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 |
1,159.75 |
1,119.75 |
-40.00 |
-3.4% |
1,182.75 |
High |
1,164.00 |
1,130.50 |
-33.50 |
-2.9% |
1,197.25 |
Low |
1,050.00 |
1,086.75 |
36.75 |
3.5% |
1,050.00 |
Close |
1,118.00 |
1,102.75 |
-15.25 |
-1.4% |
1,102.75 |
Range |
114.00 |
43.75 |
-70.25 |
-61.6% |
147.25 |
ATR |
23.88 |
25.30 |
1.42 |
5.9% |
0.00 |
Volume |
4,160 |
7,490 |
3,330 |
80.0% |
21,331 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.00 |
1,214.00 |
1,126.75 |
|
R3 |
1,194.25 |
1,170.25 |
1,114.75 |
|
R2 |
1,150.50 |
1,150.50 |
1,110.75 |
|
R1 |
1,126.50 |
1,126.50 |
1,106.75 |
1,116.50 |
PP |
1,106.75 |
1,106.75 |
1,106.75 |
1,101.75 |
S1 |
1,082.75 |
1,082.75 |
1,098.75 |
1,073.00 |
S2 |
1,063.00 |
1,063.00 |
1,094.75 |
|
S3 |
1,019.25 |
1,039.00 |
1,090.75 |
|
S4 |
975.50 |
995.25 |
1,078.75 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,558.50 |
1,477.75 |
1,183.75 |
|
R3 |
1,411.25 |
1,330.50 |
1,143.25 |
|
R2 |
1,264.00 |
1,264.00 |
1,129.75 |
|
R1 |
1,183.25 |
1,183.25 |
1,116.25 |
1,150.00 |
PP |
1,116.75 |
1,116.75 |
1,116.75 |
1,100.00 |
S1 |
1,036.00 |
1,036.00 |
1,089.25 |
1,002.75 |
S2 |
969.50 |
969.50 |
1,075.75 |
|
S3 |
822.25 |
888.75 |
1,062.25 |
|
S4 |
675.00 |
741.50 |
1,021.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,197.25 |
1,050.00 |
147.25 |
13.4% |
46.00 |
4.2% |
36% |
False |
False |
4,266 |
10 |
1,211.50 |
1,050.00 |
161.50 |
14.6% |
32.75 |
3.0% |
33% |
False |
False |
3,010 |
20 |
1,211.50 |
1,050.00 |
161.50 |
14.6% |
23.25 |
2.1% |
33% |
False |
False |
2,516 |
40 |
1,211.50 |
1,050.00 |
161.50 |
14.6% |
17.00 |
1.6% |
33% |
False |
False |
1,784 |
60 |
1,211.50 |
1,050.00 |
161.50 |
14.6% |
15.25 |
1.4% |
33% |
False |
False |
1,208 |
80 |
1,211.50 |
1,032.25 |
179.25 |
16.3% |
14.50 |
1.3% |
39% |
False |
False |
915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,316.50 |
2.618 |
1,245.00 |
1.618 |
1,201.25 |
1.000 |
1,174.25 |
0.618 |
1,157.50 |
HIGH |
1,130.50 |
0.618 |
1,113.75 |
0.500 |
1,108.50 |
0.382 |
1,103.50 |
LOW |
1,086.75 |
0.618 |
1,059.75 |
1.000 |
1,043.00 |
1.618 |
1,016.00 |
2.618 |
972.25 |
4.250 |
900.75 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,108.50 |
1,110.00 |
PP |
1,106.75 |
1,107.75 |
S1 |
1,104.75 |
1,105.25 |
|