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 |
6,112.5 |
6,182.0 |
69.5 |
1.1% |
6,288.5 |
High |
6,207.5 |
6,206.0 |
-1.5 |
0.0% |
6,347.0 |
Low |
6,093.5 |
5,997.5 |
-96.0 |
-1.6% |
6,032.5 |
Close |
6,172.0 |
6,016.0 |
-156.0 |
-2.5% |
6,130.5 |
Range |
114.0 |
208.5 |
94.5 |
82.9% |
314.5 |
ATR |
102.8 |
110.3 |
7.6 |
7.4% |
0.0 |
Volume |
136,404 |
279,947 |
143,543 |
105.2% |
1,073,339 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,698.7 |
6,565.8 |
6,130.7 |
|
R3 |
6,490.2 |
6,357.3 |
6,073.3 |
|
R2 |
6,281.7 |
6,281.7 |
6,054.2 |
|
R1 |
6,148.8 |
6,148.8 |
6,035.1 |
6,111.0 |
PP |
6,073.2 |
6,073.2 |
6,073.2 |
6,054.3 |
S1 |
5,940.3 |
5,940.3 |
5,996.9 |
5,902.5 |
S2 |
5,864.7 |
5,864.7 |
5,977.8 |
|
S3 |
5,656.2 |
5,731.8 |
5,958.7 |
|
S4 |
5,447.7 |
5,523.3 |
5,901.3 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,113.5 |
6,936.5 |
6,303.5 |
|
R3 |
6,799.0 |
6,622.0 |
6,217.0 |
|
R2 |
6,484.5 |
6,484.5 |
6,188.2 |
|
R1 |
6,307.5 |
6,307.5 |
6,159.3 |
6,238.8 |
PP |
6,170.0 |
6,170.0 |
6,170.0 |
6,135.6 |
S1 |
5,993.0 |
5,993.0 |
6,101.7 |
5,924.3 |
S2 |
5,855.5 |
5,855.5 |
6,072.8 |
|
S3 |
5,541.0 |
5,678.5 |
6,044.0 |
|
S4 |
5,226.5 |
5,364.0 |
5,957.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,218.0 |
5,997.5 |
220.5 |
3.7% |
135.5 |
2.3% |
8% |
False |
True |
220,023 |
10 |
6,347.0 |
5,997.5 |
349.5 |
5.8% |
130.2 |
2.2% |
5% |
False |
True |
205,224 |
20 |
6,347.0 |
5,997.5 |
349.5 |
5.8% |
102.3 |
1.7% |
5% |
False |
True |
173,380 |
40 |
6,347.0 |
5,846.5 |
500.5 |
8.3% |
83.0 |
1.4% |
34% |
False |
False |
129,667 |
60 |
6,347.0 |
5,433.0 |
914.0 |
15.2% |
84.3 |
1.4% |
64% |
False |
False |
86,662 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
92.4 |
1.5% |
65% |
False |
False |
65,103 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
87.6 |
1.5% |
65% |
False |
False |
52,330 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
84.3 |
1.4% |
65% |
False |
False |
43,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,092.1 |
2.618 |
6,751.9 |
1.618 |
6,543.4 |
1.000 |
6,414.5 |
0.618 |
6,334.9 |
HIGH |
6,206.0 |
0.618 |
6,126.4 |
0.500 |
6,101.8 |
0.382 |
6,077.1 |
LOW |
5,997.5 |
0.618 |
5,868.6 |
1.000 |
5,789.0 |
1.618 |
5,660.1 |
2.618 |
5,451.6 |
4.250 |
5,111.4 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
6,101.8 |
6,107.8 |
PP |
6,073.2 |
6,077.2 |
S1 |
6,044.6 |
6,046.6 |
|