291.5 |
1,228.3 |
|
| R2 |
1,253.8 |
1,253.8 |
1,222.9 |
|
| R1 |
1,233.0 |
1,233.0 |
1,217.6 |
1,243.4 |
| PP |
1,195.3 |
1,195.3 |
1,195.3 |
1,200.5 |
| S1 |
1,174.5 |
1,174.5 |
1,206.8 |
1,184.9 |
| S2 |
1,136.8 |
1,136.8 |
1,201.5 |
|
| S3 |
1,078.3 |
1,116.0 |
1,196.1 |
|
| S4 |
1,019.8 |
1,057.5 |
1,180.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,216.1 |
1,157.6 |
58.5 |
4.8% |
25.0 |
2.1% |
93% |
True |
False |
7,845 |
| 10 |
1,216.1 |
1,148.3 |
67.8 |
5.6% |
19.5 |
1.6% |
94% |
True |
False |
5,731 |
| 20 |
1,216.1 |
1,125.9 |
90.2 |
7.4% |
17.3 |
1.4% |
96% |
True |
False |
4,221 |
| 40 |
1,216.1 |
1,087.8 |
128.3 |
10.6% |
16.0 |
1.3% |
97% |
True |
False |
2,831 |
| 60 |
1,216.1 |
1,075.8 |
140.3 |
11.6% |
16.7 |
1.4% |
97% |
True |
False |
2,533 |
| 80 |
1,216.1 |
1,050.0 |
166.1 |
13.7% |
16.7 |
1.4% |
98% |
True |
False |
2,147 |
| 100 |
1,216.1 |
1,050.0 |
166.1 |
13.7% |
16.2 |
1.3% |
98% |
True |
False |
1,867 |
| 120 |
1,230.7 |
1,050.0 |
180.7 |
14.9% |
16.5 |
1.4% |
90% |
False |
False |
1,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.8 |
|
2.618 |
1,271.3 |
|
1.618 |
1,250.2 |
|
1.000 |
1,237.2 |
|
0.618 |
1,229.1 |
|
HIGH |
1,216.1 |
|
0.618 |
1,208.0 |
|
0.500 |
1,205.6 |
|
0.382 |
1,203.1 |
|
LOW |
1,195.0 |
|
0.618 |
1,182.0 |
|
1.000 |
1,173.9 |
|
1.618 |
1,160.9 |
|
2.618 |
1,139.8 |
|
4.250 |
1,105.3 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,210.0 |
1,203.8 |
| PP |
1,207.8 |
1,195.3 |
| S1 |
1,205.6 |
1,186.9 |
|