| 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 |
5,963.0 |
5,749.0 |
-214.0 |
-3.6% |
6,112.5 |
| High |
6,018.0 |
5,908.5 |
-109.5 |
-1.8% |
6,207.5 |
| Low |
5,557.0 |
5,659.0 |
102.0 |
1.8% |
5,557.0 |
| Close |
5,932.5 |
5,722.0 |
-210.5 |
-3.5% |
5,722.0 |
| Range |
461.0 |
249.5 |
-211.5 |
-45.9% |
650.5 |
| ATR |
134.5 |
144.5 |
9.9 |
7.4% |
0.0 |
| Volume |
287,228 |
409,386 |
122,158 |
42.5% |
1,395,948 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,511.7 |
6,366.3 |
5,859.2 |
|
| R3 |
6,262.2 |
6,116.8 |
5,790.6 |
|
| R2 |
6,012.7 |
6,012.7 |
5,767.7 |
|
| R1 |
5,867.3 |
5,867.3 |
5,744.9 |
5,815.3 |
| PP |
5,763.2 |
5,763.2 |
5,763.2 |
5,737.1 |
| S1 |
5,617.8 |
5,617.8 |
5,699.1 |
5,565.8 |
| S2 |
5,513.7 |
5,513.7 |
5,676.3 |
|
| S3 |
5,264.2 |
5,368.3 |
5,653.4 |
|
| S4 |
5,014.7 |
5,118.8 |
5,584.8 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,780.3 |
7,401.7 |
6,079.8 |
|
| R3 |
7,129.8 |
6,751.2 |
5,900.9 |
|
| R2 |
6,479.3 |
6,479.3 |
5,841.3 |
|
| R1 |
6,100.7 |
6,100.7 |
5,781.6 |
5,964.8 |
| PP |
5,828.8 |
5,828.8 |
5,828.8 |
5,760.9 |
| S1 |
5,450.2 |
5,450.2 |
5,662.4 |
5,314.3 |
| S2 |
5,178.3 |
5,178.3 |
5,602.7 |
|
| S3 |
4,527.8 |
4,799.7 |
5,543.1 |
|
| S4 |
3,877.3 |
4,149.2 |
5,364.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,207.5 |
5,557.0 |
650.5 |
11.4% |
226.2 |
4.0% |
25% |
False |
False |
279,189 |
| 10 |
6,347.0 |
5,557.0 |
790.0 |
13.8% |
177.3 |
3.1% |
21% |
False |
False |
246,928 |
| 20 |
6,347.0 |
5,557.0 |
790.0 |
13.8% |
133.0 |
2.3% |
21% |
False |
False |
204,134 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
13.8% |
98.5 |
1.7% |
21% |
False |
False |
153,791 |
| 60 |
6,347.0 |
5,469.0 |
878.0 |
15.3% |
93.3 |
1.6% |
29% |
False |
False |
102,942 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
16.6% |
99.5 |
1.7% |
34% |
False |
False |
77,329 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
16.6% |
92.0 |
1.6% |
34% |
False |
False |
62,095 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
16.6% |
90.1 |
1.6% |
34% |
False |
False |
51,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,968.9 |
|
2.618 |
6,561.7 |
|
1.618 |
6,312.2 |
|
1.000 |
6,158.0 |
|
0.618 |
6,062.7 |
|
HIGH |
5,908.5 |
|
0.618 |
5,813.2 |
|
0.500 |
5,783.8 |
|
0.382 |
5,754.3 |
|
LOW |
5,659.0 |
|
0.618 |
5,504.8 |
|
1.000 |
5,409.5 |
|
1.618 |
5,255.3 |
|
2.618 |
5,005.8 |
|
4.250 |
4,598.6 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,783.8 |
5,798.0 |
| PP |
5,763.2 |
5,772.7 |
| S1 |
5,742.6 |
5,747.3 |
|