Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,180.9 |
1,184.0 |
3.1 |
0.3% |
1,155.3 |
High |
1,189.5 |
1,194.1 |
4.6 |
0.4% |
1,183.3 |
Low |
1,178.4 |
1,168.2 |
-10.2 |
-0.9% |
1,148.3 |
Close |
1,184.7 |
1,170.6 |
-14.1 |
-1.2% |
1,182.1 |
Range |
11.1 |
25.9 |
14.8 |
133.3% |
35.0 |
ATR |
14.9 |
15.7 |
0.8 |
5.3% |
0.0 |
Volume |
4,322 |
2,411 |
-1,911 |
-44.2% |
18,092 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.3 |
1,238.9 |
1,184.8 |
|
R3 |
1,229.4 |
1,213.0 |
1,177.7 |
|
R2 |
1,203.5 |
1,203.5 |
1,175.3 |
|
R1 |
1,187.1 |
1,187.1 |
1,173.0 |
1,182.4 |
PP |
1,177.6 |
1,177.6 |
1,177.6 |
1,175.3 |
S1 |
1,161.2 |
1,161.2 |
1,168.2 |
1,156.5 |
S2 |
1,151.7 |
1,151.7 |
1,165.9 |
|
S3 |
1,125.8 |
1,135.3 |
1,163.5 |
|
S4 |
1,099.9 |
1,109.4 |
1,156.4 |
|
|
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 |
1,194.1 |
1,162.6 |
31.5 |
2.7% |
14.7 |
1.3% |
25% |
True |
False |
3,634 |
10 |
1,194.1 |
1,133.5 |
60.6 |
5.2% |
16.0 |
1.4% |
61% |
True |
False |
3,471 |
20 |
1,194.1 |
1,125.9 |
68.2 |
5.8% |
15.2 |
1.3% |
66% |
True |
False |
2,863 |
40 |
1,194.1 |
1,087.8 |
106.3 |
9.1% |
15.0 |
1.3% |
78% |
True |
False |
2,312 |
60 |
1,194.1 |
1,066.0 |
128.1 |
10.9% |
15.8 |
1.4% |
82% |
True |
False |
2,071 |
80 |
1,194.1 |
1,050.0 |
144.1 |
12.3% |
16.4 |
1.4% |
84% |
True |
False |
1,793 |
100 |
1,194.1 |
1,050.0 |
144.1 |
12.3% |
15.8 |
1.4% |
84% |
True |
False |
1,557 |
120 |
1,230.7 |
1,050.0 |
180.7 |
15.4% |
15.9 |
1.4% |
67% |
False |
False |
1,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.2 |
2.618 |
1,261.9 |
1.618 |
1,236.0 |
1.000 |
1,220.0 |
0.618 |
1,210.1 |
HIGH |
1,194.1 |
0.618 |
1,184.2 |
0.500 |
1,181.2 |
0.382 |
1,178.1 |
LOW |
1,168.2 |
0.618 |
1,152.2 |
1.000 |
1,142.3 |
1.618 |
1,126.3 |
2.618 |
1,100.4 |
4.250 |
1,058.1 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,181.2 |
1,181.2 |
PP |
1,177.6 |
1,177.6 |
S1 |
1,174.1 |
1,174.1 |
|