| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,209.1 |
1,208.0 |
-1.1 |
-0.1% |
1,180.9 |
| High |
1,216.1 |
1,208.0 |
-8.1 |
-0.7% |
1,216.1 |
| Low |
1,195.0 |
1,186.5 |
-8.5 |
-0.7% |
1,157.6 |
| Close |
1,212.2 |
1,202.5 |
-9.7 |
-0.8% |
1,212.2 |
| Range |
21.1 |
21.5 |
0.4 |
1.9% |
58.5 |
| ATR |
18.4 |
18.9 |
0.5 |
2.9% |
0.0 |
| Volume |
15,073 |
43,918 |
28,845 |
191.4% |
39,227 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.5 |
1,254.5 |
1,214.3 |
|
| R3 |
1,242.0 |
1,233.0 |
1,208.4 |
|
| R2 |
1,220.5 |
1,220.5 |
1,206.4 |
|
| R1 |
1,211.5 |
1,211.5 |
1,204.5 |
1,205.3 |
| PP |
1,199.0 |
1,199.0 |
1,199.0 |
1,195.9 |
| S1 |
1,190.0 |
1,190.0 |
1,200.5 |
1,183.8 |
| S2 |
1,177.5 |
1,177.5 |
1,198.6 |
|
| S3 |
1,156.0 |
1,168.5 |
1,196.6 |
|
| S4 |
1,134.5 |
1,147.0 |
1,190.7 |
|
|
| 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 |
4.9% |
27.0 |
2.2% |
77% |
False |
False |
15,764 |
| 10 |
1,216.1 |
1,148.3 |
67.8 |
5.6% |
20.8 |
1.7% |
80% |
False |
False |
9,720 |
| 20 |
1,216.1 |
1,125.9 |
90.2 |
7.5% |
17.7 |
1.5% |
85% |
False |
False |
6,208 |
| 40 |
1,216.1 |
1,087.8 |
128.3 |
10.7% |
16.0 |
1.3% |
89% |
False |
False |
3,843 |
| 60 |
1,216.1 |
1,080.4 |
135.7 |
11.3% |
16.7 |
1.4% |
90% |
False |
False |
3,219 |
| 80 |
1,216.1 |
1,050.0 |
166.1 |
13.8% |
16.7 |
1.4% |
92% |
False |
False |
2,676 |
| 100 |
1,216.1 |
1,050.0 |
166.1 |
13.8% |
16.3 |
1.4% |
92% |
False |
False |
2,304 |
| 120 |
1,230.7 |
1,050.0 |
180.7 |
15.0% |
16.6 |
1.4% |
84% |
False |
False |
2,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,299.4 |
|
2.618 |
1,264.3 |
|
1.618 |
1,242.8 |
|
1.000 |
1,229.5 |
|
0.618 |
1,221.3 |
|
HIGH |
1,208.0 |
|
0.618 |
1,199.8 |
|
0.500 |
1,197.3 |
|
0.382 |
1,194.7 |
|
LOW |
1,186.5 |
|
0.618 |
1,173.2 |
|
1.000 |
1,165.0 |
|
1.618 |
1,151.7 |
|
2.618 |
1,130.2 |
|
4.250 |
1,095.1 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.8 |
1,199.0 |
| PP |
1,199.0 |
1,195.5 |
| S1 |
1,197.3 |
1,192.1 |
|