Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
20,716 |
20,098 |
-618 |
-3.0% |
21,180 |
High |
20,735 |
20,250 |
-485 |
-2.3% |
21,368 |
Low |
20,470 |
20,029 |
-441 |
-2.2% |
20,444 |
Close |
20,512 |
20,096 |
-416 |
-2.0% |
20,866 |
Range |
265 |
221 |
-44 |
-16.6% |
924 |
ATR |
327 |
338 |
11 |
3.4% |
0 |
Volume |
958 |
1,066 |
108 |
11.3% |
4,156 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,788 |
20,663 |
20,218 |
|
R3 |
20,567 |
20,442 |
20,157 |
|
R2 |
20,346 |
20,346 |
20,137 |
|
R1 |
20,221 |
20,221 |
20,116 |
20,173 |
PP |
20,125 |
20,125 |
20,125 |
20,101 |
S1 |
20,000 |
20,000 |
20,076 |
19,952 |
S2 |
19,904 |
19,904 |
20,055 |
|
S3 |
19,683 |
19,779 |
20,035 |
|
S4 |
19,462 |
19,558 |
19,974 |
|
|
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 |
20,029 |
841 |
4.2% |
232 |
1.2% |
8% |
False |
True |
1,072 |
10 |
21,368 |
20,029 |
1,339 |
6.7% |
231 |
1.2% |
5% |
False |
True |
804 |
20 |
22,500 |
20,029 |
2,471 |
12.3% |
253 |
1.3% |
3% |
False |
True |
633 |
40 |
22,500 |
20,029 |
2,471 |
12.3% |
246 |
1.2% |
3% |
False |
True |
570 |
60 |
22,500 |
19,012 |
3,488 |
17.4% |
257 |
1.3% |
31% |
False |
False |
461 |
80 |
22,500 |
19,012 |
3,488 |
17.4% |
271 |
1.3% |
31% |
False |
False |
378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,189 |
2.618 |
20,829 |
1.618 |
20,608 |
1.000 |
20,471 |
0.618 |
20,387 |
HIGH |
20,250 |
0.618 |
20,166 |
0.500 |
20,140 |
0.382 |
20,113 |
LOW |
20,029 |
0.618 |
19,892 |
1.000 |
19,808 |
1.618 |
19,671 |
2.618 |
19,450 |
4.250 |
19,090 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
20,140 |
20,382 |
PP |
20,125 |
20,287 |
S1 |
20,111 |
20,191 |
|