Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,972 |
11,101 |
129 |
1.2% |
11,139 |
High |
11,131 |
11,115 |
-16 |
-0.1% |
11,206 |
Low |
10,963 |
10,818 |
-145 |
-1.3% |
10,916 |
Close |
11,102 |
10,892 |
-210 |
-1.9% |
10,960 |
Range |
168 |
297 |
129 |
76.8% |
290 |
ATR |
125 |
137 |
12 |
9.9% |
0 |
Volume |
163,516 |
115,450 |
-48,066 |
-29.4% |
722,963 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,833 |
11,659 |
11,055 |
|
R3 |
11,536 |
11,362 |
10,974 |
|
R2 |
11,239 |
11,239 |
10,947 |
|
R1 |
11,065 |
11,065 |
10,919 |
11,004 |
PP |
10,942 |
10,942 |
10,942 |
10,911 |
S1 |
10,768 |
10,768 |
10,865 |
10,707 |
S2 |
10,645 |
10,645 |
10,838 |
|
S3 |
10,348 |
10,471 |
10,810 |
|
S4 |
10,051 |
10,174 |
10,729 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,897 |
11,719 |
11,120 |
|
R3 |
11,607 |
11,429 |
11,040 |
|
R2 |
11,317 |
11,317 |
11,013 |
|
R1 |
11,139 |
11,139 |
10,987 |
11,083 |
PP |
11,027 |
11,027 |
11,027 |
11,000 |
S1 |
10,849 |
10,849 |
10,934 |
10,793 |
S2 |
10,737 |
10,737 |
10,907 |
|
S3 |
10,447 |
10,559 |
10,880 |
|
S4 |
10,157 |
10,269 |
10,801 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,158 |
10,818 |
340 |
3.1% |
188 |
1.7% |
22% |
False |
True |
157,915 |
10 |
11,206 |
10,818 |
388 |
3.6% |
160 |
1.5% |
19% |
False |
True |
138,344 |
20 |
11,206 |
10,791 |
415 |
3.8% |
131 |
1.2% |
24% |
False |
False |
130,430 |
40 |
11,206 |
10,442 |
764 |
7.0% |
109 |
1.0% |
59% |
False |
False |
107,879 |
60 |
11,206 |
9,806 |
1,400 |
12.9% |
116 |
1.1% |
78% |
False |
False |
72,055 |
80 |
11,206 |
9,731 |
1,475 |
13.5% |
126 |
1.2% |
79% |
False |
False |
54,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,377 |
2.618 |
11,893 |
1.618 |
11,596 |
1.000 |
11,412 |
0.618 |
11,299 |
HIGH |
11,115 |
0.618 |
11,002 |
0.500 |
10,967 |
0.382 |
10,932 |
LOW |
10,818 |
0.618 |
10,635 |
1.000 |
10,521 |
1.618 |
10,338 |
2.618 |
10,041 |
4.250 |
9,556 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,967 |
10,988 |
PP |
10,942 |
10,956 |
S1 |
10,917 |
10,924 |
|