| 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 |
2,653.0 |
2,615.0 |
-38.0 |
-1.4% |
2,864.0 |
| High |
2,673.0 |
2,654.0 |
-19.0 |
-0.7% |
2,890.0 |
| Low |
2,606.0 |
2,350.0 |
-256.0 |
-9.8% |
2,688.0 |
| Close |
2,630.0 |
2,575.0 |
-55.0 |
-2.1% |
2,744.0 |
| Range |
67.0 |
304.0 |
237.0 |
353.7% |
202.0 |
| ATR |
61.0 |
78.3 |
17.4 |
28.5% |
0.0 |
| Volume |
785 |
2,903 |
2,118 |
269.8% |
10,792 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,438.3 |
3,310.7 |
2,742.2 |
|
| R3 |
3,134.3 |
3,006.7 |
2,658.6 |
|
| R2 |
2,830.3 |
2,830.3 |
2,630.7 |
|
| R1 |
2,702.7 |
2,702.7 |
2,602.9 |
2,614.5 |
| PP |
2,526.3 |
2,526.3 |
2,526.3 |
2,482.3 |
| S1 |
2,398.7 |
2,398.7 |
2,547.1 |
2,310.5 |
| S2 |
2,222.3 |
2,222.3 |
2,519.3 |
|
| S3 |
1,918.3 |
2,094.7 |
2,491.4 |
|
| S4 |
1,614.3 |
1,790.7 |
2,407.8 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,380.0 |
3,264.0 |
2,855.1 |
|
| R3 |
3,178.0 |
3,062.0 |
2,799.6 |
|
| R2 |
2,976.0 |
2,976.0 |
2,781.0 |
|
| R1 |
2,860.0 |
2,860.0 |
2,762.5 |
2,817.0 |
| PP |
2,774.0 |
2,774.0 |
2,774.0 |
2,752.5 |
| S1 |
2,658.0 |
2,658.0 |
2,725.5 |
2,615.0 |
| S2 |
2,572.0 |
2,572.0 |
2,707.0 |
|
| S3 |
2,370.0 |
2,456.0 |
2,688.5 |
|
| S4 |
2,168.0 |
2,254.0 |
2,632.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,779.0 |
2,350.0 |
429.0 |
16.7% |
121.2 |
4.7% |
52% |
False |
True |
1,227 |
| 10 |
2,890.0 |
2,350.0 |
540.0 |
21.0% |
97.0 |
3.8% |
42% |
False |
True |
2,016 |
| 20 |
2,951.0 |
2,350.0 |
601.0 |
23.3% |
71.0 |
2.8% |
37% |
False |
True |
1,691 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.3% |
52.5 |
2.0% |
37% |
False |
True |
4,211 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.3% |
43.6 |
1.7% |
37% |
False |
True |
2,985 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.3% |
41.9 |
1.6% |
37% |
False |
True |
2,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,946.0 |
|
2.618 |
3,449.9 |
|
1.618 |
3,145.9 |
|
1.000 |
2,958.0 |
|
0.618 |
2,841.9 |
|
HIGH |
2,654.0 |
|
0.618 |
2,537.9 |
|
0.500 |
2,502.0 |
|
0.382 |
2,466.1 |
|
LOW |
2,350.0 |
|
0.618 |
2,162.1 |
|
1.000 |
2,046.0 |
|
1.618 |
1,858.1 |
|
2.618 |
1,554.1 |
|
4.250 |
1,058.0 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,550.7 |
2,568.8 |
| PP |
2,526.3 |
2,562.7 |
| S1 |
2,502.0 |
2,556.5 |
|