| 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 |
2,579.0 |
2,682.0 |
103.0 |
4.0% |
2,728.0 |
| High |
2,737.0 |
2,732.0 |
-5.0 |
-0.2% |
2,772.0 |
| Low |
2,575.0 |
2,645.0 |
70.0 |
2.7% |
2,350.0 |
| Close |
2,712.0 |
2,696.0 |
-16.0 |
-0.6% |
2,460.0 |
| Range |
162.0 |
87.0 |
-75.0 |
-46.3% |
422.0 |
| ATR |
97.7 |
96.9 |
-0.8 |
-0.8% |
0.0 |
| Volume |
4,186 |
629 |
-3,557 |
-85.0% |
8,214 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.0 |
2,911.0 |
2,743.9 |
|
| R3 |
2,865.0 |
2,824.0 |
2,719.9 |
|
| R2 |
2,778.0 |
2,778.0 |
2,712.0 |
|
| R1 |
2,737.0 |
2,737.0 |
2,704.0 |
2,757.5 |
| PP |
2,691.0 |
2,691.0 |
2,691.0 |
2,701.3 |
| S1 |
2,650.0 |
2,650.0 |
2,688.0 |
2,670.5 |
| S2 |
2,604.0 |
2,604.0 |
2,680.1 |
|
| S3 |
2,517.0 |
2,563.0 |
2,672.1 |
|
| S4 |
2,430.0 |
2,476.0 |
2,648.2 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,793.3 |
3,548.7 |
2,692.1 |
|
| R3 |
3,371.3 |
3,126.7 |
2,576.1 |
|
| R2 |
2,949.3 |
2,949.3 |
2,537.4 |
|
| R1 |
2,704.7 |
2,704.7 |
2,498.7 |
2,616.0 |
| PP |
2,527.3 |
2,527.3 |
2,527.3 |
2,483.0 |
| S1 |
2,282.7 |
2,282.7 |
2,421.3 |
2,194.0 |
| S2 |
2,105.3 |
2,105.3 |
2,382.6 |
|
| S3 |
1,683.3 |
1,860.7 |
2,344.0 |
|
| S4 |
1,261.3 |
1,438.7 |
2,227.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,737.0 |
2,350.0 |
387.0 |
14.4% |
152.8 |
5.7% |
89% |
False |
False |
2,196 |
| 10 |
2,779.0 |
2,350.0 |
429.0 |
15.9% |
114.1 |
4.2% |
81% |
False |
False |
2,242 |
| 20 |
2,951.0 |
2,350.0 |
601.0 |
22.3% |
85.9 |
3.2% |
58% |
False |
False |
1,915 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
22.3% |
60.3 |
2.2% |
58% |
False |
False |
3,794 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.3% |
49.4 |
1.8% |
58% |
False |
False |
3,087 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.3% |
46.8 |
1.7% |
58% |
False |
False |
2,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.8 |
|
2.618 |
2,959.8 |
|
1.618 |
2,872.8 |
|
1.000 |
2,819.0 |
|
0.618 |
2,785.8 |
|
HIGH |
2,732.0 |
|
0.618 |
2,698.8 |
|
0.500 |
2,688.5 |
|
0.382 |
2,678.2 |
|
LOW |
2,645.0 |
|
0.618 |
2,591.2 |
|
1.000 |
2,558.0 |
|
1.618 |
2,504.2 |
|
2.618 |
2,417.2 |
|
4.250 |
2,275.3 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,693.5 |
2,656.7 |
| PP |
2,691.0 |
2,617.3 |
| S1 |
2,688.5 |
2,578.0 |
|