| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,625.0 |
2,483.0 |
-142.0 |
-5.4% |
2,734.0 |
| High |
2,660.0 |
2,582.0 |
-78.0 |
-2.9% |
2,778.0 |
| Low |
2,333.0 |
2,408.0 |
75.0 |
3.2% |
2,333.0 |
| Close |
2,580.0 |
2,465.0 |
-115.0 |
-4.5% |
2,465.0 |
| Range |
327.0 |
174.0 |
-153.0 |
-46.8% |
445.0 |
| ATR |
83.9 |
90.4 |
6.4 |
7.7% |
0.0 |
| Volume |
3,490,277 |
4,758,356 |
1,268,079 |
36.3% |
13,912,516 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.0 |
2,910.0 |
2,560.7 |
|
| R3 |
2,833.0 |
2,736.0 |
2,512.9 |
|
| R2 |
2,659.0 |
2,659.0 |
2,496.9 |
|
| R1 |
2,562.0 |
2,562.0 |
2,481.0 |
2,523.5 |
| PP |
2,485.0 |
2,485.0 |
2,485.0 |
2,465.8 |
| S1 |
2,388.0 |
2,388.0 |
2,449.1 |
2,349.5 |
| S2 |
2,311.0 |
2,311.0 |
2,433.1 |
|
| S3 |
2,137.0 |
2,214.0 |
2,417.2 |
|
| S4 |
1,963.0 |
2,040.0 |
2,369.3 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,860.3 |
3,607.7 |
2,709.8 |
|
| R3 |
3,415.3 |
3,162.7 |
2,587.4 |
|
| R2 |
2,970.3 |
2,970.3 |
2,546.6 |
|
| R1 |
2,717.7 |
2,717.7 |
2,505.8 |
2,621.5 |
| PP |
2,525.3 |
2,525.3 |
2,525.3 |
2,477.3 |
| S1 |
2,272.7 |
2,272.7 |
2,424.2 |
2,176.5 |
| S2 |
2,080.3 |
2,080.3 |
2,383.4 |
|
| S3 |
1,635.3 |
1,827.7 |
2,342.6 |
|
| S4 |
1,190.3 |
1,382.7 |
2,220.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,778.0 |
2,333.0 |
445.0 |
18.1% |
151.2 |
6.1% |
30% |
False |
False |
2,782,503 |
| 10 |
2,895.0 |
2,333.0 |
562.0 |
22.8% |
115.8 |
4.7% |
23% |
False |
False |
2,321,622 |
| 20 |
2,956.0 |
2,333.0 |
623.0 |
25.3% |
83.1 |
3.4% |
21% |
False |
False |
1,790,447 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
25.3% |
60.6 |
2.5% |
21% |
False |
False |
1,357,688 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
25.3% |
55.7 |
2.3% |
21% |
False |
False |
913,792 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
25.3% |
59.0 |
2.4% |
21% |
False |
False |
685,953 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
26.0% |
54.2 |
2.2% |
21% |
False |
False |
549,962 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
26.0% |
51.8 |
2.1% |
21% |
False |
False |
458,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,321.5 |
|
2.618 |
3,037.5 |
|
1.618 |
2,863.5 |
|
1.000 |
2,756.0 |
|
0.618 |
2,689.5 |
|
HIGH |
2,582.0 |
|
0.618 |
2,515.5 |
|
0.500 |
2,495.0 |
|
0.382 |
2,474.5 |
|
LOW |
2,408.0 |
|
0.618 |
2,300.5 |
|
1.000 |
2,234.0 |
|
1.618 |
2,126.5 |
|
2.618 |
1,952.5 |
|
4.250 |
1,668.5 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,495.0 |
2,505.5 |
| PP |
2,485.0 |
2,492.0 |
| S1 |
2,475.0 |
2,478.5 |
|