| 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 |
5,398.0 |
5,250.0 |
-148.0 |
-2.7% |
5,737.5 |
| High |
5,408.5 |
5,353.0 |
-55.5 |
-1.0% |
5,761.0 |
| Low |
5,284.0 |
4,801.0 |
-483.0 |
-9.1% |
5,453.0 |
| Close |
5,329.0 |
5,263.5 |
-65.5 |
-1.2% |
5,507.5 |
| Range |
124.5 |
552.0 |
427.5 |
343.4% |
308.0 |
| ATR |
94.6 |
127.3 |
32.7 |
34.5% |
0.0 |
| Volume |
194,568 |
189,163 |
-5,405 |
-2.8% |
653,118 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,795.0 |
6,581.5 |
5,567.0 |
|
| R3 |
6,243.0 |
6,029.5 |
5,415.5 |
|
| R2 |
5,691.0 |
5,691.0 |
5,364.5 |
|
| R1 |
5,477.5 |
5,477.5 |
5,314.0 |
5,584.0 |
| PP |
5,139.0 |
5,139.0 |
5,139.0 |
5,192.5 |
| S1 |
4,925.5 |
4,925.5 |
5,213.0 |
5,032.0 |
| S2 |
4,587.0 |
4,587.0 |
5,162.5 |
|
| S3 |
4,035.0 |
4,373.5 |
5,111.5 |
|
| S4 |
3,483.0 |
3,821.5 |
4,960.0 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,498.0 |
6,310.5 |
5,677.0 |
|
| R3 |
6,190.0 |
6,002.5 |
5,592.0 |
|
| R2 |
5,882.0 |
5,882.0 |
5,564.0 |
|
| R1 |
5,694.5 |
5,694.5 |
5,535.5 |
5,634.0 |
| PP |
5,574.0 |
5,574.0 |
5,574.0 |
5,543.5 |
| S1 |
5,386.5 |
5,386.5 |
5,479.5 |
5,326.0 |
| S2 |
5,266.0 |
5,266.0 |
5,451.0 |
|
| S3 |
4,958.0 |
5,078.5 |
5,423.0 |
|
| S4 |
4,650.0 |
4,770.5 |
5,338.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,607.0 |
4,801.0 |
806.0 |
15.3% |
209.5 |
4.0% |
57% |
False |
True |
139,585 |
| 10 |
5,761.0 |
4,801.0 |
960.0 |
18.2% |
164.5 |
3.1% |
48% |
False |
True |
127,597 |
| 20 |
5,800.0 |
4,801.0 |
999.0 |
19.0% |
113.0 |
2.1% |
46% |
False |
True |
110,057 |
| 40 |
5,800.0 |
4,801.0 |
999.0 |
19.0% |
83.5 |
1.6% |
46% |
False |
True |
107,502 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
19.0% |
76.0 |
1.4% |
46% |
False |
True |
71,864 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
19.0% |
64.5 |
1.2% |
46% |
False |
True |
53,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,699.0 |
|
2.618 |
6,798.0 |
|
1.618 |
6,246.0 |
|
1.000 |
5,905.0 |
|
0.618 |
5,694.0 |
|
HIGH |
5,353.0 |
|
0.618 |
5,142.0 |
|
0.500 |
5,077.0 |
|
0.382 |
5,012.0 |
|
LOW |
4,801.0 |
|
0.618 |
4,460.0 |
|
1.000 |
4,249.0 |
|
1.618 |
3,908.0 |
|
2.618 |
3,356.0 |
|
4.250 |
2,455.0 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,201.5 |
5,228.0 |
| PP |
5,139.0 |
5,192.0 |
| S1 |
5,077.0 |
5,156.5 |
|