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 |
4,635.0 |
4,405.0 |
-230.0 |
-5.0% |
4,768.0 |
High |
4,641.0 |
4,560.0 |
-81.0 |
-1.7% |
4,814.0 |
Low |
4,567.0 |
4,405.0 |
-162.0 |
-3.5% |
4,405.0 |
Close |
4,574.0 |
4,474.0 |
-100.0 |
-2.2% |
4,474.0 |
Range |
74.0 |
155.0 |
81.0 |
109.5% |
409.0 |
ATR |
60.3 |
68.1 |
7.8 |
12.9% |
0.0 |
Volume |
39,346 |
70,095 |
30,749 |
78.2% |
195,705 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,944.7 |
4,864.3 |
4,559.3 |
|
R3 |
4,789.7 |
4,709.3 |
4,516.6 |
|
R2 |
4,634.7 |
4,634.7 |
4,502.4 |
|
R1 |
4,554.3 |
4,554.3 |
4,488.2 |
4,594.5 |
PP |
4,479.7 |
4,479.7 |
4,479.7 |
4,499.8 |
S1 |
4,399.3 |
4,399.3 |
4,459.8 |
4,439.5 |
S2 |
4,324.7 |
4,324.7 |
4,445.6 |
|
S3 |
4,169.7 |
4,244.3 |
4,431.4 |
|
S4 |
4,014.7 |
4,089.3 |
4,388.8 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,791.3 |
5,541.7 |
4,699.0 |
|
R3 |
5,382.3 |
5,132.7 |
4,586.5 |
|
R2 |
4,973.3 |
4,973.3 |
4,549.0 |
|
R1 |
4,723.7 |
4,723.7 |
4,511.5 |
4,644.0 |
PP |
4,564.3 |
4,564.3 |
4,564.3 |
4,524.5 |
S1 |
4,314.7 |
4,314.7 |
4,436.5 |
4,235.0 |
S2 |
4,155.3 |
4,155.3 |
4,399.0 |
|
S3 |
3,746.3 |
3,905.7 |
4,361.5 |
|
S4 |
3,337.3 |
3,496.7 |
4,249.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,814.0 |
4,405.0 |
409.0 |
9.1% |
81.2 |
1.8% |
17% |
False |
True |
39,141 |
10 |
4,921.0 |
4,405.0 |
516.0 |
11.5% |
59.6 |
1.3% |
13% |
False |
True |
34,863 |
20 |
5,036.0 |
4,405.0 |
631.0 |
14.1% |
43.9 |
1.0% |
11% |
False |
True |
27,180 |
40 |
5,036.0 |
4,405.0 |
631.0 |
14.1% |
39.5 |
0.9% |
11% |
False |
True |
26,077 |
60 |
5,036.0 |
4,405.0 |
631.0 |
14.1% |
36.0 |
0.8% |
11% |
False |
True |
17,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,218.8 |
2.618 |
4,965.8 |
1.618 |
4,810.8 |
1.000 |
4,715.0 |
0.618 |
4,655.8 |
HIGH |
4,560.0 |
0.618 |
4,500.8 |
0.500 |
4,482.5 |
0.382 |
4,464.2 |
LOW |
4,405.0 |
0.618 |
4,309.2 |
1.000 |
4,250.0 |
1.618 |
4,154.2 |
2.618 |
3,999.2 |
4.250 |
3,746.3 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,482.5 |
4,549.0 |
PP |
4,479.7 |
4,524.0 |
S1 |
4,476.8 |
4,499.0 |
|