Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,171.75 |
1,163.75 |
-8.00 |
-0.7% |
1,211.25 |
High |
1,175.00 |
1,168.75 |
-6.25 |
-0.5% |
1,216.75 |
Low |
1,154.75 |
1,056.00 |
-98.75 |
-8.6% |
1,176.75 |
Close |
1,164.00 |
1,122.50 |
-41.50 |
-3.6% |
1,183.50 |
Range |
20.25 |
112.75 |
92.50 |
456.8% |
40.00 |
ATR |
17.56 |
24.36 |
6.80 |
38.7% |
0.00 |
Volume |
3,553,338 |
3,057,926 |
-495,412 |
-13.9% |
11,909,751 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.00 |
1,401.00 |
1,184.50 |
|
R3 |
1,341.25 |
1,288.25 |
1,153.50 |
|
R2 |
1,228.50 |
1,228.50 |
1,143.25 |
|
R1 |
1,175.50 |
1,175.50 |
1,132.75 |
1,145.50 |
PP |
1,115.75 |
1,115.75 |
1,115.75 |
1,100.75 |
S1 |
1,062.75 |
1,062.75 |
1,112.25 |
1,033.00 |
S2 |
1,003.00 |
1,003.00 |
1,101.75 |
|
S3 |
890.25 |
950.00 |
1,091.50 |
|
S4 |
777.50 |
837.25 |
1,060.50 |
|
|
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 |
1,056.00 |
152.00 |
13.5% |
42.50 |
3.8% |
44% |
False |
True |
2,657,341 |
10 |
1,216.75 |
1,056.00 |
160.75 |
14.3% |
30.25 |
2.7% |
41% |
False |
True |
2,588,462 |
20 |
1,216.75 |
1,056.00 |
160.75 |
14.3% |
22.25 |
2.0% |
41% |
False |
True |
2,264,086 |
40 |
1,216.75 |
1,056.00 |
160.75 |
14.3% |
16.75 |
1.5% |
41% |
False |
True |
1,972,341 |
60 |
1,216.75 |
1,051.75 |
165.00 |
14.7% |
15.75 |
1.4% |
43% |
False |
False |
1,321,271 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.1% |
16.75 |
1.5% |
48% |
False |
False |
991,420 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.1% |
15.50 |
1.4% |
48% |
False |
False |
793,243 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.1% |
15.00 |
1.3% |
48% |
False |
False |
661,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.00 |
2.618 |
1,464.00 |
1.618 |
1,351.25 |
1.000 |
1,281.50 |
0.618 |
1,238.50 |
HIGH |
1,168.75 |
0.618 |
1,125.75 |
0.500 |
1,112.50 |
0.382 |
1,099.00 |
LOW |
1,056.00 |
0.618 |
986.25 |
1.000 |
943.25 |
1.618 |
873.50 |
2.618 |
760.75 |
4.250 |
576.75 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,119.00 |
1,128.00 |
PP |
1,115.75 |
1,126.00 |
S1 |
1,112.50 |
1,124.25 |
|