Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
6,182.0 |
6,023.5 |
-158.5 |
-2.6% |
6,288.5 |
High |
6,206.0 |
6,039.0 |
-167.0 |
-2.7% |
6,347.0 |
Low |
5,997.5 |
5,941.0 |
-56.5 |
-0.9% |
6,032.5 |
Close |
6,016.0 |
5,972.5 |
-43.5 |
-0.7% |
6,130.5 |
Range |
208.5 |
98.0 |
-110.5 |
-53.0% |
314.5 |
ATR |
110.3 |
109.4 |
-0.9 |
-0.8% |
0.0 |
Volume |
279,947 |
282,983 |
3,036 |
1.1% |
1,073,339 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,278.2 |
6,223.3 |
6,026.4 |
|
R3 |
6,180.2 |
6,125.3 |
5,999.5 |
|
R2 |
6,082.2 |
6,082.2 |
5,990.5 |
|
R1 |
6,027.3 |
6,027.3 |
5,981.5 |
6,005.8 |
PP |
5,984.2 |
5,984.2 |
5,984.2 |
5,973.4 |
S1 |
5,929.3 |
5,929.3 |
5,963.5 |
5,907.8 |
S2 |
5,886.2 |
5,886.2 |
5,954.5 |
|
S3 |
5,788.2 |
5,831.3 |
5,945.6 |
|
S4 |
5,690.2 |
5,733.3 |
5,918.6 |
|
|
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 |
5,941.0 |
277.0 |
4.6% |
127.8 |
2.1% |
11% |
False |
True |
213,349 |
10 |
6,347.0 |
5,941.0 |
406.0 |
6.8% |
133.0 |
2.2% |
8% |
False |
True |
218,394 |
20 |
6,347.0 |
5,941.0 |
406.0 |
6.8% |
104.0 |
1.7% |
8% |
False |
True |
182,246 |
40 |
6,347.0 |
5,846.5 |
500.5 |
8.4% |
84.4 |
1.4% |
25% |
False |
False |
136,720 |
60 |
6,347.0 |
5,469.0 |
878.0 |
14.7% |
84.5 |
1.4% |
57% |
False |
False |
91,341 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
92.9 |
1.6% |
60% |
False |
False |
68,638 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
87.2 |
1.5% |
60% |
False |
False |
55,150 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
85.0 |
1.4% |
60% |
False |
False |
45,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,455.5 |
2.618 |
6,295.6 |
1.618 |
6,197.6 |
1.000 |
6,137.0 |
0.618 |
6,099.6 |
HIGH |
6,039.0 |
0.618 |
6,001.6 |
0.500 |
5,990.0 |
0.382 |
5,978.4 |
LOW |
5,941.0 |
0.618 |
5,880.4 |
1.000 |
5,843.0 |
1.618 |
5,782.4 |
2.618 |
5,684.4 |
4.250 |
5,524.5 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,990.0 |
6,074.3 |
PP |
5,984.2 |
6,040.3 |
S1 |
5,978.3 |
6,006.4 |
|