| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
11,101 |
10,892 |
-209 |
-1.9% |
11,139 |
| High |
11,115 |
10,912 |
-203 |
-1.8% |
11,206 |
| Low |
10,818 |
10,771 |
-47 |
-0.4% |
10,916 |
| Close |
10,892 |
10,834 |
-58 |
-0.5% |
10,960 |
| Range |
297 |
141 |
-156 |
-52.5% |
290 |
| ATR |
137 |
137 |
0 |
0.2% |
0 |
| Volume |
115,450 |
209,462 |
94,012 |
81.4% |
722,963 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,262 |
11,189 |
10,912 |
|
| R3 |
11,121 |
11,048 |
10,873 |
|
| R2 |
10,980 |
10,980 |
10,860 |
|
| R1 |
10,907 |
10,907 |
10,847 |
10,873 |
| PP |
10,839 |
10,839 |
10,839 |
10,822 |
| S1 |
10,766 |
10,766 |
10,821 |
10,732 |
| S2 |
10,698 |
10,698 |
10,808 |
|
| S3 |
10,557 |
10,625 |
10,795 |
|
| S4 |
10,416 |
10,484 |
10,757 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,897 |
11,719 |
11,120 |
|
| R3 |
11,607 |
11,429 |
11,040 |
|
| R2 |
11,317 |
11,317 |
11,013 |
|
| R1 |
11,139 |
11,139 |
10,987 |
11,083 |
| PP |
11,027 |
11,027 |
11,027 |
11,000 |
| S1 |
10,849 |
10,849 |
10,934 |
10,793 |
| S2 |
10,737 |
10,737 |
10,907 |
|
| S3 |
10,447 |
10,559 |
10,880 |
|
| S4 |
10,157 |
10,269 |
10,801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,158 |
10,771 |
387 |
3.6% |
193 |
1.8% |
16% |
False |
True |
157,605 |
| 10 |
11,206 |
10,771 |
435 |
4.0% |
166 |
1.5% |
14% |
False |
True |
148,657 |
| 20 |
11,206 |
10,771 |
435 |
4.0% |
132 |
1.2% |
14% |
False |
True |
136,999 |
| 40 |
11,206 |
10,444 |
762 |
7.0% |
110 |
1.0% |
51% |
False |
False |
113,083 |
| 60 |
11,206 |
9,820 |
1,386 |
12.8% |
116 |
1.1% |
73% |
False |
False |
75,544 |
| 80 |
11,206 |
9,731 |
1,475 |
13.6% |
127 |
1.2% |
75% |
False |
False |
56,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,511 |
|
2.618 |
11,281 |
|
1.618 |
11,140 |
|
1.000 |
11,053 |
|
0.618 |
10,999 |
|
HIGH |
10,912 |
|
0.618 |
10,858 |
|
0.500 |
10,842 |
|
0.382 |
10,825 |
|
LOW |
10,771 |
|
0.618 |
10,684 |
|
1.000 |
10,630 |
|
1.618 |
10,543 |
|
2.618 |
10,402 |
|
4.250 |
10,172 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,842 |
10,951 |
| PP |
10,839 |
10,912 |
| S1 |
10,837 |
10,873 |
|