| 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 |
2,734.0 |
2,763.0 |
29.0 |
1.1% |
2,861.0 |
| High |
2,778.0 |
2,768.0 |
-10.0 |
-0.4% |
2,895.0 |
| Low |
2,722.0 |
2,641.0 |
-81.0 |
-3.0% |
2,686.0 |
| Close |
2,760.0 |
2,656.0 |
-104.0 |
-3.8% |
2,748.0 |
| Range |
56.0 |
127.0 |
71.0 |
126.8% |
209.0 |
| ATR |
59.9 |
64.7 |
4.8 |
8.0% |
0.0 |
| Volume |
740,746 |
2,450,809 |
1,710,063 |
230.9% |
9,303,704 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.3 |
2,989.7 |
2,725.9 |
|
| R3 |
2,942.3 |
2,862.7 |
2,690.9 |
|
| R2 |
2,815.3 |
2,815.3 |
2,679.3 |
|
| R1 |
2,735.7 |
2,735.7 |
2,667.6 |
2,712.0 |
| PP |
2,688.3 |
2,688.3 |
2,688.3 |
2,676.5 |
| S1 |
2,608.7 |
2,608.7 |
2,644.4 |
2,585.0 |
| S2 |
2,561.3 |
2,561.3 |
2,632.7 |
|
| S3 |
2,434.3 |
2,481.7 |
2,621.1 |
|
| S4 |
2,307.3 |
2,354.7 |
2,586.2 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,403.3 |
3,284.7 |
2,863.0 |
|
| R3 |
3,194.3 |
3,075.7 |
2,805.5 |
|
| R2 |
2,985.3 |
2,985.3 |
2,786.3 |
|
| R1 |
2,866.7 |
2,866.7 |
2,767.2 |
2,821.5 |
| PP |
2,776.3 |
2,776.3 |
2,776.3 |
2,753.8 |
| S1 |
2,657.7 |
2,657.7 |
2,728.8 |
2,612.5 |
| S2 |
2,567.3 |
2,567.3 |
2,709.7 |
|
| S3 |
2,358.3 |
2,448.7 |
2,690.5 |
|
| S4 |
2,149.3 |
2,239.7 |
2,633.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,788.0 |
2,641.0 |
147.0 |
5.5% |
80.6 |
3.0% |
10% |
False |
True |
1,903,423 |
| 10 |
2,927.0 |
2,641.0 |
286.0 |
10.8% |
78.6 |
3.0% |
5% |
False |
True |
1,678,512 |
| 20 |
2,956.0 |
2,641.0 |
315.0 |
11.9% |
60.4 |
2.3% |
5% |
False |
True |
1,403,335 |
| 40 |
2,956.0 |
2,641.0 |
315.0 |
11.9% |
48.7 |
1.8% |
5% |
False |
True |
1,099,959 |
| 60 |
2,956.0 |
2,545.0 |
411.0 |
15.5% |
49.1 |
1.8% |
27% |
False |
False |
735,159 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
53.4 |
2.0% |
29% |
False |
False |
552,081 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
50.0 |
1.9% |
29% |
False |
False |
442,873 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
47.6 |
1.8% |
29% |
False |
False |
369,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,307.8 |
|
2.618 |
3,100.5 |
|
1.618 |
2,973.5 |
|
1.000 |
2,895.0 |
|
0.618 |
2,846.5 |
|
HIGH |
2,768.0 |
|
0.618 |
2,719.5 |
|
0.500 |
2,704.5 |
|
0.382 |
2,689.5 |
|
LOW |
2,641.0 |
|
0.618 |
2,562.5 |
|
1.000 |
2,514.0 |
|
1.618 |
2,435.5 |
|
2.618 |
2,308.5 |
|
4.250 |
2,101.3 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,704.5 |
2,714.5 |
| PP |
2,688.3 |
2,695.0 |
| S1 |
2,672.2 |
2,675.5 |
|