Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,170.5 |
1,180.9 |
10.4 |
0.9% |
1,155.3 |
High |
1,183.3 |
1,189.5 |
6.2 |
0.5% |
1,183.3 |
Low |
1,169.8 |
1,178.4 |
8.6 |
0.7% |
1,148.3 |
Close |
1,182.1 |
1,184.7 |
2.6 |
0.2% |
1,182.1 |
Range |
13.5 |
11.1 |
-2.4 |
-17.8% |
35.0 |
ATR |
15.2 |
14.9 |
-0.3 |
-1.9% |
0.0 |
Volume |
3,201 |
4,322 |
1,121 |
35.0% |
18,092 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.5 |
1,212.2 |
1,190.8 |
|
R3 |
1,206.4 |
1,201.1 |
1,187.8 |
|
R2 |
1,195.3 |
1,195.3 |
1,186.7 |
|
R1 |
1,190.0 |
1,190.0 |
1,185.7 |
1,192.7 |
PP |
1,184.2 |
1,184.2 |
1,184.2 |
1,185.5 |
S1 |
1,178.9 |
1,178.9 |
1,183.7 |
1,181.6 |
S2 |
1,173.1 |
1,173.1 |
1,182.7 |
|
S3 |
1,162.0 |
1,167.8 |
1,181.6 |
|
S4 |
1,150.9 |
1,156.7 |
1,178.6 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.2 |
1,264.2 |
1,201.4 |
|
R3 |
1,241.2 |
1,229.2 |
1,191.7 |
|
R2 |
1,206.2 |
1,206.2 |
1,188.5 |
|
R1 |
1,194.2 |
1,194.2 |
1,185.3 |
1,200.2 |
PP |
1,171.2 |
1,171.2 |
1,171.2 |
1,174.3 |
S1 |
1,159.2 |
1,159.2 |
1,178.9 |
1,165.2 |
S2 |
1,136.2 |
1,136.2 |
1,175.7 |
|
S3 |
1,101.2 |
1,124.2 |
1,172.5 |
|
S4 |
1,066.2 |
1,089.2 |
1,162.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,189.5 |
1,148.3 |
41.2 |
3.5% |
14.6 |
1.2% |
88% |
True |
False |
3,677 |
10 |
1,189.5 |
1,133.5 |
56.0 |
4.7% |
14.4 |
1.2% |
91% |
True |
False |
3,354 |
20 |
1,189.5 |
1,125.9 |
63.6 |
5.4% |
14.6 |
1.2% |
92% |
True |
False |
2,783 |
40 |
1,189.5 |
1,087.8 |
101.7 |
8.6% |
14.8 |
1.3% |
95% |
True |
False |
2,287 |
60 |
1,189.5 |
1,050.0 |
139.5 |
11.8% |
15.8 |
1.3% |
97% |
True |
False |
2,065 |
80 |
1,189.5 |
1,050.0 |
139.5 |
11.8% |
16.1 |
1.4% |
97% |
True |
False |
1,782 |
100 |
1,189.5 |
1,050.0 |
139.5 |
11.8% |
15.8 |
1.3% |
97% |
True |
False |
1,542 |
120 |
1,230.7 |
1,050.0 |
180.7 |
15.3% |
15.7 |
1.3% |
75% |
False |
False |
1,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.7 |
2.618 |
1,218.6 |
1.618 |
1,207.5 |
1.000 |
1,200.6 |
0.618 |
1,196.4 |
HIGH |
1,189.5 |
0.618 |
1,185.3 |
0.500 |
1,184.0 |
0.382 |
1,182.6 |
LOW |
1,178.4 |
0.618 |
1,171.5 |
1.000 |
1,167.3 |
1.618 |
1,160.4 |
2.618 |
1,149.3 |
4.250 |
1,131.2 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,184.5 |
1,182.0 |
PP |
1,184.2 |
1,179.4 |
S1 |
1,184.0 |
1,176.7 |
|