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 |
20,498 |
20,716 |
218 |
1.1% |
21,180 |
High |
20,622 |
20,735 |
113 |
0.5% |
21,368 |
Low |
20,480 |
20,470 |
-10 |
0.0% |
20,444 |
Close |
20,554 |
20,512 |
-42 |
-0.2% |
20,866 |
Range |
142 |
265 |
123 |
86.6% |
924 |
ATR |
331 |
327 |
-5 |
-1.4% |
0 |
Volume |
1,041 |
958 |
-83 |
-8.0% |
4,156 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,367 |
21,205 |
20,658 |
|
R3 |
21,102 |
20,940 |
20,585 |
|
R2 |
20,837 |
20,837 |
20,561 |
|
R1 |
20,675 |
20,675 |
20,536 |
20,624 |
PP |
20,572 |
20,572 |
20,572 |
20,547 |
S1 |
20,410 |
20,410 |
20,488 |
20,359 |
S2 |
20,307 |
20,307 |
20,463 |
|
S3 |
20,042 |
20,145 |
20,439 |
|
S4 |
19,777 |
19,880 |
20,366 |
|
|
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 |
20,870 |
20,444 |
426 |
2.1% |
227 |
1.1% |
16% |
False |
False |
1,053 |
10 |
21,467 |
20,444 |
1,023 |
5.0% |
243 |
1.2% |
7% |
False |
False |
741 |
20 |
22,500 |
20,444 |
2,056 |
10.0% |
252 |
1.2% |
3% |
False |
False |
596 |
40 |
22,500 |
20,250 |
2,250 |
11.0% |
251 |
1.2% |
12% |
False |
False |
550 |
60 |
22,500 |
19,012 |
3,488 |
17.0% |
258 |
1.3% |
43% |
False |
False |
446 |
80 |
22,500 |
19,012 |
3,488 |
17.0% |
269 |
1.3% |
43% |
False |
False |
366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,861 |
2.618 |
21,429 |
1.618 |
21,164 |
1.000 |
21,000 |
0.618 |
20,899 |
HIGH |
20,735 |
0.618 |
20,634 |
0.500 |
20,603 |
0.382 |
20,571 |
LOW |
20,470 |
0.618 |
20,306 |
1.000 |
20,205 |
1.618 |
20,041 |
2.618 |
19,776 |
4.250 |
19,344 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
20,603 |
20,670 |
PP |
20,572 |
20,617 |
S1 |
20,542 |
20,565 |
|