| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
10,835 |
10,463 |
-372 |
-3.4% |
10,972 |
| High |
10,865 |
10,580 |
-285 |
-2.6% |
11,131 |
| Low |
9,840 |
10,202 |
362 |
3.7% |
9,840 |
| Close |
10,457 |
10,335 |
-122 |
-1.2% |
10,335 |
| Range |
1,025 |
378 |
-647 |
-63.1% |
1,291 |
| ATR |
201 |
213 |
13 |
6.3% |
0 |
| Volume |
187,645 |
326,371 |
138,726 |
73.9% |
1,002,444 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,506 |
11,299 |
10,543 |
|
| R3 |
11,128 |
10,921 |
10,439 |
|
| R2 |
10,750 |
10,750 |
10,404 |
|
| R1 |
10,543 |
10,543 |
10,370 |
10,458 |
| PP |
10,372 |
10,372 |
10,372 |
10,330 |
| S1 |
10,165 |
10,165 |
10,300 |
10,080 |
| S2 |
9,994 |
9,994 |
10,266 |
|
| S3 |
9,616 |
9,787 |
10,231 |
|
| S4 |
9,238 |
9,409 |
10,127 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,308 |
13,613 |
11,045 |
|
| R3 |
13,017 |
12,322 |
10,690 |
|
| R2 |
11,726 |
11,726 |
10,572 |
|
| R1 |
11,031 |
11,031 |
10,453 |
10,733 |
| PP |
10,435 |
10,435 |
10,435 |
10,287 |
| S1 |
9,740 |
9,740 |
10,217 |
9,442 |
| S2 |
9,144 |
9,144 |
10,098 |
|
| S3 |
7,853 |
8,449 |
9,980 |
|
| S4 |
6,562 |
7,158 |
9,625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,131 |
9,840 |
1,291 |
12.5% |
402 |
3.9% |
38% |
False |
False |
200,488 |
| 10 |
11,206 |
9,840 |
1,366 |
13.2% |
281 |
2.7% |
36% |
False |
False |
172,540 |
| 20 |
11,206 |
9,840 |
1,366 |
13.2% |
193 |
1.9% |
36% |
False |
False |
149,706 |
| 40 |
11,206 |
9,840 |
1,366 |
13.2% |
141 |
1.4% |
36% |
False |
False |
125,785 |
| 60 |
11,206 |
9,840 |
1,366 |
13.2% |
134 |
1.3% |
36% |
False |
False |
84,107 |
| 80 |
11,206 |
9,731 |
1,475 |
14.3% |
142 |
1.4% |
41% |
False |
False |
63,107 |
| 100 |
11,206 |
9,731 |
1,475 |
14.3% |
130 |
1.3% |
41% |
False |
False |
50,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,187 |
|
2.618 |
11,570 |
|
1.618 |
11,192 |
|
1.000 |
10,958 |
|
0.618 |
10,814 |
|
HIGH |
10,580 |
|
0.618 |
10,436 |
|
0.500 |
10,391 |
|
0.382 |
10,347 |
|
LOW |
10,202 |
|
0.618 |
9,969 |
|
1.000 |
9,824 |
|
1.618 |
9,591 |
|
2.618 |
9,213 |
|
4.250 |
8,596 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,391 |
10,376 |
| PP |
10,372 |
10,362 |
| S1 |
10,354 |
10,349 |
|