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 |
1,166.00 |
1,159.75 |
-6.25 |
-0.5% |
1,205.75 |
High |
1,170.25 |
1,164.00 |
-6.25 |
-0.5% |
1,211.50 |
Low |
1,150.75 |
1,050.00 |
-100.75 |
-8.8% |
1,172.50 |
Close |
1,159.50 |
1,118.00 |
-41.50 |
-3.6% |
1,178.75 |
Range |
19.50 |
114.00 |
94.50 |
484.6% |
39.00 |
ATR |
16.95 |
23.88 |
6.93 |
40.9% |
0.00 |
Volume |
5,013 |
4,160 |
-853 |
-17.0% |
8,772 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.75 |
1,399.25 |
1,180.75 |
|
R3 |
1,338.75 |
1,285.25 |
1,149.25 |
|
R2 |
1,224.75 |
1,224.75 |
1,139.00 |
|
R1 |
1,171.25 |
1,171.25 |
1,128.50 |
1,141.00 |
PP |
1,110.75 |
1,110.75 |
1,110.75 |
1,095.50 |
S1 |
1,057.25 |
1,057.25 |
1,107.50 |
1,027.00 |
S2 |
996.75 |
996.75 |
1,097.00 |
|
S3 |
882.75 |
943.25 |
1,086.75 |
|
S4 |
768.75 |
829.25 |
1,055.25 |
|
|
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 |
1,050.00 |
153.25 |
13.7% |
42.25 |
3.8% |
44% |
False |
True |
2,937 |
10 |
1,211.50 |
1,050.00 |
161.50 |
14.4% |
30.00 |
2.7% |
42% |
False |
True |
2,406 |
20 |
1,211.50 |
1,050.00 |
161.50 |
14.4% |
21.50 |
1.9% |
42% |
False |
True |
2,185 |
40 |
1,211.50 |
1,050.00 |
161.50 |
14.4% |
16.25 |
1.5% |
42% |
False |
True |
1,599 |
60 |
1,211.50 |
1,048.25 |
163.25 |
14.6% |
14.75 |
1.3% |
43% |
False |
False |
1,084 |
80 |
1,211.50 |
1,032.25 |
179.25 |
16.0% |
14.25 |
1.3% |
48% |
False |
False |
824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.50 |
2.618 |
1,462.50 |
1.618 |
1,348.50 |
1.000 |
1,278.00 |
0.618 |
1,234.50 |
HIGH |
1,164.00 |
0.618 |
1,120.50 |
0.500 |
1,107.00 |
0.382 |
1,093.50 |
LOW |
1,050.00 |
0.618 |
979.50 |
1.000 |
936.00 |
1.618 |
865.50 |
2.618 |
751.50 |
4.250 |
565.50 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,114.25 |
1,122.50 |
PP |
1,110.75 |
1,121.00 |
S1 |
1,107.00 |
1,119.50 |
|