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 |
10,892 |
10,835 |
-57 |
-0.5% |
11,139 |
High |
10,912 |
10,865 |
-47 |
-0.4% |
11,206 |
Low |
10,771 |
9,840 |
-931 |
-8.6% |
10,916 |
Close |
10,834 |
10,457 |
-377 |
-3.5% |
10,960 |
Range |
141 |
1,025 |
884 |
627.0% |
290 |
ATR |
137 |
201 |
63 |
46.2% |
0 |
Volume |
209,462 |
187,645 |
-21,817 |
-10.4% |
722,963 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,462 |
12,985 |
11,021 |
|
R3 |
12,437 |
11,960 |
10,739 |
|
R2 |
11,412 |
11,412 |
10,645 |
|
R1 |
10,935 |
10,935 |
10,551 |
10,661 |
PP |
10,387 |
10,387 |
10,387 |
10,251 |
S1 |
9,910 |
9,910 |
10,363 |
9,636 |
S2 |
9,362 |
9,362 |
10,269 |
|
S3 |
8,337 |
8,885 |
10,175 |
|
S4 |
7,312 |
7,860 |
9,893 |
|
|
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 |
9,840 |
1,318 |
12.6% |
368 |
3.5% |
47% |
False |
True |
160,948 |
10 |
11,206 |
9,840 |
1,366 |
13.1% |
255 |
2.4% |
45% |
False |
True |
155,025 |
20 |
11,206 |
9,840 |
1,366 |
13.1% |
178 |
1.7% |
45% |
False |
True |
138,891 |
40 |
11,206 |
9,840 |
1,366 |
13.1% |
134 |
1.3% |
45% |
False |
True |
117,739 |
60 |
11,206 |
9,840 |
1,366 |
13.1% |
129 |
1.2% |
45% |
False |
True |
78,670 |
80 |
11,206 |
9,731 |
1,475 |
14.1% |
138 |
1.3% |
49% |
False |
False |
59,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,221 |
2.618 |
13,549 |
1.618 |
12,524 |
1.000 |
11,890 |
0.618 |
11,499 |
HIGH |
10,865 |
0.618 |
10,474 |
0.500 |
10,353 |
0.382 |
10,232 |
LOW |
9,840 |
0.618 |
9,207 |
1.000 |
8,815 |
1.618 |
8,182 |
2.618 |
7,157 |
4.250 |
5,484 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,422 |
10,478 |
PP |
10,387 |
10,471 |
S1 |
10,353 |
10,464 |
|