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 |
10,918.40 |
10,862.22 |
-56.18 |
-0.5% |
11,205.11 |
High |
10,946.79 |
10,879.76 |
-67.03 |
-0.6% |
11,258.01 |
Low |
10,814.84 |
9,869.62 |
-945.22 |
-8.7% |
10,965.38 |
Close |
10,868.12 |
10,520.32 |
-347.80 |
-3.2% |
11,008.61 |
Range |
131.95 |
1,010.14 |
878.19 |
665.5% |
292.63 |
ATR |
130.87 |
193.67 |
62.81 |
48.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,453.65 |
12,997.13 |
11,075.90 |
|
R3 |
12,443.51 |
11,986.99 |
10,798.11 |
|
R2 |
11,433.37 |
11,433.37 |
10,705.51 |
|
R1 |
10,976.85 |
10,976.85 |
10,612.92 |
10,700.04 |
PP |
10,423.23 |
10,423.23 |
10,423.23 |
10,284.83 |
S1 |
9,966.71 |
9,966.71 |
10,427.72 |
9,689.90 |
S2 |
9,413.09 |
9,413.09 |
10,335.13 |
|
S3 |
8,402.95 |
8,956.57 |
10,242.53 |
|
S4 |
7,392.81 |
7,946.43 |
9,964.74 |
|
|
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 |
9,869.62 |
1,328.31 |
12.6% |
357.73 |
3.4% |
49% |
False |
True |
|
10 |
11,258.01 |
9,869.62 |
1,388.39 |
13.2% |
247.35 |
2.4% |
47% |
False |
True |
|
20 |
11,258.01 |
9,869.62 |
1,388.39 |
13.2% |
170.85 |
1.6% |
47% |
False |
True |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
13.2% |
128.55 |
1.2% |
47% |
False |
True |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
13.2% |
121.13 |
1.2% |
47% |
False |
True |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.5% |
130.05 |
1.2% |
48% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.5% |
120.35 |
1.1% |
48% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.5% |
121.28 |
1.2% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,172.86 |
2.618 |
13,524.31 |
1.618 |
12,514.17 |
1.000 |
11,889.90 |
0.618 |
11,504.03 |
HIGH |
10,879.76 |
0.618 |
10,493.89 |
0.500 |
10,374.69 |
0.382 |
10,255.49 |
LOW |
9,869.62 |
0.618 |
9,245.35 |
1.000 |
8,859.48 |
1.618 |
8,235.21 |
2.618 |
7,225.07 |
4.250 |
5,576.53 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,471.78 |
10,516.73 |
PP |
10,423.23 |
10,513.14 |
S1 |
10,374.69 |
10,509.55 |
|