| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,208.0 |
1,205.3 |
-2.7 |
-0.2% |
1,180.9 |
| High |
1,208.0 |
1,236.5 |
28.5 |
2.4% |
1,216.1 |
| Low |
1,186.5 |
1,203.4 |
16.9 |
1.4% |
1,157.6 |
| Close |
1,202.5 |
1,222.1 |
19.6 |
1.6% |
1,212.2 |
| Range |
21.5 |
33.1 |
11.6 |
54.0% |
58.5 |
| ATR |
18.9 |
20.0 |
1.1 |
5.7% |
0.0 |
| Volume |
43,918 |
21,204 |
-22,714 |
-51.7% |
39,227 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.0 |
1,304.1 |
1,240.3 |
|
| R3 |
1,286.9 |
1,271.0 |
1,231.2 |
|
| R2 |
1,253.8 |
1,253.8 |
1,228.2 |
|
| R1 |
1,237.9 |
1,237.9 |
1,225.1 |
1,245.9 |
| PP |
1,220.7 |
1,220.7 |
1,220.7 |
1,224.6 |
| S1 |
1,204.8 |
1,204.8 |
1,219.1 |
1,212.8 |
| S2 |
1,187.6 |
1,187.6 |
1,216.0 |
|
| S3 |
1,154.5 |
1,171.7 |
1,213.0 |
|
| S4 |
1,121.4 |
1,138.6 |
1,203.9 |
|
|
| 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 |
1,236.5 |
1,157.6 |
78.9 |
6.5% |
28.5 |
2.3% |
82% |
True |
False |
19,523 |
| 10 |
1,236.5 |
1,157.6 |
78.9 |
6.5% |
21.6 |
1.8% |
82% |
True |
False |
11,579 |
| 20 |
1,236.5 |
1,125.9 |
110.6 |
9.0% |
18.8 |
1.5% |
87% |
True |
False |
7,187 |
| 40 |
1,236.5 |
1,087.8 |
148.7 |
12.2% |
16.7 |
1.4% |
90% |
True |
False |
4,334 |
| 60 |
1,236.5 |
1,087.8 |
148.7 |
12.2% |
17.0 |
1.4% |
90% |
True |
False |
3,538 |
| 80 |
1,236.5 |
1,050.0 |
186.5 |
15.3% |
17.0 |
1.4% |
92% |
True |
False |
2,928 |
| 100 |
1,236.5 |
1,050.0 |
186.5 |
15.3% |
16.5 |
1.4% |
92% |
True |
False |
2,514 |
| 120 |
1,236.5 |
1,050.0 |
186.5 |
15.3% |
16.8 |
1.4% |
92% |
True |
False |
2,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.2 |
|
2.618 |
1,323.2 |
|
1.618 |
1,290.1 |
|
1.000 |
1,269.6 |
|
0.618 |
1,257.0 |
|
HIGH |
1,236.5 |
|
0.618 |
1,223.9 |
|
0.500 |
1,220.0 |
|
0.382 |
1,216.0 |
|
LOW |
1,203.4 |
|
0.618 |
1,182.9 |
|
1.000 |
1,170.3 |
|
1.618 |
1,149.8 |
|
2.618 |
1,116.7 |
|
4.250 |
1,062.7 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,221.4 |
1,218.6 |
| PP |
1,220.7 |
1,215.0 |
| S1 |
1,220.0 |
1,211.5 |
|