| 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 |
2,615.0 |
2,482.0 |
-133.0 |
-5.1% |
2,728.0 |
| High |
2,654.0 |
2,563.0 |
-91.0 |
-3.4% |
2,772.0 |
| Low |
2,350.0 |
2,419.0 |
69.0 |
2.9% |
2,350.0 |
| Close |
2,575.0 |
2,460.0 |
-115.0 |
-4.5% |
2,460.0 |
| Range |
304.0 |
144.0 |
-160.0 |
-52.6% |
422.0 |
| ATR |
78.3 |
83.9 |
5.5 |
7.1% |
0.0 |
| Volume |
2,903 |
2,477 |
-426 |
-14.7% |
8,214 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.7 |
2,830.3 |
2,539.2 |
|
| R3 |
2,768.7 |
2,686.3 |
2,499.6 |
|
| R2 |
2,624.7 |
2,624.7 |
2,486.4 |
|
| R1 |
2,542.3 |
2,542.3 |
2,473.2 |
2,511.5 |
| PP |
2,480.7 |
2,480.7 |
2,480.7 |
2,465.3 |
| S1 |
2,398.3 |
2,398.3 |
2,446.8 |
2,367.5 |
| S2 |
2,336.7 |
2,336.7 |
2,433.6 |
|
| S3 |
2,192.7 |
2,254.3 |
2,420.4 |
|
| S4 |
2,048.7 |
2,110.3 |
2,380.8 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,793.3 |
3,548.7 |
2,692.1 |
|
| R3 |
3,371.3 |
3,126.7 |
2,576.1 |
|
| R2 |
2,949.3 |
2,949.3 |
2,537.4 |
|
| R1 |
2,704.7 |
2,704.7 |
2,498.7 |
2,616.0 |
| PP |
2,527.3 |
2,527.3 |
2,527.3 |
2,483.0 |
| S1 |
2,282.7 |
2,282.7 |
2,421.3 |
2,194.0 |
| S2 |
2,105.3 |
2,105.3 |
2,382.6 |
|
| S3 |
1,683.3 |
1,860.7 |
2,344.0 |
|
| S4 |
1,261.3 |
1,438.7 |
2,227.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,772.0 |
2,350.0 |
422.0 |
17.2% |
138.6 |
5.6% |
26% |
False |
False |
1,642 |
| 10 |
2,890.0 |
2,350.0 |
540.0 |
22.0% |
106.1 |
4.3% |
20% |
False |
False |
1,900 |
| 20 |
2,951.0 |
2,350.0 |
601.0 |
24.4% |
76.4 |
3.1% |
18% |
False |
False |
1,780 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
24.4% |
55.5 |
2.3% |
18% |
False |
False |
3,876 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
24.4% |
45.7 |
1.9% |
18% |
False |
False |
3,015 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
24.4% |
43.7 |
1.8% |
18% |
False |
False |
2,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,175.0 |
|
2.618 |
2,940.0 |
|
1.618 |
2,796.0 |
|
1.000 |
2,707.0 |
|
0.618 |
2,652.0 |
|
HIGH |
2,563.0 |
|
0.618 |
2,508.0 |
|
0.500 |
2,491.0 |
|
0.382 |
2,474.0 |
|
LOW |
2,419.0 |
|
0.618 |
2,330.0 |
|
1.000 |
2,275.0 |
|
1.618 |
2,186.0 |
|
2.618 |
2,042.0 |
|
4.250 |
1,807.0 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,491.0 |
2,511.5 |
| PP |
2,480.7 |
2,494.3 |
| S1 |
2,470.3 |
2,477.2 |
|