Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,675 |
10,175 |
-500 |
-4.7% |
11,015 |
High |
10,745 |
10,515 |
-230 |
-2.1% |
11,165 |
Low |
9,670 |
10,050 |
380 |
3.9% |
9,670 |
Close |
10,195 |
10,185 |
-10 |
-0.1% |
10,185 |
Range |
1,075 |
465 |
-610 |
-56.7% |
1,495 |
ATR |
259 |
274 |
15 |
5.7% |
0 |
Volume |
17,359 |
50,182 |
32,823 |
189.1% |
109,690 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,645 |
11,380 |
10,441 |
|
R3 |
11,180 |
10,915 |
10,313 |
|
R2 |
10,715 |
10,715 |
10,270 |
|
R1 |
10,450 |
10,450 |
10,228 |
10,583 |
PP |
10,250 |
10,250 |
10,250 |
10,316 |
S1 |
9,985 |
9,985 |
10,143 |
10,118 |
S2 |
9,785 |
9,785 |
10,100 |
|
S3 |
9,320 |
9,520 |
10,057 |
|
S4 |
8,855 |
9,055 |
9,929 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,825 |
14,000 |
11,007 |
|
R3 |
13,330 |
12,505 |
10,596 |
|
R2 |
11,835 |
11,835 |
10,459 |
|
R1 |
11,010 |
11,010 |
10,322 |
10,675 |
PP |
10,340 |
10,340 |
10,340 |
10,173 |
S1 |
9,515 |
9,515 |
10,048 |
9,180 |
S2 |
8,845 |
8,845 |
9,911 |
|
S3 |
7,350 |
8,020 |
9,774 |
|
S4 |
5,855 |
6,525 |
9,363 |
|
|
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% |
478 |
4.7% |
34% |
False |
False |
21,938 |
10 |
11,235 |
9,670 |
1,565 |
15.4% |
345 |
3.4% |
33% |
False |
False |
18,751 |
20 |
11,390 |
9,670 |
1,720 |
16.9% |
260 |
2.6% |
30% |
False |
False |
14,805 |
40 |
11,450 |
9,670 |
1,780 |
17.5% |
186 |
1.8% |
29% |
False |
False |
11,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,491 |
2.618 |
11,732 |
1.618 |
11,267 |
1.000 |
10,980 |
0.618 |
10,802 |
HIGH |
10,515 |
0.618 |
10,337 |
0.500 |
10,283 |
0.382 |
10,228 |
LOW |
10,050 |
0.618 |
9,763 |
1.000 |
9,585 |
1.618 |
9,298 |
2.618 |
8,833 |
4.250 |
8,074 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,283 |
10,230 |
PP |
10,250 |
10,215 |
S1 |
10,218 |
10,200 |
|