| 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 |
1,215.8 |
1,207.2 |
-8.6 |
-0.7% |
1,182.5 |
| High |
1,215.8 |
1,240.0 |
24.2 |
2.0% |
1,220.0 |
| Low |
1,189.9 |
1,206.8 |
16.9 |
1.4% |
1,161.2 |
| Close |
1,205.6 |
1,225.4 |
19.8 |
1.6% |
1,215.8 |
| Range |
25.9 |
33.2 |
7.3 |
28.2% |
58.8 |
| ATR |
18.3 |
19.5 |
1.1 |
6.3% |
0.0 |
| Volume |
5,293 |
5,849 |
556 |
10.5% |
20,880 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.7 |
1,307.7 |
1,243.7 |
|
| R3 |
1,290.5 |
1,274.5 |
1,234.5 |
|
| R2 |
1,257.3 |
1,257.3 |
1,231.5 |
|
| R1 |
1,241.3 |
1,241.3 |
1,228.4 |
1,249.3 |
| PP |
1,224.1 |
1,224.1 |
1,224.1 |
1,228.1 |
| S1 |
1,208.1 |
1,208.1 |
1,222.4 |
1,216.1 |
| S2 |
1,190.9 |
1,190.9 |
1,219.3 |
|
| S3 |
1,157.7 |
1,174.9 |
1,216.3 |
|
| S4 |
1,124.5 |
1,141.7 |
1,207.1 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.4 |
1,354.4 |
1,248.1 |
|
| R3 |
1,316.6 |
1,295.6 |
1,232.0 |
|
| R2 |
1,257.8 |
1,257.8 |
1,226.6 |
|
| R1 |
1,236.8 |
1,236.8 |
1,221.2 |
1,247.3 |
| PP |
1,199.0 |
1,199.0 |
1,199.0 |
1,204.3 |
| S1 |
1,178.0 |
1,178.0 |
1,210.4 |
1,188.5 |
| S2 |
1,140.2 |
1,140.2 |
1,205.0 |
|
| S3 |
1,081.4 |
1,119.2 |
1,199.6 |
|
| S4 |
1,022.6 |
1,060.4 |
1,183.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,240.0 |
1,161.2 |
78.8 |
6.4% |
27.5 |
2.2% |
81% |
True |
False |
5,409 |
| 10 |
1,240.0 |
1,161.2 |
78.8 |
6.4% |
20.9 |
1.7% |
81% |
True |
False |
3,945 |
| 20 |
1,240.0 |
1,127.8 |
112.2 |
9.2% |
18.5 |
1.5% |
87% |
True |
False |
2,788 |
| 40 |
1,240.0 |
1,089.9 |
150.1 |
12.2% |
16.4 |
1.3% |
90% |
True |
False |
2,115 |
| 60 |
1,240.0 |
1,089.9 |
150.1 |
12.2% |
16.7 |
1.4% |
90% |
True |
False |
1,978 |
| 80 |
1,240.0 |
1,048.2 |
191.8 |
15.7% |
17.5 |
1.4% |
92% |
True |
False |
2,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,381.1 |
|
2.618 |
1,326.9 |
|
1.618 |
1,293.7 |
|
1.000 |
1,273.2 |
|
0.618 |
1,260.5 |
|
HIGH |
1,240.0 |
|
0.618 |
1,227.3 |
|
0.500 |
1,223.4 |
|
0.382 |
1,219.5 |
|
LOW |
1,206.8 |
|
0.618 |
1,186.3 |
|
1.000 |
1,173.6 |
|
1.618 |
1,153.1 |
|
2.618 |
1,119.9 |
|
4.250 |
1,065.7 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,224.7 |
1,221.9 |
| PP |
1,224.1 |
1,218.4 |
| S1 |
1,223.4 |
1,215.0 |
|