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 |
10,785 |
10,358 |
-427 |
-4.0% |
10,940 |
High |
10,804 |
10,506 |
-298 |
-2.8% |
11,070 |
Low |
9,804 |
10,150 |
346 |
3.5% |
9,804 |
Close |
10,399 |
10,281 |
-118 |
-1.1% |
10,281 |
Range |
1,000 |
356 |
-644 |
-64.4% |
1,266 |
ATR |
189 |
201 |
12 |
6.3% |
0 |
Volume |
124 |
336 |
212 |
171.0% |
716 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,380 |
11,187 |
10,477 |
|
R3 |
11,024 |
10,831 |
10,379 |
|
R2 |
10,668 |
10,668 |
10,346 |
|
R1 |
10,475 |
10,475 |
10,314 |
10,394 |
PP |
10,312 |
10,312 |
10,312 |
10,272 |
S1 |
10,119 |
10,119 |
10,248 |
10,038 |
S2 |
9,956 |
9,956 |
10,216 |
|
S3 |
9,600 |
9,763 |
10,183 |
|
S4 |
9,244 |
9,407 |
10,085 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,183 |
13,498 |
10,977 |
|
R3 |
12,917 |
12,232 |
10,629 |
|
R2 |
11,651 |
11,651 |
10,513 |
|
R1 |
10,966 |
10,966 |
10,397 |
10,676 |
PP |
10,385 |
10,385 |
10,385 |
10,240 |
S1 |
9,700 |
9,700 |
10,165 |
9,410 |
S2 |
9,119 |
9,119 |
10,049 |
|
S3 |
7,853 |
8,434 |
9,933 |
|
S4 |
6,587 |
7,168 |
9,585 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,070 |
9,804 |
1,266 |
12.3% |
390 |
3.8% |
38% |
False |
False |
143 |
10 |
11,144 |
9,804 |
1,340 |
13.0% |
273 |
2.7% |
36% |
False |
False |
104 |
20 |
11,144 |
9,804 |
1,340 |
13.0% |
187 |
1.8% |
36% |
False |
False |
82 |
40 |
11,144 |
9,804 |
1,340 |
13.0% |
126 |
1.2% |
36% |
False |
False |
52 |
60 |
11,144 |
9,804 |
1,340 |
13.0% |
91 |
0.9% |
36% |
False |
False |
37 |
80 |
11,144 |
9,775 |
1,369 |
13.3% |
75 |
0.7% |
37% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,019 |
2.618 |
11,438 |
1.618 |
11,082 |
1.000 |
10,862 |
0.618 |
10,726 |
HIGH |
10,506 |
0.618 |
10,370 |
0.500 |
10,328 |
0.382 |
10,286 |
LOW |
10,150 |
0.618 |
9,930 |
1.000 |
9,794 |
1.618 |
9,574 |
2.618 |
9,218 |
4.250 |
8,637 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,328 |
10,328 |
PP |
10,312 |
10,312 |
S1 |
10,297 |
10,297 |
|