| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
1,171.2 |
1,176.0 |
4.8 |
0.4% |
1,158.5 |
| High |
1,177.7 |
1,211.9 |
34.2 |
2.9% |
1,182.5 |
| Low |
1,156.2 |
1,173.0 |
16.8 |
1.5% |
1,146.6 |
| Close |
1,175.0 |
1,197.3 |
22.3 |
1.9% |
1,180.7 |
| Range |
21.5 |
38.9 |
17.4 |
80.9% |
35.9 |
| ATR |
16.9 |
18.5 |
1.6 |
9.3% |
0.0 |
| Volume |
190,145 |
180,541 |
-9,604 |
-5.1% |
692,788 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.8 |
1,292.9 |
1,218.7 |
|
| R3 |
1,271.9 |
1,254.0 |
1,208.0 |
|
| R2 |
1,233.0 |
1,233.0 |
1,204.4 |
|
| R1 |
1,215.1 |
1,215.1 |
1,200.9 |
1,224.1 |
| PP |
1,194.1 |
1,194.1 |
1,194.1 |
1,198.5 |
| S1 |
1,176.2 |
1,176.2 |
1,193.7 |
1,185.2 |
| S2 |
1,155.2 |
1,155.2 |
1,190.2 |
|
| S3 |
1,116.3 |
1,137.3 |
1,186.6 |
|
| S4 |
1,077.4 |
1,098.4 |
1,175.9 |
|
|
| 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 |
1,211.9 |
1,156.2 |
55.7 |
4.7% |
22.5 |
1.9% |
74% |
True |
False |
137,731 |
| 10 |
1,211.9 |
1,135.2 |
76.7 |
6.4% |
19.5 |
1.6% |
81% |
True |
False |
141,027 |
| 20 |
1,211.9 |
1,124.3 |
87.6 |
7.3% |
17.6 |
1.5% |
83% |
True |
False |
135,136 |
| 40 |
1,211.9 |
1,086.1 |
125.8 |
10.5% |
16.7 |
1.4% |
88% |
True |
False |
95,914 |
| 60 |
1,211.9 |
1,064.3 |
147.6 |
12.3% |
17.8 |
1.5% |
90% |
True |
False |
66,266 |
| 80 |
1,211.9 |
1,045.6 |
166.3 |
13.9% |
18.8 |
1.6% |
91% |
True |
False |
50,788 |
| 100 |
1,211.9 |
1,045.6 |
166.3 |
13.9% |
18.8 |
1.6% |
91% |
True |
False |
41,190 |
| 120 |
1,230.0 |
1,045.6 |
184.4 |
15.4% |
19.8 |
1.7% |
82% |
False |
False |
34,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.2 |
|
2.618 |
1,313.7 |
|
1.618 |
1,274.8 |
|
1.000 |
1,250.8 |
|
0.618 |
1,235.9 |
|
HIGH |
1,211.9 |
|
0.618 |
1,197.0 |
|
0.500 |
1,192.5 |
|
0.382 |
1,187.9 |
|
LOW |
1,173.0 |
|
0.618 |
1,149.0 |
|
1.000 |
1,134.1 |
|
1.618 |
1,110.1 |
|
2.618 |
1,071.2 |
|
4.250 |
1,007.7 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,195.7 |
1,192.9 |
| PP |
1,194.1 |
1,188.5 |
| S1 |
1,192.5 |
1,184.1 |
|