Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,184.50 |
1,198.25 |
13.75 |
1.2% |
1,211.25 |
High |
1,202.00 |
1,199.75 |
-2.25 |
-0.2% |
1,216.75 |
Low |
1,183.75 |
1,164.25 |
-19.50 |
-1.6% |
1,176.75 |
Close |
1,198.50 |
1,172.50 |
-26.00 |
-2.2% |
1,183.50 |
Range |
18.25 |
35.50 |
17.25 |
94.5% |
40.00 |
ATR |
15.96 |
17.36 |
1.40 |
8.7% |
0.00 |
Volume |
2,897,399 |
1,797,282 |
-1,100,117 |
-38.0% |
11,909,751 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.25 |
1,264.50 |
1,192.00 |
|
R3 |
1,249.75 |
1,229.00 |
1,182.25 |
|
R2 |
1,214.25 |
1,214.25 |
1,179.00 |
|
R1 |
1,193.50 |
1,193.50 |
1,175.75 |
1,186.00 |
PP |
1,178.75 |
1,178.75 |
1,178.75 |
1,175.25 |
S1 |
1,158.00 |
1,158.00 |
1,169.25 |
1,150.50 |
S2 |
1,143.25 |
1,143.25 |
1,166.00 |
|
S3 |
1,107.75 |
1,122.50 |
1,162.75 |
|
S4 |
1,072.25 |
1,087.00 |
1,153.00 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.25 |
1,288.00 |
1,205.50 |
|
R3 |
1,272.25 |
1,248.00 |
1,194.50 |
|
R2 |
1,232.25 |
1,232.25 |
1,190.75 |
|
R1 |
1,208.00 |
1,208.00 |
1,187.25 |
1,200.00 |
PP |
1,192.25 |
1,192.25 |
1,192.25 |
1,188.50 |
S1 |
1,168.00 |
1,168.00 |
1,179.75 |
1,160.00 |
S2 |
1,152.25 |
1,152.25 |
1,176.25 |
|
S3 |
1,112.25 |
1,128.00 |
1,172.50 |
|
S4 |
1,072.25 |
1,088.00 |
1,161.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.00 |
1,164.25 |
43.75 |
3.7% |
22.50 |
1.9% |
19% |
False |
True |
2,624,775 |
10 |
1,216.75 |
1,164.25 |
52.50 |
4.5% |
20.50 |
1.8% |
16% |
False |
True |
2,297,645 |
20 |
1,216.75 |
1,164.25 |
52.50 |
4.5% |
16.75 |
1.4% |
16% |
False |
True |
2,111,876 |
40 |
1,216.75 |
1,127.00 |
89.75 |
7.7% |
14.00 |
1.2% |
51% |
False |
False |
1,811,019 |
60 |
1,216.75 |
1,048.00 |
168.75 |
14.4% |
14.25 |
1.2% |
74% |
False |
False |
1,211,173 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.4% |
15.50 |
1.3% |
75% |
False |
False |
908,808 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.4% |
14.50 |
1.2% |
75% |
False |
False |
727,131 |
120 |
1,216.75 |
1,036.25 |
180.50 |
15.4% |
14.00 |
1.2% |
75% |
False |
False |
605,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.50 |
2.618 |
1,292.75 |
1.618 |
1,257.25 |
1.000 |
1,235.25 |
0.618 |
1,221.75 |
HIGH |
1,199.75 |
0.618 |
1,186.25 |
0.500 |
1,182.00 |
0.382 |
1,177.75 |
LOW |
1,164.25 |
0.618 |
1,142.25 |
1.000 |
1,128.75 |
1.618 |
1,106.75 |
2.618 |
1,071.25 |
4.250 |
1,013.50 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,182.00 |
1,186.00 |
PP |
1,178.75 |
1,181.50 |
S1 |
1,175.75 |
1,177.00 |
|