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 |
11,009.60 |
11,149.48 |
139.88 |
1.3% |
11,205.11 |
High |
11,177.67 |
11,149.48 |
-28.19 |
-0.3% |
11,258.01 |
Low |
11,009.60 |
10,869.25 |
-140.35 |
-1.3% |
10,965.38 |
Close |
11,151.83 |
10,926.77 |
-225.06 |
-2.0% |
11,008.61 |
Range |
168.07 |
280.23 |
112.16 |
66.7% |
292.63 |
ATR |
119.11 |
130.78 |
11.68 |
9.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,822.52 |
11,654.88 |
11,080.90 |
|
R3 |
11,542.29 |
11,374.65 |
11,003.83 |
|
R2 |
11,262.06 |
11,262.06 |
10,978.15 |
|
R1 |
11,094.42 |
11,094.42 |
10,952.46 |
11,038.13 |
PP |
10,981.83 |
10,981.83 |
10,981.83 |
10,953.69 |
S1 |
10,814.19 |
10,814.19 |
10,901.08 |
10,757.90 |
S2 |
10,701.60 |
10,701.60 |
10,875.39 |
|
S3 |
10,421.37 |
10,533.96 |
10,849.71 |
|
S4 |
10,141.14 |
10,253.73 |
10,772.64 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,955.22 |
11,774.55 |
11,169.56 |
|
R3 |
11,662.59 |
11,481.92 |
11,089.08 |
|
R2 |
11,369.96 |
11,369.96 |
11,062.26 |
|
R1 |
11,189.29 |
11,189.29 |
11,035.43 |
11,133.31 |
PP |
11,077.33 |
11,077.33 |
11,077.33 |
11,049.35 |
S1 |
10,896.66 |
10,896.66 |
10,981.79 |
10,840.68 |
S2 |
10,784.70 |
10,784.70 |
10,954.96 |
|
S3 |
10,492.07 |
10,604.03 |
10,928.14 |
|
S4 |
10,199.44 |
10,311.40 |
10,847.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,197.93 |
10,869.25 |
328.68 |
3.0% |
183.07 |
1.7% |
18% |
False |
True |
|
10 |
11,258.01 |
10,869.25 |
388.76 |
3.6% |
154.72 |
1.4% |
15% |
False |
True |
|
20 |
11,258.01 |
10,844.09 |
413.92 |
3.8% |
124.87 |
1.1% |
20% |
False |
False |
|
40 |
11,258.01 |
10,507.17 |
750.84 |
6.9% |
103.85 |
1.0% |
56% |
False |
False |
|
60 |
11,258.01 |
9,904.09 |
1,353.92 |
12.4% |
107.99 |
1.0% |
76% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.0% |
117.65 |
1.1% |
77% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.0% |
111.08 |
1.0% |
77% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.0% |
113.09 |
1.0% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,340.46 |
2.618 |
11,883.12 |
1.618 |
11,602.89 |
1.000 |
11,429.71 |
0.618 |
11,322.66 |
HIGH |
11,149.48 |
0.618 |
11,042.43 |
0.500 |
11,009.37 |
0.382 |
10,976.30 |
LOW |
10,869.25 |
0.618 |
10,696.07 |
1.000 |
10,589.02 |
1.618 |
10,415.84 |
2.618 |
10,135.61 |
4.250 |
9,678.27 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
11,009.37 |
11,033.59 |
PP |
10,981.83 |
10,997.98 |
S1 |
10,954.30 |
10,962.38 |
|