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 |
4,815.0 |
4,824.0 |
9.0 |
0.2% |
4,908.0 |
High |
4,821.0 |
4,830.0 |
9.0 |
0.2% |
4,921.0 |
Low |
4,783.0 |
4,794.0 |
11.0 |
0.2% |
4,783.0 |
Close |
4,804.0 |
4,819.0 |
15.0 |
0.3% |
4,819.0 |
Range |
38.0 |
36.0 |
-2.0 |
-5.3% |
138.0 |
ATR |
49.3 |
48.3 |
-0.9 |
-1.9% |
0.0 |
Volume |
29,608 |
39,791 |
10,183 |
34.4% |
127,809 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,922.3 |
4,906.7 |
4,838.8 |
|
R3 |
4,886.3 |
4,870.7 |
4,828.9 |
|
R2 |
4,850.3 |
4,850.3 |
4,825.6 |
|
R1 |
4,834.7 |
4,834.7 |
4,822.3 |
4,824.5 |
PP |
4,814.3 |
4,814.3 |
4,814.3 |
4,809.3 |
S1 |
4,798.7 |
4,798.7 |
4,815.7 |
4,788.5 |
S2 |
4,778.3 |
4,778.3 |
4,812.4 |
|
S3 |
4,742.3 |
4,762.7 |
4,809.1 |
|
S4 |
4,706.3 |
4,726.7 |
4,799.2 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,255.0 |
5,175.0 |
4,894.9 |
|
R3 |
5,117.0 |
5,037.0 |
4,857.0 |
|
R2 |
4,979.0 |
4,979.0 |
4,844.3 |
|
R1 |
4,899.0 |
4,899.0 |
4,831.7 |
4,870.0 |
PP |
4,841.0 |
4,841.0 |
4,841.0 |
4,826.5 |
S1 |
4,761.0 |
4,761.0 |
4,806.4 |
4,732.0 |
S2 |
4,703.0 |
4,703.0 |
4,793.7 |
|
S3 |
4,565.0 |
4,623.0 |
4,781.1 |
|
S4 |
4,427.0 |
4,485.0 |
4,743.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,921.0 |
4,783.0 |
138.0 |
2.9% |
38.0 |
0.8% |
26% |
False |
False |
30,585 |
10 |
5,017.0 |
4,783.0 |
234.0 |
4.9% |
34.6 |
0.7% |
15% |
False |
False |
25,541 |
20 |
5,036.0 |
4,783.0 |
253.0 |
5.3% |
32.7 |
0.7% |
14% |
False |
False |
23,109 |
40 |
5,036.0 |
4,738.0 |
298.0 |
6.2% |
32.9 |
0.7% |
27% |
False |
False |
21,267 |
60 |
5,036.0 |
4,456.0 |
580.0 |
12.0% |
31.2 |
0.6% |
63% |
False |
False |
14,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,983.0 |
2.618 |
4,924.2 |
1.618 |
4,888.2 |
1.000 |
4,866.0 |
0.618 |
4,852.2 |
HIGH |
4,830.0 |
0.618 |
4,816.2 |
0.500 |
4,812.0 |
0.382 |
4,807.8 |
LOW |
4,794.0 |
0.618 |
4,771.8 |
1.000 |
4,758.0 |
1.618 |
4,735.8 |
2.618 |
4,699.8 |
4.250 |
4,641.0 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4,816.7 |
4,814.8 |
PP |
4,814.3 |
4,810.7 |
S1 |
4,812.0 |
4,806.5 |
|