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 |
1,168.0 |
1,181.0 |
13.0 |
1.1% |
1,158.5 |
High |
1,182.5 |
1,188.4 |
5.9 |
0.5% |
1,182.5 |
Low |
1,167.8 |
1,177.1 |
9.3 |
0.8% |
1,146.6 |
Close |
1,180.7 |
1,183.3 |
2.6 |
0.2% |
1,180.7 |
Range |
14.7 |
11.3 |
-3.4 |
-23.1% |
35.9 |
ATR |
16.2 |
15.9 |
-0.4 |
-2.2% |
0.0 |
Volume |
109,655 |
120,949 |
11,294 |
10.3% |
692,788 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.8 |
1,211.4 |
1,189.5 |
|
R3 |
1,205.5 |
1,200.1 |
1,186.4 |
|
R2 |
1,194.2 |
1,194.2 |
1,185.4 |
|
R1 |
1,188.8 |
1,188.8 |
1,184.3 |
1,191.5 |
PP |
1,182.9 |
1,182.9 |
1,182.9 |
1,184.3 |
S1 |
1,177.5 |
1,177.5 |
1,182.3 |
1,180.2 |
S2 |
1,171.6 |
1,171.6 |
1,181.2 |
|
S3 |
1,160.3 |
1,166.2 |
1,180.2 |
|
S4 |
1,149.0 |
1,154.9 |
1,177.1 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.6 |
1,265.1 |
1,200.4 |
|
R3 |
1,241.7 |
1,229.2 |
1,190.6 |
|
R2 |
1,205.8 |
1,205.8 |
1,187.3 |
|
R1 |
1,193.3 |
1,193.3 |
1,184.0 |
1,199.6 |
PP |
1,169.9 |
1,169.9 |
1,169.9 |
1,173.1 |
S1 |
1,157.4 |
1,157.4 |
1,177.4 |
1,163.7 |
S2 |
1,134.0 |
1,134.0 |
1,174.1 |
|
S3 |
1,098.1 |
1,121.5 |
1,170.8 |
|
S4 |
1,062.2 |
1,085.6 |
1,161.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,188.4 |
1,146.6 |
41.8 |
3.5% |
15.3 |
1.3% |
88% |
True |
False |
133,856 |
10 |
1,188.4 |
1,132.0 |
56.4 |
4.8% |
15.3 |
1.3% |
91% |
True |
False |
130,921 |
20 |
1,188.4 |
1,123.5 |
64.9 |
5.5% |
15.6 |
1.3% |
92% |
True |
False |
130,520 |
40 |
1,188.4 |
1,086.1 |
102.3 |
8.6% |
16.1 |
1.4% |
95% |
True |
False |
85,504 |
60 |
1,188.4 |
1,045.6 |
142.8 |
12.1% |
17.3 |
1.5% |
96% |
True |
False |
58,974 |
80 |
1,188.4 |
1,045.6 |
142.8 |
12.1% |
18.3 |
1.5% |
96% |
True |
False |
45,200 |
100 |
1,188.4 |
1,045.6 |
142.8 |
12.1% |
18.9 |
1.6% |
96% |
True |
False |
36,697 |
120 |
1,230.0 |
1,045.6 |
184.4 |
15.6% |
19.4 |
1.6% |
75% |
False |
False |
31,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.4 |
2.618 |
1,218.0 |
1.618 |
1,206.7 |
1.000 |
1,199.7 |
0.618 |
1,195.4 |
HIGH |
1,188.4 |
0.618 |
1,184.1 |
0.500 |
1,182.8 |
0.382 |
1,181.4 |
LOW |
1,177.1 |
0.618 |
1,170.1 |
1.000 |
1,165.8 |
1.618 |
1,158.8 |
2.618 |
1,147.5 |
4.250 |
1,129.1 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,183.1 |
1,180.6 |
PP |
1,182.9 |
1,178.0 |
S1 |
1,182.8 |
1,175.3 |
|