| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
11,168.23 |
11,009.60 |
-158.63 |
-1.4% |
11,205.11 |
| High |
11,197.93 |
11,177.67 |
-20.26 |
-0.2% |
11,258.01 |
| Low |
10,999.69 |
11,009.60 |
9.91 |
0.1% |
10,965.38 |
| Close |
11,008.61 |
11,151.83 |
143.22 |
1.3% |
11,008.61 |
| Range |
198.24 |
168.07 |
-30.17 |
-15.2% |
292.63 |
| ATR |
115.26 |
119.11 |
3.84 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,617.24 |
11,552.61 |
11,244.27 |
|
| R3 |
11,449.17 |
11,384.54 |
11,198.05 |
|
| R2 |
11,281.10 |
11,281.10 |
11,182.64 |
|
| R1 |
11,216.47 |
11,216.47 |
11,167.24 |
11,248.79 |
| PP |
11,113.03 |
11,113.03 |
11,113.03 |
11,129.19 |
| S1 |
11,048.40 |
11,048.40 |
11,136.42 |
11,080.72 |
| S2 |
10,944.96 |
10,944.96 |
11,121.02 |
|
| S3 |
10,776.89 |
10,880.33 |
11,105.61 |
|
| S4 |
10,608.82 |
10,712.26 |
11,059.39 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,955.22 |
11,774.55 |
11,169.56 |
|
| R3 |
11,662.59 |
11,481.92 |
11,089.08 |
|
| R2 |
11,369.96 |
11,369.96 |
11,062.26 |
|
| R1 |
11,189.29 |
11,189.29 |
11,035.43 |
11,133.31 |
| PP |
11,077.33 |
11,077.33 |
11,077.33 |
11,049.35 |
| S1 |
10,896.66 |
10,896.66 |
10,981.79 |
10,840.68 |
| S2 |
10,784.70 |
10,784.70 |
10,954.96 |
|
| S3 |
10,492.07 |
10,604.03 |
10,928.14 |
|
| S4 |
10,199.44 |
10,311.40 |
10,847.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,218.86 |
10,965.38 |
253.48 |
2.3% |
176.16 |
1.6% |
74% |
False |
False |
|
| 10 |
11,258.01 |
10,965.38 |
292.63 |
2.6% |
133.16 |
1.2% |
64% |
False |
False |
|
| 20 |
11,258.01 |
10,844.09 |
413.92 |
3.7% |
113.85 |
1.0% |
74% |
False |
False |
|
| 40 |
11,258.01 |
10,507.17 |
750.84 |
6.7% |
97.98 |
0.9% |
86% |
False |
False |
|
| 60 |
11,258.01 |
9,835.09 |
1,422.92 |
12.8% |
106.60 |
1.0% |
93% |
False |
False |
|
| 80 |
11,258.01 |
9,835.09 |
1,422.92 |
12.8% |
115.48 |
1.0% |
93% |
False |
False |
|
| 100 |
11,258.01 |
9,835.09 |
1,422.92 |
12.8% |
109.64 |
1.0% |
93% |
False |
False |
|
| 120 |
11,258.01 |
9,835.09 |
1,422.92 |
12.8% |
112.48 |
1.0% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,891.97 |
|
2.618 |
11,617.68 |
|
1.618 |
11,449.61 |
|
1.000 |
11,345.74 |
|
0.618 |
11,281.54 |
|
HIGH |
11,177.67 |
|
0.618 |
11,113.47 |
|
0.500 |
11,093.64 |
|
0.382 |
11,073.80 |
|
LOW |
11,009.60 |
|
0.618 |
10,905.73 |
|
1.000 |
10,841.53 |
|
1.618 |
10,737.66 |
|
2.618 |
10,569.59 |
|
4.250 |
10,295.30 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,132.43 |
11,134.16 |
| PP |
11,113.03 |
11,116.48 |
| S1 |
11,093.64 |
11,098.81 |
|