| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,198.25 |
1,171.75 |
-26.50 |
-2.2% |
1,211.25 |
| High |
1,199.75 |
1,175.00 |
-24.75 |
-2.1% |
1,216.75 |
| Low |
1,164.25 |
1,154.75 |
-9.50 |
-0.8% |
1,176.75 |
| Close |
1,172.50 |
1,164.00 |
-8.50 |
-0.7% |
1,183.50 |
| Range |
35.50 |
20.25 |
-15.25 |
-43.0% |
40.00 |
| ATR |
17.36 |
17.56 |
0.21 |
1.2% |
0.00 |
| Volume |
1,797,282 |
3,553,338 |
1,756,056 |
97.7% |
11,909,751 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.25 |
1,215.00 |
1,175.25 |
|
| R3 |
1,205.00 |
1,194.75 |
1,169.50 |
|
| R2 |
1,184.75 |
1,184.75 |
1,167.75 |
|
| R1 |
1,174.50 |
1,174.50 |
1,165.75 |
1,169.50 |
| PP |
1,164.50 |
1,164.50 |
1,164.50 |
1,162.00 |
| S1 |
1,154.25 |
1,154.25 |
1,162.25 |
1,149.25 |
| S2 |
1,144.25 |
1,144.25 |
1,160.25 |
|
| S3 |
1,124.00 |
1,134.00 |
1,158.50 |
|
| S4 |
1,103.75 |
1,113.75 |
1,152.75 |
|
|
| 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 |
1,208.00 |
1,154.75 |
53.25 |
4.6% |
23.50 |
2.0% |
17% |
False |
True |
2,617,298 |
| 10 |
1,216.75 |
1,154.75 |
62.00 |
5.3% |
21.25 |
1.8% |
15% |
False |
True |
2,499,497 |
| 20 |
1,216.75 |
1,154.75 |
62.00 |
5.3% |
17.25 |
1.5% |
15% |
False |
True |
2,219,774 |
| 40 |
1,216.75 |
1,133.50 |
83.25 |
7.2% |
14.25 |
1.2% |
37% |
False |
False |
1,898,594 |
| 60 |
1,216.75 |
1,049.75 |
167.00 |
14.3% |
14.25 |
1.2% |
68% |
False |
False |
1,270,343 |
| 80 |
1,216.75 |
1,036.25 |
180.50 |
15.5% |
15.50 |
1.3% |
71% |
False |
False |
953,210 |
| 100 |
1,216.75 |
1,036.25 |
180.50 |
15.5% |
14.50 |
1.3% |
71% |
False |
False |
762,664 |
| 120 |
1,216.75 |
1,036.25 |
180.50 |
15.5% |
14.00 |
1.2% |
71% |
False |
False |
635,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,261.00 |
|
2.618 |
1,228.00 |
|
1.618 |
1,207.75 |
|
1.000 |
1,195.25 |
|
0.618 |
1,187.50 |
|
HIGH |
1,175.00 |
|
0.618 |
1,167.25 |
|
0.500 |
1,165.00 |
|
0.382 |
1,162.50 |
|
LOW |
1,154.75 |
|
0.618 |
1,142.25 |
|
1.000 |
1,134.50 |
|
1.618 |
1,122.00 |
|
2.618 |
1,101.75 |
|
4.250 |
1,068.75 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,165.00 |
1,178.50 |
| PP |
1,164.50 |
1,173.50 |
| S1 |
1,164.25 |
1,168.75 |
|