Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
5,250.0 |
5,111.0 |
-139.0 |
-2.6% |
5,507.0 |
High |
5,353.0 |
5,252.0 |
-101.0 |
-1.9% |
5,512.0 |
Low |
4,801.0 |
5,020.0 |
219.0 |
4.6% |
4,801.0 |
Close |
5,263.5 |
5,100.5 |
-163.0 |
-3.1% |
5,100.5 |
Range |
552.0 |
232.0 |
-320.0 |
-58.0% |
711.0 |
ATR |
127.3 |
135.6 |
8.3 |
6.5% |
0.0 |
Volume |
189,163 |
231,947 |
42,784 |
22.6% |
615,678 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,820.0 |
5,692.5 |
5,228.0 |
|
R3 |
5,588.0 |
5,460.5 |
5,164.5 |
|
R2 |
5,356.0 |
5,356.0 |
5,143.0 |
|
R1 |
5,228.5 |
5,228.5 |
5,122.0 |
5,176.0 |
PP |
5,124.0 |
5,124.0 |
5,124.0 |
5,098.0 |
S1 |
4,996.5 |
4,996.5 |
5,079.0 |
4,944.0 |
S2 |
4,892.0 |
4,892.0 |
5,058.0 |
|
S3 |
4,660.0 |
4,764.5 |
5,036.5 |
|
S4 |
4,428.0 |
4,532.5 |
4,973.0 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,271.0 |
6,896.5 |
5,491.5 |
|
R3 |
6,560.0 |
6,185.5 |
5,296.0 |
|
R2 |
5,849.0 |
5,849.0 |
5,231.0 |
|
R1 |
5,474.5 |
5,474.5 |
5,165.5 |
5,306.0 |
PP |
5,138.0 |
5,138.0 |
5,138.0 |
5,053.5 |
S1 |
4,763.5 |
4,763.5 |
5,035.5 |
4,595.0 |
S2 |
4,427.0 |
4,427.0 |
4,970.0 |
|
S3 |
3,716.0 |
4,052.5 |
4,905.0 |
|
S4 |
3,005.0 |
3,341.5 |
4,709.5 |
|
|
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 |
4,801.0 |
806.0 |
15.8% |
243.5 |
4.8% |
37% |
False |
False |
146,177 |
10 |
5,761.0 |
4,801.0 |
960.0 |
18.8% |
176.5 |
3.5% |
31% |
False |
False |
140,858 |
20 |
5,800.0 |
4,801.0 |
999.0 |
19.6% |
121.5 |
2.4% |
30% |
False |
False |
117,472 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.6% |
87.5 |
1.7% |
30% |
False |
False |
113,177 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.6% |
78.5 |
1.5% |
30% |
False |
False |
75,729 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.6% |
67.0 |
1.3% |
30% |
False |
False |
56,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,238.0 |
2.618 |
5,859.5 |
1.618 |
5,627.5 |
1.000 |
5,484.0 |
0.618 |
5,395.5 |
HIGH |
5,252.0 |
0.618 |
5,163.5 |
0.500 |
5,136.0 |
0.382 |
5,108.5 |
LOW |
5,020.0 |
0.618 |
4,876.5 |
1.000 |
4,788.0 |
1.618 |
4,644.5 |
2.618 |
4,412.5 |
4.250 |
4,034.0 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,136.0 |
5,105.0 |
PP |
5,124.0 |
5,103.5 |
S1 |
5,112.5 |
5,102.0 |
|