| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,728.0 |
2,754.0 |
26.0 |
1.0% |
2,864.0 |
| High |
2,772.0 |
2,763.0 |
-9.0 |
-0.3% |
2,890.0 |
| Low |
2,718.0 |
2,639.0 |
-79.0 |
-2.9% |
2,688.0 |
| Close |
2,756.0 |
2,652.0 |
-104.0 |
-3.8% |
2,744.0 |
| Range |
54.0 |
124.0 |
70.0 |
129.6% |
202.0 |
| ATR |
55.6 |
60.5 |
4.9 |
8.8% |
0.0 |
| Volume |
321 |
1,728 |
1,407 |
438.3% |
10,792 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.7 |
2,978.3 |
2,720.2 |
|
| R3 |
2,932.7 |
2,854.3 |
2,686.1 |
|
| R2 |
2,808.7 |
2,808.7 |
2,674.7 |
|
| R1 |
2,730.3 |
2,730.3 |
2,663.4 |
2,707.5 |
| PP |
2,684.7 |
2,684.7 |
2,684.7 |
2,673.3 |
| S1 |
2,606.3 |
2,606.3 |
2,640.6 |
2,583.5 |
| S2 |
2,560.7 |
2,560.7 |
2,629.3 |
|
| S3 |
2,436.7 |
2,482.3 |
2,617.9 |
|
| S4 |
2,312.7 |
2,358.3 |
2,583.8 |
|
|
| 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 |
2,779.0 |
2,639.0 |
140.0 |
5.3% |
75.4 |
2.8% |
9% |
False |
True |
2,288 |
| 10 |
2,915.0 |
2,639.0 |
276.0 |
10.4% |
73.1 |
2.8% |
5% |
False |
True |
2,161 |
| 20 |
2,951.0 |
2,639.0 |
312.0 |
11.8% |
56.0 |
2.1% |
4% |
False |
True |
1,578 |
| 40 |
2,951.0 |
2,639.0 |
312.0 |
11.8% |
44.4 |
1.7% |
4% |
False |
True |
4,183 |
| 60 |
2,951.0 |
2,586.0 |
365.0 |
13.8% |
38.5 |
1.5% |
18% |
False |
False |
2,943 |
| 80 |
2,970.0 |
2,524.0 |
446.0 |
16.8% |
38.2 |
1.4% |
29% |
False |
False |
2,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,290.0 |
|
2.618 |
3,087.6 |
|
1.618 |
2,963.6 |
|
1.000 |
2,887.0 |
|
0.618 |
2,839.6 |
|
HIGH |
2,763.0 |
|
0.618 |
2,715.6 |
|
0.500 |
2,701.0 |
|
0.382 |
2,686.4 |
|
LOW |
2,639.0 |
|
0.618 |
2,562.4 |
|
1.000 |
2,515.0 |
|
1.618 |
2,438.4 |
|
2.618 |
2,314.4 |
|
4.250 |
2,112.0 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,701.0 |
2,709.0 |
| PP |
2,684.7 |
2,690.0 |
| S1 |
2,668.3 |
2,671.0 |
|