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 |
10,715 |
10,675 |
-40 |
-0.4% |
11,065 |
High |
10,790 |
10,745 |
-45 |
-0.4% |
11,235 |
Low |
10,595 |
9,670 |
-925 |
-8.7% |
10,850 |
Close |
10,670 |
10,195 |
-475 |
-4.5% |
11,005 |
Range |
195 |
1,075 |
880 |
451.3% |
385 |
ATR |
196 |
259 |
63 |
32.0% |
0 |
Volume |
22,259 |
17,359 |
-4,900 |
-22.0% |
77,821 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,428 |
12,887 |
10,786 |
|
R3 |
12,353 |
11,812 |
10,491 |
|
R2 |
11,278 |
11,278 |
10,392 |
|
R1 |
10,737 |
10,737 |
10,294 |
10,470 |
PP |
10,203 |
10,203 |
10,203 |
10,070 |
S1 |
9,662 |
9,662 |
10,097 |
9,395 |
S2 |
9,128 |
9,128 |
9,998 |
|
S3 |
8,053 |
8,587 |
9,900 |
|
S4 |
6,978 |
7,512 |
9,604 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,185 |
11,980 |
11,217 |
|
R3 |
11,800 |
11,595 |
11,111 |
|
R2 |
11,415 |
11,415 |
11,076 |
|
R1 |
11,210 |
11,210 |
11,040 |
11,120 |
PP |
11,030 |
11,030 |
11,030 |
10,985 |
S1 |
10,825 |
10,825 |
10,970 |
10,735 |
S2 |
10,645 |
10,645 |
10,935 |
|
S3 |
10,260 |
10,440 |
10,899 |
|
S4 |
9,875 |
10,055 |
10,793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,165 |
9,670 |
1,495 |
14.7% |
418 |
4.1% |
35% |
False |
True |
14,146 |
10 |
11,235 |
9,670 |
1,565 |
15.4% |
316 |
3.1% |
34% |
False |
True |
15,022 |
20 |
11,390 |
9,670 |
1,720 |
16.9% |
239 |
2.3% |
31% |
False |
True |
12,670 |
40 |
11,450 |
9,670 |
1,780 |
17.5% |
177 |
1.7% |
29% |
False |
True |
10,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,314 |
2.618 |
13,559 |
1.618 |
12,484 |
1.000 |
11,820 |
0.618 |
11,409 |
HIGH |
10,745 |
0.618 |
10,334 |
0.500 |
10,208 |
0.382 |
10,081 |
LOW |
9,670 |
0.618 |
9,006 |
1.000 |
8,595 |
1.618 |
7,931 |
2.618 |
6,856 |
4.250 |
5,101 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,208 |
10,398 |
PP |
10,203 |
10,330 |
S1 |
10,199 |
10,263 |
|