Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,641.0 |
4,635.0 |
-6.0 |
-0.1% |
4,908.0 |
High |
4,693.0 |
4,641.0 |
-52.0 |
-1.1% |
4,921.0 |
Low |
4,638.0 |
4,567.0 |
-71.0 |
-1.5% |
4,783.0 |
Close |
4,691.0 |
4,574.0 |
-117.0 |
-2.5% |
4,819.0 |
Range |
55.0 |
74.0 |
19.0 |
34.5% |
138.0 |
ATR |
55.4 |
60.3 |
4.9 |
8.8% |
0.0 |
Volume |
34,937 |
39,346 |
4,409 |
12.6% |
127,809 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,816.0 |
4,769.0 |
4,614.7 |
|
R3 |
4,742.0 |
4,695.0 |
4,594.4 |
|
R2 |
4,668.0 |
4,668.0 |
4,587.6 |
|
R1 |
4,621.0 |
4,621.0 |
4,580.8 |
4,607.5 |
PP |
4,594.0 |
4,594.0 |
4,594.0 |
4,587.3 |
S1 |
4,547.0 |
4,547.0 |
4,567.2 |
4,533.5 |
S2 |
4,520.0 |
4,520.0 |
4,560.4 |
|
S3 |
4,446.0 |
4,473.0 |
4,553.7 |
|
S4 |
4,372.0 |
4,399.0 |
4,533.3 |
|
|
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 |
4,567.0 |
263.0 |
5.7% |
57.4 |
1.3% |
3% |
False |
True |
33,080 |
10 |
4,936.0 |
4,567.0 |
369.0 |
8.1% |
48.5 |
1.1% |
2% |
False |
True |
30,243 |
20 |
5,036.0 |
4,567.0 |
469.0 |
10.3% |
37.2 |
0.8% |
1% |
False |
True |
24,778 |
40 |
5,036.0 |
4,567.0 |
469.0 |
10.3% |
36.4 |
0.8% |
1% |
False |
True |
24,352 |
60 |
5,036.0 |
4,456.0 |
580.0 |
12.7% |
33.9 |
0.7% |
20% |
False |
False |
16,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,955.5 |
2.618 |
4,834.7 |
1.618 |
4,760.7 |
1.000 |
4,715.0 |
0.618 |
4,686.7 |
HIGH |
4,641.0 |
0.618 |
4,612.7 |
0.500 |
4,604.0 |
0.382 |
4,595.3 |
LOW |
4,567.0 |
0.618 |
4,521.3 |
1.000 |
4,493.0 |
1.618 |
4,447.3 |
2.618 |
4,373.3 |
4.250 |
4,252.5 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,604.0 |
4,690.5 |
PP |
4,594.0 |
4,651.7 |
S1 |
4,584.0 |
4,612.8 |
|