| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,482.0 |
2,579.0 |
97.0 |
3.9% |
2,728.0 |
| High |
2,563.0 |
2,737.0 |
174.0 |
6.8% |
2,772.0 |
| Low |
2,419.0 |
2,575.0 |
156.0 |
6.4% |
2,350.0 |
| Close |
2,460.0 |
2,712.0 |
252.0 |
10.2% |
2,460.0 |
| Range |
144.0 |
162.0 |
18.0 |
12.5% |
422.0 |
| ATR |
83.9 |
97.7 |
13.8 |
16.4% |
0.0 |
| Volume |
2,477 |
4,186 |
1,709 |
69.0% |
8,214 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,160.7 |
3,098.3 |
2,801.1 |
|
| R3 |
2,998.7 |
2,936.3 |
2,756.6 |
|
| R2 |
2,836.7 |
2,836.7 |
2,741.7 |
|
| R1 |
2,774.3 |
2,774.3 |
2,726.9 |
2,805.5 |
| PP |
2,674.7 |
2,674.7 |
2,674.7 |
2,690.3 |
| S1 |
2,612.3 |
2,612.3 |
2,697.2 |
2,643.5 |
| S2 |
2,512.7 |
2,512.7 |
2,682.3 |
|
| S3 |
2,350.7 |
2,450.3 |
2,667.5 |
|
| S4 |
2,188.7 |
2,288.3 |
2,622.9 |
|
|
| 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 |
2,763.0 |
2,350.0 |
413.0 |
15.2% |
160.2 |
5.9% |
88% |
False |
False |
2,415 |
| 10 |
2,864.0 |
2,350.0 |
514.0 |
19.0% |
119.4 |
4.4% |
70% |
False |
False |
2,305 |
| 20 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
83.0 |
3.1% |
60% |
False |
False |
1,951 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
58.8 |
2.2% |
60% |
False |
False |
3,884 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
48.0 |
1.8% |
60% |
False |
False |
3,081 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
45.8 |
1.7% |
60% |
False |
False |
2,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,425.5 |
|
2.618 |
3,161.1 |
|
1.618 |
2,999.1 |
|
1.000 |
2,899.0 |
|
0.618 |
2,837.1 |
|
HIGH |
2,737.0 |
|
0.618 |
2,675.1 |
|
0.500 |
2,656.0 |
|
0.382 |
2,636.9 |
|
LOW |
2,575.0 |
|
0.618 |
2,474.9 |
|
1.000 |
2,413.0 |
|
1.618 |
2,312.9 |
|
2.618 |
2,150.9 |
|
4.250 |
1,886.5 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,693.3 |
2,655.8 |
| PP |
2,674.7 |
2,599.7 |
| S1 |
2,656.0 |
2,543.5 |
|