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 |
4,805.0 |
4,641.0 |
-164.0 |
-3.4% |
4,908.0 |
High |
4,814.0 |
4,693.0 |
-121.0 |
-2.5% |
4,921.0 |
Low |
4,734.0 |
4,638.0 |
-96.0 |
-2.0% |
4,783.0 |
Close |
4,744.0 |
4,691.0 |
-53.0 |
-1.1% |
4,819.0 |
Range |
80.0 |
55.0 |
-25.0 |
-31.3% |
138.0 |
ATR |
51.5 |
55.4 |
3.9 |
7.6% |
0.0 |
Volume |
26,991 |
34,937 |
7,946 |
29.4% |
127,809 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,839.0 |
4,820.0 |
4,721.3 |
|
R3 |
4,784.0 |
4,765.0 |
4,706.1 |
|
R2 |
4,729.0 |
4,729.0 |
4,701.1 |
|
R1 |
4,710.0 |
4,710.0 |
4,696.0 |
4,719.5 |
PP |
4,674.0 |
4,674.0 |
4,674.0 |
4,678.8 |
S1 |
4,655.0 |
4,655.0 |
4,686.0 |
4,664.5 |
S2 |
4,619.0 |
4,619.0 |
4,680.9 |
|
S3 |
4,564.0 |
4,600.0 |
4,675.9 |
|
S4 |
4,509.0 |
4,545.0 |
4,660.8 |
|
|
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 |
4,830.0 |
4,638.0 |
192.0 |
4.1% |
50.2 |
1.1% |
28% |
False |
True |
31,132 |
10 |
4,982.0 |
4,638.0 |
344.0 |
7.3% |
43.0 |
0.9% |
15% |
False |
True |
28,558 |
20 |
5,036.0 |
4,638.0 |
398.0 |
8.5% |
34.5 |
0.7% |
13% |
False |
True |
23,725 |
40 |
5,036.0 |
4,638.0 |
398.0 |
8.5% |
35.5 |
0.8% |
13% |
False |
True |
23,393 |
60 |
5,036.0 |
4,456.0 |
580.0 |
12.4% |
33.2 |
0.7% |
41% |
False |
False |
15,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,926.8 |
2.618 |
4,837.0 |
1.618 |
4,782.0 |
1.000 |
4,748.0 |
0.618 |
4,727.0 |
HIGH |
4,693.0 |
0.618 |
4,672.0 |
0.500 |
4,665.5 |
0.382 |
4,659.0 |
LOW |
4,638.0 |
0.618 |
4,604.0 |
1.000 |
4,583.0 |
1.618 |
4,549.0 |
2.618 |
4,494.0 |
4.250 |
4,404.3 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,682.5 |
4,726.0 |
PP |
4,674.0 |
4,714.3 |
S1 |
4,665.5 |
4,702.7 |
|