| 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 |
1,182.5 |
1,187.2 |
4.7 |
0.4% |
1,157.7 |
| High |
1,192.0 |
1,196.5 |
4.5 |
0.4% |
1,186.3 |
| Low |
1,181.2 |
1,170.9 |
-10.3 |
-0.9% |
1,150.7 |
| Close |
1,187.4 |
1,173.3 |
-14.1 |
-1.2% |
1,184.8 |
| Range |
10.8 |
25.6 |
14.8 |
137.0% |
35.6 |
| ATR |
14.9 |
15.6 |
0.8 |
5.2% |
0.0 |
| Volume |
3,967 |
1,007 |
-2,960 |
-74.6% |
10,483 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,257.0 |
1,240.8 |
1,187.4 |
|
| R3 |
1,231.4 |
1,215.2 |
1,180.3 |
|
| R2 |
1,205.8 |
1,205.8 |
1,178.0 |
|
| R1 |
1,189.6 |
1,189.6 |
1,175.6 |
1,184.9 |
| PP |
1,180.2 |
1,180.2 |
1,180.2 |
1,177.9 |
| S1 |
1,164.0 |
1,164.0 |
1,171.0 |
1,159.3 |
| S2 |
1,154.6 |
1,154.6 |
1,168.6 |
|
| S3 |
1,129.0 |
1,138.4 |
1,166.3 |
|
| S4 |
1,103.4 |
1,112.8 |
1,159.2 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.7 |
1,268.4 |
1,204.4 |
|
| R3 |
1,245.1 |
1,232.8 |
1,194.6 |
|
| R2 |
1,209.5 |
1,209.5 |
1,191.3 |
|
| R1 |
1,197.2 |
1,197.2 |
1,188.1 |
1,203.4 |
| PP |
1,173.9 |
1,173.9 |
1,173.9 |
1,177.0 |
| S1 |
1,161.6 |
1,161.6 |
1,181.5 |
1,167.8 |
| S2 |
1,138.3 |
1,138.3 |
1,178.3 |
|
| S3 |
1,102.7 |
1,126.0 |
1,175.0 |
|
| S4 |
1,067.1 |
1,090.4 |
1,165.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,196.5 |
1,164.8 |
31.7 |
2.7% |
14.2 |
1.2% |
27% |
True |
False |
2,482 |
| 10 |
1,196.5 |
1,135.9 |
60.6 |
5.2% |
15.9 |
1.4% |
62% |
True |
False |
2,220 |
| 20 |
1,196.5 |
1,127.8 |
68.7 |
5.9% |
15.0 |
1.3% |
66% |
True |
False |
1,939 |
| 40 |
1,196.5 |
1,089.9 |
106.6 |
9.1% |
14.9 |
1.3% |
78% |
True |
False |
1,607 |
| 60 |
1,196.5 |
1,066.7 |
129.8 |
11.1% |
15.8 |
1.4% |
82% |
True |
False |
1,773 |
| 80 |
1,196.5 |
1,048.2 |
148.3 |
12.6% |
17.2 |
1.5% |
84% |
True |
False |
1,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.3 |
|
2.618 |
1,263.5 |
|
1.618 |
1,237.9 |
|
1.000 |
1,222.1 |
|
0.618 |
1,212.3 |
|
HIGH |
1,196.5 |
|
0.618 |
1,186.7 |
|
0.500 |
1,183.7 |
|
0.382 |
1,180.7 |
|
LOW |
1,170.9 |
|
0.618 |
1,155.1 |
|
1.000 |
1,145.3 |
|
1.618 |
1,129.5 |
|
2.618 |
1,103.9 |
|
4.250 |
1,062.1 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,183.7 |
1,183.7 |
| PP |
1,180.2 |
1,180.2 |
| S1 |
1,176.8 |
1,176.8 |
|