| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,749.0 |
2,728.0 |
-21.0 |
-0.8% |
2,864.0 |
| High |
2,779.0 |
2,772.0 |
-7.0 |
-0.3% |
2,890.0 |
| Low |
2,722.0 |
2,718.0 |
-4.0 |
-0.1% |
2,688.0 |
| Close |
2,744.0 |
2,756.0 |
12.0 |
0.4% |
2,744.0 |
| Range |
57.0 |
54.0 |
-3.0 |
-5.3% |
202.0 |
| ATR |
55.8 |
55.6 |
-0.1 |
-0.2% |
0.0 |
| Volume |
398 |
321 |
-77 |
-19.3% |
10,792 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.7 |
2,887.3 |
2,785.7 |
|
| R3 |
2,856.7 |
2,833.3 |
2,770.9 |
|
| R2 |
2,802.7 |
2,802.7 |
2,765.9 |
|
| R1 |
2,779.3 |
2,779.3 |
2,761.0 |
2,791.0 |
| PP |
2,748.7 |
2,748.7 |
2,748.7 |
2,754.5 |
| S1 |
2,725.3 |
2,725.3 |
2,751.1 |
2,737.0 |
| S2 |
2,694.7 |
2,694.7 |
2,746.1 |
|
| S3 |
2,640.7 |
2,671.3 |
2,741.2 |
|
| S4 |
2,586.7 |
2,617.3 |
2,726.3 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,380.0 |
3,264.0 |
2,855.1 |
|
| R3 |
3,178.0 |
3,062.0 |
2,799.6 |
|
| R2 |
2,976.0 |
2,976.0 |
2,781.0 |
|
| R1 |
2,860.0 |
2,860.0 |
2,762.5 |
2,817.0 |
| PP |
2,774.0 |
2,774.0 |
2,774.0 |
2,752.5 |
| S1 |
2,658.0 |
2,658.0 |
2,725.5 |
2,615.0 |
| S2 |
2,572.0 |
2,572.0 |
2,707.0 |
|
| S3 |
2,370.0 |
2,456.0 |
2,688.5 |
|
| S4 |
2,168.0 |
2,254.0 |
2,632.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,864.0 |
2,688.0 |
176.0 |
6.4% |
78.6 |
2.9% |
39% |
False |
False |
2,196 |
| 10 |
2,915.0 |
2,688.0 |
227.0 |
8.2% |
65.6 |
2.4% |
30% |
False |
False |
2,048 |
| 20 |
2,951.0 |
2,688.0 |
263.0 |
9.5% |
51.4 |
1.9% |
26% |
False |
False |
1,527 |
| 40 |
2,951.0 |
2,688.0 |
263.0 |
9.5% |
42.7 |
1.5% |
26% |
False |
False |
4,143 |
| 60 |
2,951.0 |
2,524.0 |
427.0 |
15.5% |
37.8 |
1.4% |
54% |
False |
False |
2,928 |
| 80 |
2,970.0 |
2,524.0 |
446.0 |
16.2% |
36.7 |
1.3% |
52% |
False |
False |
2,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.5 |
|
2.618 |
2,913.4 |
|
1.618 |
2,859.4 |
|
1.000 |
2,826.0 |
|
0.618 |
2,805.4 |
|
HIGH |
2,772.0 |
|
0.618 |
2,751.4 |
|
0.500 |
2,745.0 |
|
0.382 |
2,738.6 |
|
LOW |
2,718.0 |
|
0.618 |
2,684.6 |
|
1.000 |
2,664.0 |
|
1.618 |
2,630.6 |
|
2.618 |
2,576.6 |
|
4.250 |
2,488.5 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.3 |
2,751.8 |
| PP |
2,748.7 |
2,747.7 |
| S1 |
2,745.0 |
2,743.5 |
|