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 |
5,507.0 |
5,398.0 |
-109.0 |
-2.0% |
5,737.5 |
High |
5,512.0 |
5,408.5 |
-103.5 |
-1.9% |
5,761.0 |
Low |
5,358.0 |
5,284.0 |
-74.0 |
-1.4% |
5,453.0 |
Close |
5,376.0 |
5,329.0 |
-47.0 |
-0.9% |
5,507.5 |
Range |
154.0 |
124.5 |
-29.5 |
-19.2% |
308.0 |
ATR |
92.3 |
94.6 |
2.3 |
2.5% |
0.0 |
Volume |
0 |
194,568 |
194,568 |
|
653,118 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,714.0 |
5,646.0 |
5,397.5 |
|
R3 |
5,589.5 |
5,521.5 |
5,363.0 |
|
R2 |
5,465.0 |
5,465.0 |
5,352.0 |
|
R1 |
5,397.0 |
5,397.0 |
5,340.5 |
5,369.0 |
PP |
5,340.5 |
5,340.5 |
5,340.5 |
5,326.5 |
S1 |
5,272.5 |
5,272.5 |
5,317.5 |
5,244.0 |
S2 |
5,216.0 |
5,216.0 |
5,306.0 |
|
S3 |
5,091.5 |
5,148.0 |
5,295.0 |
|
S4 |
4,967.0 |
5,023.5 |
5,260.5 |
|
|
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 |
5,607.0 |
5,284.0 |
323.0 |
6.1% |
120.5 |
2.3% |
14% |
False |
True |
130,490 |
10 |
5,761.0 |
5,284.0 |
477.0 |
9.0% |
118.0 |
2.2% |
9% |
False |
True |
119,185 |
20 |
5,800.0 |
5,284.0 |
516.0 |
9.7% |
88.5 |
1.7% |
9% |
False |
True |
105,456 |
40 |
5,800.0 |
5,284.0 |
516.0 |
9.7% |
70.5 |
1.3% |
9% |
False |
True |
102,836 |
60 |
5,800.0 |
4,947.0 |
853.0 |
16.0% |
68.0 |
1.3% |
45% |
False |
False |
68,712 |
80 |
5,800.0 |
4,947.0 |
853.0 |
16.0% |
58.0 |
1.1% |
45% |
False |
False |
51,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,937.5 |
2.618 |
5,734.5 |
1.618 |
5,610.0 |
1.000 |
5,533.0 |
0.618 |
5,485.5 |
HIGH |
5,408.5 |
0.618 |
5,361.0 |
0.500 |
5,346.0 |
0.382 |
5,331.5 |
LOW |
5,284.0 |
0.618 |
5,207.0 |
1.000 |
5,159.5 |
1.618 |
5,082.5 |
2.618 |
4,958.0 |
4.250 |
4,755.0 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,346.0 |
5,445.5 |
PP |
5,340.5 |
5,406.5 |
S1 |
5,335.0 |
5,368.0 |
|