| 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 |
4,768.0 |
4,805.0 |
37.0 |
0.8% |
4,908.0 |
| High |
4,799.0 |
4,814.0 |
15.0 |
0.3% |
4,921.0 |
| Low |
4,757.0 |
4,734.0 |
-23.0 |
-0.5% |
4,783.0 |
| Close |
4,795.0 |
4,744.0 |
-51.0 |
-1.1% |
4,819.0 |
| Range |
42.0 |
80.0 |
38.0 |
90.5% |
138.0 |
| ATR |
49.3 |
51.5 |
2.2 |
4.4% |
0.0 |
| Volume |
24,336 |
26,991 |
2,655 |
10.9% |
127,809 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,004.0 |
4,954.0 |
4,788.0 |
|
| R3 |
4,924.0 |
4,874.0 |
4,766.0 |
|
| R2 |
4,844.0 |
4,844.0 |
4,758.7 |
|
| R1 |
4,794.0 |
4,794.0 |
4,751.3 |
4,779.0 |
| PP |
4,764.0 |
4,764.0 |
4,764.0 |
4,756.5 |
| S1 |
4,714.0 |
4,714.0 |
4,736.7 |
4,699.0 |
| S2 |
4,684.0 |
4,684.0 |
4,729.3 |
|
| S3 |
4,604.0 |
4,634.0 |
4,722.0 |
|
| S4 |
4,524.0 |
4,554.0 |
4,700.0 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,255.0 |
5,175.0 |
4,894.9 |
|
| R3 |
5,117.0 |
5,037.0 |
4,857.0 |
|
| R2 |
4,979.0 |
4,979.0 |
4,844.3 |
|
| R1 |
4,899.0 |
4,899.0 |
4,831.7 |
4,870.0 |
| PP |
4,841.0 |
4,841.0 |
4,841.0 |
4,826.5 |
| S1 |
4,761.0 |
4,761.0 |
4,806.4 |
4,732.0 |
| S2 |
4,703.0 |
4,703.0 |
4,793.7 |
|
| S3 |
4,565.0 |
4,623.0 |
4,781.1 |
|
| S4 |
4,427.0 |
4,485.0 |
4,743.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,830.0 |
4,734.0 |
96.0 |
2.0% |
48.0 |
1.0% |
10% |
False |
True |
30,296 |
| 10 |
4,982.0 |
4,734.0 |
248.0 |
5.2% |
40.4 |
0.9% |
4% |
False |
True |
26,650 |
| 20 |
5,036.0 |
4,734.0 |
302.0 |
6.4% |
33.2 |
0.7% |
3% |
False |
True |
23,043 |
| 40 |
5,036.0 |
4,734.0 |
302.0 |
6.4% |
34.5 |
0.7% |
3% |
False |
True |
22,531 |
| 60 |
5,036.0 |
4,456.0 |
580.0 |
12.2% |
32.7 |
0.7% |
50% |
False |
False |
15,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,154.0 |
|
2.618 |
5,023.4 |
|
1.618 |
4,943.4 |
|
1.000 |
4,894.0 |
|
0.618 |
4,863.4 |
|
HIGH |
4,814.0 |
|
0.618 |
4,783.4 |
|
0.500 |
4,774.0 |
|
0.382 |
4,764.6 |
|
LOW |
4,734.0 |
|
0.618 |
4,684.6 |
|
1.000 |
4,654.0 |
|
1.618 |
4,604.6 |
|
2.618 |
4,524.6 |
|
4.250 |
4,394.0 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,774.0 |
4,782.0 |
| PP |
4,764.0 |
4,769.3 |
| S1 |
4,754.0 |
4,756.7 |
|