| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,205.50 |
1,184.50 |
-21.00 |
-1.7% |
1,211.25 |
| High |
1,208.00 |
1,202.00 |
-6.00 |
-0.5% |
1,216.75 |
| Low |
1,182.75 |
1,183.75 |
1.00 |
0.1% |
1,176.75 |
| Close |
1,183.50 |
1,198.50 |
15.00 |
1.3% |
1,183.50 |
| Range |
25.25 |
18.25 |
-7.00 |
-27.7% |
40.00 |
| ATR |
15.77 |
15.96 |
0.20 |
1.2% |
0.00 |
| Volume |
1,980,761 |
2,897,399 |
916,638 |
46.3% |
11,909,751 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.50 |
1,242.25 |
1,208.50 |
|
| R3 |
1,231.25 |
1,224.00 |
1,203.50 |
|
| R2 |
1,213.00 |
1,213.00 |
1,201.75 |
|
| R1 |
1,205.75 |
1,205.75 |
1,200.25 |
1,209.50 |
| PP |
1,194.75 |
1,194.75 |
1,194.75 |
1,196.50 |
| S1 |
1,187.50 |
1,187.50 |
1,196.75 |
1,191.00 |
| S2 |
1,176.50 |
1,176.50 |
1,195.25 |
|
| S3 |
1,158.25 |
1,169.25 |
1,193.50 |
|
| S4 |
1,140.00 |
1,151.00 |
1,188.50 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.25 |
1,288.00 |
1,205.50 |
|
| R3 |
1,272.25 |
1,248.00 |
1,194.50 |
|
| R2 |
1,232.25 |
1,232.25 |
1,190.75 |
|
| R1 |
1,208.00 |
1,208.00 |
1,187.25 |
1,200.00 |
| PP |
1,192.25 |
1,192.25 |
1,192.25 |
1,188.50 |
| S1 |
1,168.00 |
1,168.00 |
1,179.75 |
1,160.00 |
| S2 |
1,152.25 |
1,152.25 |
1,176.25 |
|
| S3 |
1,112.25 |
1,128.00 |
1,172.50 |
|
| S4 |
1,072.25 |
1,088.00 |
1,161.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,210.00 |
1,176.75 |
33.25 |
2.8% |
22.00 |
1.8% |
65% |
False |
False |
2,590,209 |
| 10 |
1,216.75 |
1,176.75 |
40.00 |
3.3% |
18.25 |
1.5% |
54% |
False |
False |
2,365,918 |
| 20 |
1,216.75 |
1,171.00 |
45.75 |
3.8% |
15.50 |
1.3% |
60% |
False |
False |
2,073,307 |
| 40 |
1,216.75 |
1,127.00 |
89.75 |
7.5% |
13.25 |
1.1% |
80% |
False |
False |
1,767,016 |
| 60 |
1,216.75 |
1,036.25 |
180.50 |
15.1% |
14.00 |
1.2% |
90% |
False |
False |
1,181,250 |
| 80 |
1,216.75 |
1,036.25 |
180.50 |
15.1% |
15.25 |
1.3% |
90% |
False |
False |
886,356 |
| 100 |
1,216.75 |
1,036.25 |
180.50 |
15.1% |
14.25 |
1.2% |
90% |
False |
False |
709,158 |
| 120 |
1,216.75 |
1,036.25 |
180.50 |
15.1% |
14.00 |
1.2% |
90% |
False |
False |
590,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,279.50 |
|
2.618 |
1,249.75 |
|
1.618 |
1,231.50 |
|
1.000 |
1,220.25 |
|
0.618 |
1,213.25 |
|
HIGH |
1,202.00 |
|
0.618 |
1,195.00 |
|
0.500 |
1,193.00 |
|
0.382 |
1,190.75 |
|
LOW |
1,183.75 |
|
0.618 |
1,172.50 |
|
1.000 |
1,165.50 |
|
1.618 |
1,154.25 |
|
2.618 |
1,136.00 |
|
4.250 |
1,106.25 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,196.50 |
1,197.50 |
| PP |
1,194.75 |
1,196.50 |
| S1 |
1,193.00 |
1,195.50 |
|