Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
20,650 |
20,498 |
-152 |
-0.7% |
21,180 |
High |
20,870 |
20,622 |
-248 |
-1.2% |
21,368 |
Low |
20,606 |
20,480 |
-126 |
-0.6% |
20,444 |
Close |
20,866 |
20,554 |
-312 |
-1.5% |
20,866 |
Range |
264 |
142 |
-122 |
-46.2% |
924 |
ATR |
327 |
331 |
4 |
1.3% |
0 |
Volume |
1,433 |
1,041 |
-392 |
-27.4% |
4,156 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,978 |
20,908 |
20,632 |
|
R3 |
20,836 |
20,766 |
20,593 |
|
R2 |
20,694 |
20,694 |
20,580 |
|
R1 |
20,624 |
20,624 |
20,567 |
20,659 |
PP |
20,552 |
20,552 |
20,552 |
20,570 |
S1 |
20,482 |
20,482 |
20,541 |
20,517 |
S2 |
20,410 |
20,410 |
20,528 |
|
S3 |
20,268 |
20,340 |
20,515 |
|
S4 |
20,126 |
20,198 |
20,476 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,665 |
23,189 |
21,374 |
|
R3 |
22,741 |
22,265 |
21,120 |
|
R2 |
21,817 |
21,817 |
21,035 |
|
R1 |
21,341 |
21,341 |
20,951 |
21,117 |
PP |
20,893 |
20,893 |
20,893 |
20,781 |
S1 |
20,417 |
20,417 |
20,781 |
20,193 |
S2 |
19,969 |
19,969 |
20,697 |
|
S3 |
19,045 |
19,493 |
20,612 |
|
S4 |
18,121 |
18,569 |
20,358 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,235 |
20,444 |
791 |
3.8% |
232 |
1.1% |
14% |
False |
False |
945 |
10 |
21,467 |
20,444 |
1,023 |
5.0% |
228 |
1.1% |
11% |
False |
False |
698 |
20 |
22,500 |
20,444 |
2,056 |
10.0% |
251 |
1.2% |
5% |
False |
False |
566 |
40 |
22,500 |
20,250 |
2,250 |
10.9% |
249 |
1.2% |
14% |
False |
False |
540 |
60 |
22,500 |
19,012 |
3,488 |
17.0% |
260 |
1.3% |
44% |
False |
False |
432 |
80 |
22,500 |
19,012 |
3,488 |
17.0% |
269 |
1.3% |
44% |
False |
False |
354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,226 |
2.618 |
20,994 |
1.618 |
20,852 |
1.000 |
20,764 |
0.618 |
20,710 |
HIGH |
20,622 |
0.618 |
20,568 |
0.500 |
20,551 |
0.382 |
20,534 |
LOW |
20,480 |
0.618 |
20,392 |
1.000 |
20,338 |
1.618 |
20,250 |
2.618 |
20,108 |
4.250 |
19,877 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
20,553 |
20,657 |
PP |
20,552 |
20,623 |
S1 |
20,551 |
20,588 |
|