| 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 |
2,579.0 |
2,683.0 |
104.0 |
4.0% |
2,734.0 |
| High |
2,742.0 |
2,738.0 |
-4.0 |
-0.1% |
2,778.0 |
| Low |
2,563.0 |
2,641.0 |
78.0 |
3.0% |
2,333.0 |
| Close |
2,717.0 |
2,701.0 |
-16.0 |
-0.6% |
2,465.0 |
| Range |
179.0 |
97.0 |
-82.0 |
-45.8% |
445.0 |
| ATR |
103.7 |
103.2 |
-0.5 |
-0.5% |
0.0 |
| Volume |
3,807,364 |
2,006,651 |
-1,800,713 |
-47.3% |
13,912,516 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.3 |
2,939.7 |
2,754.4 |
|
| R3 |
2,887.3 |
2,842.7 |
2,727.7 |
|
| R2 |
2,790.3 |
2,790.3 |
2,718.8 |
|
| R1 |
2,745.7 |
2,745.7 |
2,709.9 |
2,768.0 |
| PP |
2,693.3 |
2,693.3 |
2,693.3 |
2,704.5 |
| S1 |
2,648.7 |
2,648.7 |
2,692.1 |
2,671.0 |
| S2 |
2,596.3 |
2,596.3 |
2,683.2 |
|
| S3 |
2,499.3 |
2,551.7 |
2,674.3 |
|
| S4 |
2,402.3 |
2,454.7 |
2,647.7 |
|
|
| 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 |
2,742.0 |
2,333.0 |
409.0 |
15.1% |
169.8 |
6.3% |
90% |
False |
False |
3,306,995 |
| 10 |
2,788.0 |
2,333.0 |
455.0 |
16.8% |
125.2 |
4.6% |
81% |
False |
False |
2,605,209 |
| 20 |
2,956.0 |
2,333.0 |
623.0 |
23.1% |
93.7 |
3.5% |
59% |
False |
False |
1,991,605 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
23.1% |
66.0 |
2.4% |
59% |
False |
False |
1,496,543 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
23.1% |
58.2 |
2.2% |
59% |
False |
False |
1,010,651 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
23.1% |
61.2 |
2.3% |
59% |
False |
False |
758,622 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
23.8% |
56.4 |
2.1% |
57% |
False |
False |
607,935 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
23.8% |
53.5 |
2.0% |
57% |
False |
False |
506,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,150.3 |
|
2.618 |
2,991.9 |
|
1.618 |
2,894.9 |
|
1.000 |
2,835.0 |
|
0.618 |
2,797.9 |
|
HIGH |
2,738.0 |
|
0.618 |
2,700.9 |
|
0.500 |
2,689.5 |
|
0.382 |
2,678.1 |
|
LOW |
2,641.0 |
|
0.618 |
2,581.1 |
|
1.000 |
2,544.0 |
|
1.618 |
2,484.1 |
|
2.618 |
2,387.1 |
|
4.250 |
2,228.8 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,697.2 |
2,659.0 |
| PP |
2,693.3 |
2,617.0 |
| S1 |
2,689.5 |
2,575.0 |
|