| 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 |
1,119.75 |
1,124.25 |
4.50 |
0.4% |
1,182.75 |
| High |
1,130.50 |
1,157.50 |
27.00 |
2.4% |
1,197.25 |
| Low |
1,086.75 |
1,117.75 |
31.00 |
2.9% |
1,050.00 |
| Close |
1,102.75 |
1,152.00 |
49.25 |
4.5% |
1,102.75 |
| Range |
43.75 |
39.75 |
-4.00 |
-9.1% |
147.25 |
| ATR |
25.30 |
27.40 |
2.10 |
8.3% |
0.00 |
| Volume |
7,490 |
12,477 |
4,987 |
66.6% |
21,331 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.75 |
1,246.50 |
1,173.75 |
|
| R3 |
1,222.00 |
1,206.75 |
1,163.00 |
|
| R2 |
1,182.25 |
1,182.25 |
1,159.25 |
|
| R1 |
1,167.00 |
1,167.00 |
1,155.75 |
1,174.50 |
| PP |
1,142.50 |
1,142.50 |
1,142.50 |
1,146.25 |
| S1 |
1,127.25 |
1,127.25 |
1,148.25 |
1,135.00 |
| S2 |
1,102.75 |
1,102.75 |
1,144.75 |
|
| S3 |
1,063.00 |
1,087.50 |
1,141.00 |
|
| S4 |
1,023.25 |
1,047.75 |
1,130.25 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.50 |
1,477.75 |
1,183.75 |
|
| R3 |
1,411.25 |
1,330.50 |
1,143.25 |
|
| R2 |
1,264.00 |
1,264.00 |
1,129.75 |
|
| R1 |
1,183.25 |
1,183.25 |
1,116.25 |
1,150.00 |
| PP |
1,116.75 |
1,116.75 |
1,116.75 |
1,100.00 |
| S1 |
1,036.00 |
1,036.00 |
1,089.25 |
1,002.75 |
| S2 |
969.50 |
969.50 |
1,075.75 |
|
| S3 |
822.25 |
888.75 |
1,062.25 |
|
| S4 |
675.00 |
741.50 |
1,021.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,194.75 |
1,050.00 |
144.75 |
12.6% |
50.25 |
4.4% |
70% |
False |
False |
6,076 |
| 10 |
1,205.00 |
1,050.00 |
155.00 |
13.5% |
36.00 |
3.1% |
66% |
False |
False |
4,167 |
| 20 |
1,211.50 |
1,050.00 |
161.50 |
14.0% |
25.00 |
2.2% |
63% |
False |
False |
3,004 |
| 40 |
1,211.50 |
1,050.00 |
161.50 |
14.0% |
18.00 |
1.6% |
63% |
False |
False |
2,088 |
| 60 |
1,211.50 |
1,050.00 |
161.50 |
14.0% |
15.50 |
1.3% |
63% |
False |
False |
1,416 |
| 80 |
1,211.50 |
1,032.25 |
179.25 |
15.6% |
15.00 |
1.3% |
67% |
False |
False |
1,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,326.50 |
|
2.618 |
1,261.50 |
|
1.618 |
1,221.75 |
|
1.000 |
1,197.25 |
|
0.618 |
1,182.00 |
|
HIGH |
1,157.50 |
|
0.618 |
1,142.25 |
|
0.500 |
1,137.50 |
|
0.382 |
1,133.00 |
|
LOW |
1,117.75 |
|
0.618 |
1,093.25 |
|
1.000 |
1,078.00 |
|
1.618 |
1,053.50 |
|
2.618 |
1,013.75 |
|
4.250 |
948.75 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,147.25 |
1,137.00 |
| PP |
1,142.50 |
1,122.00 |
| S1 |
1,137.50 |
1,107.00 |
|