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 |
11,149.48 |
10,918.40 |
-231.08 |
-2.1% |
11,205.11 |
High |
11,149.48 |
10,946.79 |
-202.69 |
-1.8% |
11,258.01 |
Low |
10,869.25 |
10,814.84 |
-54.41 |
-0.5% |
10,965.38 |
Close |
10,926.77 |
10,868.12 |
-58.65 |
-0.5% |
11,008.61 |
Range |
280.23 |
131.95 |
-148.28 |
-52.9% |
292.63 |
ATR |
130.78 |
130.87 |
0.08 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,272.43 |
11,202.23 |
10,940.69 |
|
R3 |
11,140.48 |
11,070.28 |
10,904.41 |
|
R2 |
11,008.53 |
11,008.53 |
10,892.31 |
|
R1 |
10,938.33 |
10,938.33 |
10,880.22 |
10,907.46 |
PP |
10,876.58 |
10,876.58 |
10,876.58 |
10,861.15 |
S1 |
10,806.38 |
10,806.38 |
10,856.02 |
10,775.51 |
S2 |
10,744.63 |
10,744.63 |
10,843.93 |
|
S3 |
10,612.68 |
10,674.43 |
10,831.83 |
|
S4 |
10,480.73 |
10,542.48 |
10,795.55 |
|
|
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 |
10,814.84 |
383.09 |
3.5% |
186.83 |
1.7% |
14% |
False |
True |
|
10 |
11,258.01 |
10,814.84 |
443.17 |
4.1% |
159.68 |
1.5% |
12% |
False |
True |
|
20 |
11,258.01 |
10,814.84 |
443.17 |
4.1% |
125.61 |
1.2% |
12% |
False |
True |
|
40 |
11,258.01 |
10,507.17 |
750.84 |
6.9% |
105.18 |
1.0% |
48% |
False |
False |
|
60 |
11,258.01 |
9,910.06 |
1,347.95 |
12.4% |
108.11 |
1.0% |
71% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.1% |
118.48 |
1.1% |
73% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.1% |
111.34 |
1.0% |
73% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.1% |
113.66 |
1.0% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,507.58 |
2.618 |
11,292.24 |
1.618 |
11,160.29 |
1.000 |
11,078.74 |
0.618 |
11,028.34 |
HIGH |
10,946.79 |
0.618 |
10,896.39 |
0.500 |
10,880.82 |
0.382 |
10,865.24 |
LOW |
10,814.84 |
0.618 |
10,733.29 |
1.000 |
10,682.89 |
1.618 |
10,601.34 |
2.618 |
10,469.39 |
4.250 |
10,254.05 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,880.82 |
10,996.26 |
PP |
10,876.58 |
10,953.54 |
S1 |
10,872.35 |
10,910.83 |
|