| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,175.9 |
1,181.0 |
5.1 |
0.4% |
1,157.7 |
| High |
1,180.7 |
1,215.0 |
34.3 |
2.9% |
1,186.3 |
| Low |
1,161.2 |
1,177.5 |
16.3 |
1.4% |
1,150.7 |
| Close |
1,179.2 |
1,201.9 |
22.7 |
1.9% |
1,184.8 |
| Range |
19.5 |
37.5 |
18.0 |
92.3% |
35.6 |
| ATR |
15.9 |
17.4 |
1.5 |
9.7% |
0.0 |
| Volume |
4,117 |
4,041 |
-76 |
-1.8% |
10,483 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.6 |
1,293.8 |
1,222.5 |
|
| R3 |
1,273.1 |
1,256.3 |
1,212.2 |
|
| R2 |
1,235.6 |
1,235.6 |
1,208.8 |
|
| R1 |
1,218.8 |
1,218.8 |
1,205.3 |
1,227.2 |
| PP |
1,198.1 |
1,198.1 |
1,198.1 |
1,202.4 |
| S1 |
1,181.3 |
1,181.3 |
1,198.5 |
1,189.7 |
| S2 |
1,160.6 |
1,160.6 |
1,195.0 |
|
| S3 |
1,123.1 |
1,143.8 |
1,191.6 |
|
| S4 |
1,085.6 |
1,106.3 |
1,181.3 |
|
|
| 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 |
1,215.0 |
1,161.2 |
53.8 |
4.5% |
21.3 |
1.8% |
76% |
True |
False |
2,742 |
| 10 |
1,215.0 |
1,139.0 |
76.0 |
6.3% |
18.7 |
1.6% |
83% |
True |
False |
2,630 |
| 20 |
1,215.0 |
1,127.8 |
87.2 |
7.3% |
16.4 |
1.4% |
85% |
True |
False |
2,199 |
| 40 |
1,215.0 |
1,089.9 |
125.1 |
10.4% |
15.3 |
1.3% |
90% |
True |
False |
1,748 |
| 60 |
1,215.0 |
1,068.4 |
146.6 |
12.2% |
16.3 |
1.4% |
91% |
True |
False |
1,802 |
| 80 |
1,215.0 |
1,048.2 |
166.8 |
13.9% |
17.4 |
1.4% |
92% |
True |
False |
1,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,374.4 |
|
2.618 |
1,313.2 |
|
1.618 |
1,275.7 |
|
1.000 |
1,252.5 |
|
0.618 |
1,238.2 |
|
HIGH |
1,215.0 |
|
0.618 |
1,200.7 |
|
0.500 |
1,196.3 |
|
0.382 |
1,191.8 |
|
LOW |
1,177.5 |
|
0.618 |
1,154.3 |
|
1.000 |
1,140.0 |
|
1.618 |
1,116.8 |
|
2.618 |
1,079.3 |
|
4.250 |
1,018.1 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.0 |
1,197.3 |
| PP |
1,198.1 |
1,192.7 |
| S1 |
1,196.3 |
1,188.1 |
|