| 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 |
1,187.2 |
1,175.9 |
-11.3 |
-1.0% |
1,157.7 |
| High |
1,196.5 |
1,180.7 |
-15.8 |
-1.3% |
1,186.3 |
| Low |
1,170.9 |
1,161.2 |
-9.7 |
-0.8% |
1,150.7 |
| Close |
1,173.3 |
1,179.2 |
5.9 |
0.5% |
1,184.8 |
| Range |
25.6 |
19.5 |
-6.1 |
-23.8% |
35.6 |
| ATR |
15.6 |
15.9 |
0.3 |
1.8% |
0.0 |
| Volume |
1,007 |
4,117 |
3,110 |
308.8% |
10,483 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.2 |
1,225.2 |
1,189.9 |
|
| R3 |
1,212.7 |
1,205.7 |
1,184.6 |
|
| R2 |
1,193.2 |
1,193.2 |
1,182.8 |
|
| R1 |
1,186.2 |
1,186.2 |
1,181.0 |
1,189.7 |
| PP |
1,173.7 |
1,173.7 |
1,173.7 |
1,175.5 |
| S1 |
1,166.7 |
1,166.7 |
1,177.4 |
1,170.2 |
| S2 |
1,154.2 |
1,154.2 |
1,175.6 |
|
| S3 |
1,134.7 |
1,147.2 |
1,173.8 |
|
| S4 |
1,115.2 |
1,127.7 |
1,168.5 |
|
|
| 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 |
1,161.2 |
35.3 |
3.0% |
15.3 |
1.3% |
51% |
False |
True |
2,546 |
| 10 |
1,196.5 |
1,135.9 |
60.6 |
5.1% |
16.7 |
1.4% |
71% |
False |
False |
2,439 |
| 20 |
1,196.5 |
1,127.8 |
68.7 |
5.8% |
15.0 |
1.3% |
75% |
False |
False |
2,068 |
| 40 |
1,196.5 |
1,089.9 |
106.6 |
9.0% |
15.0 |
1.3% |
84% |
False |
False |
1,676 |
| 60 |
1,196.5 |
1,068.4 |
128.1 |
10.9% |
16.0 |
1.4% |
86% |
False |
False |
1,787 |
| 80 |
1,196.5 |
1,048.2 |
148.3 |
12.6% |
17.2 |
1.5% |
88% |
False |
False |
1,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.6 |
|
2.618 |
1,231.8 |
|
1.618 |
1,212.3 |
|
1.000 |
1,200.2 |
|
0.618 |
1,192.8 |
|
HIGH |
1,180.7 |
|
0.618 |
1,173.3 |
|
0.500 |
1,171.0 |
|
0.382 |
1,168.6 |
|
LOW |
1,161.2 |
|
0.618 |
1,149.1 |
|
1.000 |
1,141.7 |
|
1.618 |
1,129.6 |
|
2.618 |
1,110.1 |
|
4.250 |
1,078.3 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,176.5 |
1,179.1 |
| PP |
1,173.7 |
1,179.0 |
| S1 |
1,171.0 |
1,178.9 |
|