Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5,563.5 |
5,582.0 |
18.5 |
0.3% |
5,737.5 |
High |
5,603.0 |
5,607.0 |
4.0 |
0.1% |
5,761.0 |
Low |
5,540.0 |
5,453.0 |
-87.0 |
-1.6% |
5,453.0 |
Close |
5,596.0 |
5,507.5 |
-88.5 |
-1.6% |
5,507.5 |
Range |
63.0 |
154.0 |
91.0 |
144.4% |
308.0 |
ATR |
82.4 |
87.5 |
5.1 |
6.2% |
0.0 |
Volume |
198,985 |
115,210 |
-83,775 |
-42.1% |
653,118 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,984.5 |
5,900.0 |
5,592.0 |
|
R3 |
5,830.5 |
5,746.0 |
5,550.0 |
|
R2 |
5,676.5 |
5,676.5 |
5,535.5 |
|
R1 |
5,592.0 |
5,592.0 |
5,521.5 |
5,557.0 |
PP |
5,522.5 |
5,522.5 |
5,522.5 |
5,505.0 |
S1 |
5,438.0 |
5,438.0 |
5,493.5 |
5,403.0 |
S2 |
5,368.5 |
5,368.5 |
5,479.5 |
|
S3 |
5,214.5 |
5,284.0 |
5,465.0 |
|
S4 |
5,060.5 |
5,130.0 |
5,423.0 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,498.0 |
6,310.5 |
5,677.0 |
|
R3 |
6,190.0 |
6,002.5 |
5,592.0 |
|
R2 |
5,882.0 |
5,882.0 |
5,564.0 |
|
R1 |
5,694.5 |
5,694.5 |
5,535.5 |
5,634.0 |
PP |
5,574.0 |
5,574.0 |
5,574.0 |
5,543.5 |
S1 |
5,386.5 |
5,386.5 |
5,479.5 |
5,326.0 |
S2 |
5,266.0 |
5,266.0 |
5,451.0 |
|
S3 |
4,958.0 |
5,078.5 |
5,423.0 |
|
S4 |
4,650.0 |
4,770.5 |
5,338.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,761.0 |
5,453.0 |
308.0 |
5.6% |
120.5 |
2.2% |
18% |
False |
True |
130,623 |
10 |
5,761.0 |
5,453.0 |
308.0 |
5.6% |
102.0 |
1.9% |
18% |
False |
True |
124,970 |
20 |
5,800.0 |
5,453.0 |
347.0 |
6.3% |
79.5 |
1.4% |
16% |
False |
True |
106,373 |
40 |
5,800.0 |
5,442.0 |
358.0 |
6.5% |
66.0 |
1.2% |
18% |
False |
False |
98,087 |
60 |
5,800.0 |
4,947.0 |
853.0 |
15.5% |
66.0 |
1.2% |
66% |
False |
False |
65,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,261.5 |
2.618 |
6,010.0 |
1.618 |
5,856.0 |
1.000 |
5,761.0 |
0.618 |
5,702.0 |
HIGH |
5,607.0 |
0.618 |
5,548.0 |
0.500 |
5,530.0 |
0.382 |
5,512.0 |
LOW |
5,453.0 |
0.618 |
5,358.0 |
1.000 |
5,299.0 |
1.618 |
5,204.0 |
2.618 |
5,050.0 |
4.250 |
4,798.5 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5,530.0 |
5,530.0 |
PP |
5,522.5 |
5,522.5 |
S1 |
5,515.0 |
5,515.0 |
|