Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,192.50 |
1,166.00 |
-26.50 |
-2.2% |
1,205.75 |
High |
1,194.75 |
1,170.25 |
-24.50 |
-2.1% |
1,211.50 |
Low |
1,160.00 |
1,150.75 |
-9.25 |
-0.8% |
1,172.50 |
Close |
1,168.00 |
1,159.50 |
-8.50 |
-0.7% |
1,178.75 |
Range |
34.75 |
19.50 |
-15.25 |
-43.9% |
39.00 |
ATR |
16.75 |
16.95 |
0.20 |
1.2% |
0.00 |
Volume |
1,243 |
5,013 |
3,770 |
303.3% |
8,772 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,218.75 |
1,208.50 |
1,170.25 |
|
R3 |
1,199.25 |
1,189.00 |
1,164.75 |
|
R2 |
1,179.75 |
1,179.75 |
1,163.00 |
|
R1 |
1,169.50 |
1,169.50 |
1,161.25 |
1,165.00 |
PP |
1,160.25 |
1,160.25 |
1,160.25 |
1,157.75 |
S1 |
1,150.00 |
1,150.00 |
1,157.75 |
1,145.50 |
S2 |
1,140.75 |
1,140.75 |
1,156.00 |
|
S3 |
1,121.25 |
1,130.50 |
1,154.25 |
|
S4 |
1,101.75 |
1,111.00 |
1,148.75 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.50 |
1,280.75 |
1,200.25 |
|
R3 |
1,265.50 |
1,241.75 |
1,189.50 |
|
R2 |
1,226.50 |
1,226.50 |
1,186.00 |
|
R1 |
1,202.75 |
1,202.75 |
1,182.25 |
1,195.00 |
PP |
1,187.50 |
1,187.50 |
1,187.50 |
1,183.75 |
S1 |
1,163.75 |
1,163.75 |
1,175.25 |
1,156.00 |
S2 |
1,148.50 |
1,148.50 |
1,171.50 |
|
S3 |
1,109.50 |
1,124.75 |
1,168.00 |
|
S4 |
1,070.50 |
1,085.75 |
1,157.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,203.25 |
1,150.75 |
52.50 |
4.5% |
23.00 |
2.0% |
17% |
False |
True |
2,856 |
10 |
1,211.50 |
1,150.75 |
60.75 |
5.2% |
20.50 |
1.8% |
14% |
False |
True |
2,166 |
20 |
1,211.50 |
1,150.75 |
60.75 |
5.2% |
16.50 |
1.4% |
14% |
False |
True |
2,147 |
40 |
1,211.50 |
1,129.50 |
82.00 |
7.1% |
13.75 |
1.2% |
37% |
False |
False |
1,496 |
60 |
1,211.50 |
1,047.00 |
164.50 |
14.2% |
13.00 |
1.1% |
68% |
False |
False |
1,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,253.00 |
2.618 |
1,221.25 |
1.618 |
1,201.75 |
1.000 |
1,189.75 |
0.618 |
1,182.25 |
HIGH |
1,170.25 |
0.618 |
1,162.75 |
0.500 |
1,160.50 |
0.382 |
1,158.25 |
LOW |
1,150.75 |
0.618 |
1,138.75 |
1.000 |
1,131.25 |
1.618 |
1,119.25 |
2.618 |
1,099.75 |
4.250 |
1,068.00 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,160.50 |
1,174.00 |
PP |
1,160.25 |
1,169.25 |
S1 |
1,159.75 |
1,164.25 |
|