| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,181.0 |
1,182.9 |
1.9 |
0.2% |
1,158.5 |
| High |
1,188.4 |
1,192.8 |
4.4 |
0.4% |
1,182.5 |
| Low |
1,177.1 |
1,166.9 |
-10.2 |
-0.9% |
1,146.6 |
| Close |
1,183.3 |
1,169.2 |
-14.1 |
-1.2% |
1,180.7 |
| Range |
11.3 |
25.9 |
14.6 |
129.2% |
35.9 |
| ATR |
15.9 |
16.6 |
0.7 |
4.5% |
0.0 |
| Volume |
120,949 |
87,366 |
-33,583 |
-27.8% |
692,788 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.0 |
1,237.5 |
1,183.4 |
|
| R3 |
1,228.1 |
1,211.6 |
1,176.3 |
|
| R2 |
1,202.2 |
1,202.2 |
1,173.9 |
|
| R1 |
1,185.7 |
1,185.7 |
1,171.6 |
1,181.0 |
| PP |
1,176.3 |
1,176.3 |
1,176.3 |
1,174.0 |
| S1 |
1,159.8 |
1,159.8 |
1,166.8 |
1,155.1 |
| S2 |
1,150.4 |
1,150.4 |
1,164.5 |
|
| S3 |
1,124.5 |
1,133.9 |
1,162.1 |
|
| S4 |
1,098.6 |
1,108.0 |
1,155.0 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.6 |
1,265.1 |
1,200.4 |
|
| R3 |
1,241.7 |
1,229.2 |
1,190.6 |
|
| R2 |
1,205.8 |
1,205.8 |
1,187.3 |
|
| R1 |
1,193.3 |
1,193.3 |
1,184.0 |
1,199.6 |
| PP |
1,169.9 |
1,169.9 |
1,169.9 |
1,173.1 |
| S1 |
1,157.4 |
1,157.4 |
1,177.4 |
1,163.7 |
| S2 |
1,134.0 |
1,134.0 |
1,174.1 |
|
| S3 |
1,098.1 |
1,121.5 |
1,170.8 |
|
| S4 |
1,062.2 |
1,085.6 |
1,161.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,192.8 |
1,161.0 |
31.8 |
2.7% |
15.2 |
1.3% |
26% |
True |
False |
133,671 |
| 10 |
1,192.8 |
1,132.0 |
60.8 |
5.2% |
16.6 |
1.4% |
61% |
True |
False |
127,225 |
| 20 |
1,192.8 |
1,124.3 |
68.5 |
5.9% |
16.1 |
1.4% |
66% |
True |
False |
131,107 |
| 40 |
1,192.8 |
1,086.1 |
106.7 |
9.1% |
16.2 |
1.4% |
78% |
True |
False |
87,299 |
| 60 |
1,192.8 |
1,063.2 |
129.6 |
11.1% |
17.3 |
1.5% |
82% |
True |
False |
60,311 |
| 80 |
1,192.8 |
1,045.6 |
147.2 |
12.6% |
18.5 |
1.6% |
84% |
True |
False |
46,209 |
| 100 |
1,192.8 |
1,045.6 |
147.2 |
12.6% |
18.7 |
1.6% |
84% |
True |
False |
37,543 |
| 120 |
1,230.0 |
1,045.6 |
184.4 |
15.8% |
19.5 |
1.7% |
67% |
False |
False |
31,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.9 |
|
2.618 |
1,260.6 |
|
1.618 |
1,234.7 |
|
1.000 |
1,218.7 |
|
0.618 |
1,208.8 |
|
HIGH |
1,192.8 |
|
0.618 |
1,182.9 |
|
0.500 |
1,179.9 |
|
0.382 |
1,176.8 |
|
LOW |
1,166.9 |
|
0.618 |
1,150.9 |
|
1.000 |
1,141.0 |
|
1.618 |
1,125.0 |
|
2.618 |
1,099.1 |
|
4.250 |
1,056.8 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,179.9 |
1,179.9 |
| PP |
1,176.3 |
1,176.3 |
| S1 |
1,172.8 |
1,172.8 |
|