| 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 |
19,899 |
19,380 |
-519 |
-2.6% |
20,498 |
| High |
20,083 |
19,830 |
-253 |
-1.3% |
20,735 |
| Low |
19,664 |
19,380 |
-284 |
-1.4% |
19,380 |
| Close |
20,006 |
19,670 |
-336 |
-1.7% |
19,670 |
| Range |
419 |
450 |
31 |
7.4% |
1,355 |
| ATR |
345 |
365 |
20 |
5.8% |
0 |
| Volume |
1,881 |
2,505 |
624 |
33.2% |
7,451 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,977 |
20,773 |
19,918 |
|
| R3 |
20,527 |
20,323 |
19,794 |
|
| R2 |
20,077 |
20,077 |
19,753 |
|
| R1 |
19,873 |
19,873 |
19,711 |
19,975 |
| PP |
19,627 |
19,627 |
19,627 |
19,678 |
| S1 |
19,423 |
19,423 |
19,629 |
19,525 |
| S2 |
19,177 |
19,177 |
19,588 |
|
| S3 |
18,727 |
18,973 |
19,546 |
|
| S4 |
18,277 |
18,523 |
19,423 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,993 |
23,187 |
20,415 |
|
| R3 |
22,638 |
21,832 |
20,043 |
|
| R2 |
21,283 |
21,283 |
19,918 |
|
| R1 |
20,477 |
20,477 |
19,794 |
20,203 |
| PP |
19,928 |
19,928 |
19,928 |
19,791 |
| S1 |
19,122 |
19,122 |
19,546 |
18,848 |
| S2 |
18,573 |
18,573 |
19,422 |
|
| S3 |
17,218 |
17,767 |
19,297 |
|
| S4 |
15,863 |
16,412 |
18,925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,735 |
19,380 |
1,355 |
6.9% |
299 |
1.5% |
21% |
False |
True |
1,490 |
| 10 |
21,368 |
19,380 |
1,988 |
10.1% |
272 |
1.4% |
15% |
False |
True |
1,160 |
| 20 |
22,500 |
19,380 |
3,120 |
15.9% |
275 |
1.4% |
9% |
False |
True |
792 |
| 40 |
22,500 |
19,380 |
3,120 |
15.9% |
258 |
1.3% |
9% |
False |
True |
641 |
| 60 |
22,500 |
19,012 |
3,488 |
17.7% |
261 |
1.3% |
19% |
False |
False |
527 |
| 80 |
22,500 |
19,012 |
3,488 |
17.7% |
274 |
1.4% |
19% |
False |
False |
431 |
| 100 |
22,500 |
19,012 |
3,488 |
17.7% |
267 |
1.4% |
19% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,743 |
|
2.618 |
21,008 |
|
1.618 |
20,558 |
|
1.000 |
20,280 |
|
0.618 |
20,108 |
|
HIGH |
19,830 |
|
0.618 |
19,658 |
|
0.500 |
19,605 |
|
0.382 |
19,552 |
|
LOW |
19,380 |
|
0.618 |
19,102 |
|
1.000 |
18,930 |
|
1.618 |
18,652 |
|
2.618 |
18,202 |
|
4.250 |
17,468 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,648 |
19,815 |
| PP |
19,627 |
19,767 |
| S1 |
19,605 |
19,718 |
|