| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,483.0 |
2,579.0 |
96.0 |
3.9% |
2,734.0 |
| High |
2,582.0 |
2,742.0 |
160.0 |
6.2% |
2,778.0 |
| Low |
2,408.0 |
2,563.0 |
155.0 |
6.4% |
2,333.0 |
| Close |
2,465.0 |
2,717.0 |
252.0 |
10.2% |
2,465.0 |
| Range |
174.0 |
179.0 |
5.0 |
2.9% |
445.0 |
| ATR |
90.4 |
103.7 |
13.3 |
14.7% |
0.0 |
| Volume |
4,758,356 |
3,807,364 |
-950,992 |
-20.0% |
13,912,516 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,211.0 |
3,143.0 |
2,815.5 |
|
| R3 |
3,032.0 |
2,964.0 |
2,766.2 |
|
| R2 |
2,853.0 |
2,853.0 |
2,749.8 |
|
| R1 |
2,785.0 |
2,785.0 |
2,733.4 |
2,819.0 |
| PP |
2,674.0 |
2,674.0 |
2,674.0 |
2,691.0 |
| S1 |
2,606.0 |
2,606.0 |
2,700.6 |
2,640.0 |
| S2 |
2,495.0 |
2,495.0 |
2,684.2 |
|
| S3 |
2,316.0 |
2,427.0 |
2,667.8 |
|
| S4 |
2,137.0 |
2,248.0 |
2,618.6 |
|
|
| 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 |
2,768.0 |
2,333.0 |
435.0 |
16.0% |
175.8 |
6.5% |
88% |
False |
False |
3,395,826 |
| 10 |
2,876.0 |
2,333.0 |
543.0 |
20.0% |
130.3 |
4.8% |
71% |
False |
False |
2,603,498 |
| 20 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
90.4 |
3.3% |
62% |
False |
False |
1,935,514 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
64.4 |
2.4% |
62% |
False |
False |
1,449,877 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
57.5 |
2.1% |
62% |
False |
False |
977,211 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
60.9 |
2.2% |
62% |
False |
False |
733,541 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
23.6% |
55.6 |
2.0% |
60% |
False |
False |
587,914 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
23.6% |
52.9 |
1.9% |
60% |
False |
False |
490,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,502.8 |
|
2.618 |
3,210.6 |
|
1.618 |
3,031.6 |
|
1.000 |
2,921.0 |
|
0.618 |
2,852.6 |
|
HIGH |
2,742.0 |
|
0.618 |
2,673.6 |
|
0.500 |
2,652.5 |
|
0.382 |
2,631.4 |
|
LOW |
2,563.0 |
|
0.618 |
2,452.4 |
|
1.000 |
2,384.0 |
|
1.618 |
2,273.4 |
|
2.618 |
2,094.4 |
|
4.250 |
1,802.3 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,695.5 |
2,657.2 |
| PP |
2,674.0 |
2,597.3 |
| S1 |
2,652.5 |
2,537.5 |
|