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 |
20,098 |
19,899 |
-199 |
-1.0% |
21,180 |
High |
20,250 |
20,083 |
-167 |
-0.8% |
21,368 |
Low |
20,029 |
19,664 |
-365 |
-1.8% |
20,444 |
Close |
20,096 |
20,006 |
-90 |
-0.4% |
20,866 |
Range |
221 |
419 |
198 |
89.6% |
924 |
ATR |
338 |
345 |
7 |
2.0% |
0 |
Volume |
1,066 |
1,881 |
815 |
76.5% |
4,156 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,175 |
21,009 |
20,236 |
|
R3 |
20,756 |
20,590 |
20,121 |
|
R2 |
20,337 |
20,337 |
20,083 |
|
R1 |
20,171 |
20,171 |
20,044 |
20,254 |
PP |
19,918 |
19,918 |
19,918 |
19,959 |
S1 |
19,752 |
19,752 |
19,968 |
19,835 |
S2 |
19,499 |
19,499 |
19,929 |
|
S3 |
19,080 |
19,333 |
19,891 |
|
S4 |
18,661 |
18,914 |
19,776 |
|
|
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 |
19,664 |
1,206 |
6.0% |
262 |
1.3% |
28% |
False |
True |
1,275 |
10 |
21,368 |
19,664 |
1,704 |
8.5% |
248 |
1.2% |
20% |
False |
True |
958 |
20 |
22,500 |
19,664 |
2,836 |
14.2% |
267 |
1.3% |
12% |
False |
True |
686 |
40 |
22,500 |
19,664 |
2,836 |
14.2% |
251 |
1.3% |
12% |
False |
True |
596 |
60 |
22,500 |
19,012 |
3,488 |
17.4% |
256 |
1.3% |
28% |
False |
False |
491 |
80 |
22,500 |
19,012 |
3,488 |
17.4% |
273 |
1.4% |
28% |
False |
False |
401 |
100 |
22,500 |
19,012 |
3,488 |
17.4% |
264 |
1.3% |
28% |
False |
False |
330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,864 |
2.618 |
21,180 |
1.618 |
20,761 |
1.000 |
20,502 |
0.618 |
20,342 |
HIGH |
20,083 |
0.618 |
19,923 |
0.500 |
19,874 |
0.382 |
19,824 |
LOW |
19,664 |
0.618 |
19,405 |
1.000 |
19,245 |
1.618 |
18,986 |
2.618 |
18,567 |
4.250 |
17,883 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
19,962 |
20,200 |
PP |
19,918 |
20,135 |
S1 |
19,874 |
20,071 |
|