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 |
4,824.0 |
4,768.0 |
-56.0 |
-1.2% |
4,908.0 |
High |
4,830.0 |
4,799.0 |
-31.0 |
-0.6% |
4,921.0 |
Low |
4,794.0 |
4,757.0 |
-37.0 |
-0.8% |
4,783.0 |
Close |
4,819.0 |
4,795.0 |
-24.0 |
-0.5% |
4,819.0 |
Range |
36.0 |
42.0 |
6.0 |
16.7% |
138.0 |
ATR |
48.3 |
49.3 |
1.0 |
2.0% |
0.0 |
Volume |
39,791 |
24,336 |
-15,455 |
-38.8% |
127,809 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,909.7 |
4,894.3 |
4,818.1 |
|
R3 |
4,867.7 |
4,852.3 |
4,806.6 |
|
R2 |
4,825.7 |
4,825.7 |
4,802.7 |
|
R1 |
4,810.3 |
4,810.3 |
4,798.9 |
4,818.0 |
PP |
4,783.7 |
4,783.7 |
4,783.7 |
4,787.5 |
S1 |
4,768.3 |
4,768.3 |
4,791.2 |
4,776.0 |
S2 |
4,741.7 |
4,741.7 |
4,787.3 |
|
S3 |
4,699.7 |
4,726.3 |
4,783.5 |
|
S4 |
4,657.7 |
4,684.3 |
4,771.9 |
|
|
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 |
4,757.0 |
164.0 |
3.4% |
40.2 |
0.8% |
23% |
False |
True |
30,429 |
10 |
4,982.0 |
4,757.0 |
225.0 |
4.7% |
35.5 |
0.7% |
17% |
False |
True |
26,192 |
20 |
5,036.0 |
4,757.0 |
279.0 |
5.8% |
31.3 |
0.7% |
14% |
False |
True |
22,895 |
40 |
5,036.0 |
4,747.0 |
289.0 |
6.0% |
33.2 |
0.7% |
17% |
False |
False |
21,861 |
60 |
5,036.0 |
4,456.0 |
580.0 |
12.1% |
31.7 |
0.7% |
58% |
False |
False |
14,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,977.5 |
2.618 |
4,909.0 |
1.618 |
4,867.0 |
1.000 |
4,841.0 |
0.618 |
4,825.0 |
HIGH |
4,799.0 |
0.618 |
4,783.0 |
0.500 |
4,778.0 |
0.382 |
4,773.0 |
LOW |
4,757.0 |
0.618 |
4,731.0 |
1.000 |
4,715.0 |
1.618 |
4,689.0 |
2.618 |
4,647.0 |
4.250 |
4,578.5 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,789.3 |
4,794.5 |
PP |
4,783.7 |
4,794.0 |
S1 |
4,778.0 |
4,793.5 |
|