| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,754.0 |
2,653.0 |
-101.0 |
-3.7% |
2,864.0 |
| High |
2,763.0 |
2,673.0 |
-90.0 |
-3.3% |
2,890.0 |
| Low |
2,639.0 |
2,606.0 |
-33.0 |
-1.3% |
2,688.0 |
| Close |
2,652.0 |
2,630.0 |
-22.0 |
-0.8% |
2,744.0 |
| Range |
124.0 |
67.0 |
-57.0 |
-46.0% |
202.0 |
| ATR |
60.5 |
61.0 |
0.5 |
0.8% |
0.0 |
| Volume |
1,728 |
785 |
-943 |
-54.6% |
10,792 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.3 |
2,800.7 |
2,666.9 |
|
| R3 |
2,770.3 |
2,733.7 |
2,648.4 |
|
| R2 |
2,703.3 |
2,703.3 |
2,642.3 |
|
| R1 |
2,666.7 |
2,666.7 |
2,636.1 |
2,651.5 |
| PP |
2,636.3 |
2,636.3 |
2,636.3 |
2,628.8 |
| S1 |
2,599.7 |
2,599.7 |
2,623.9 |
2,584.5 |
| S2 |
2,569.3 |
2,569.3 |
2,617.7 |
|
| S3 |
2,502.3 |
2,532.7 |
2,611.6 |
|
| S4 |
2,435.3 |
2,465.7 |
2,593.2 |
|
|
| 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 |
2,606.0 |
173.0 |
6.6% |
72.8 |
2.8% |
14% |
False |
True |
724 |
| 10 |
2,890.0 |
2,606.0 |
284.0 |
10.8% |
74.5 |
2.8% |
8% |
False |
True |
1,824 |
| 20 |
2,951.0 |
2,606.0 |
345.0 |
13.1% |
57.8 |
2.2% |
7% |
False |
True |
1,603 |
| 40 |
2,951.0 |
2,606.0 |
345.0 |
13.1% |
45.7 |
1.7% |
7% |
False |
True |
4,179 |
| 60 |
2,951.0 |
2,586.0 |
365.0 |
13.9% |
39.6 |
1.5% |
12% |
False |
False |
2,942 |
| 80 |
2,951.0 |
2,524.0 |
427.0 |
16.2% |
38.7 |
1.5% |
25% |
False |
False |
2,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,957.8 |
|
2.618 |
2,848.4 |
|
1.618 |
2,781.4 |
|
1.000 |
2,740.0 |
|
0.618 |
2,714.4 |
|
HIGH |
2,673.0 |
|
0.618 |
2,647.4 |
|
0.500 |
2,639.5 |
|
0.382 |
2,631.6 |
|
LOW |
2,606.0 |
|
0.618 |
2,564.6 |
|
1.000 |
2,539.0 |
|
1.618 |
2,497.6 |
|
2.618 |
2,430.6 |
|
4.250 |
2,321.3 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.5 |
2,689.0 |
| PP |
2,636.3 |
2,669.3 |
| S1 |
2,633.2 |
2,649.7 |
|