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 |
10,862.22 |
10,519.42 |
-342.80 |
-3.2% |
11,009.60 |
High |
10,879.76 |
10,579.12 |
-300.64 |
-2.8% |
11,177.67 |
Low |
9,869.62 |
10,241.23 |
371.61 |
3.8% |
9,869.62 |
Close |
10,520.32 |
10,380.43 |
-139.89 |
-1.3% |
10,380.43 |
Range |
1,010.14 |
337.89 |
-672.25 |
-66.6% |
1,308.05 |
ATR |
193.67 |
203.97 |
10.30 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,413.93 |
11,235.07 |
10,566.27 |
|
R3 |
11,076.04 |
10,897.18 |
10,473.35 |
|
R2 |
10,738.15 |
10,738.15 |
10,442.38 |
|
R1 |
10,559.29 |
10,559.29 |
10,411.40 |
10,479.78 |
PP |
10,400.26 |
10,400.26 |
10,400.26 |
10,360.50 |
S1 |
10,221.40 |
10,221.40 |
10,349.46 |
10,141.89 |
S2 |
10,062.37 |
10,062.37 |
10,318.48 |
|
S3 |
9,724.48 |
9,883.51 |
10,287.51 |
|
S4 |
9,386.59 |
9,545.62 |
10,194.59 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,400.06 |
13,698.29 |
11,099.86 |
|
R3 |
13,092.01 |
12,390.24 |
10,740.14 |
|
R2 |
11,783.96 |
11,783.96 |
10,620.24 |
|
R1 |
11,082.19 |
11,082.19 |
10,500.33 |
10,779.05 |
PP |
10,475.91 |
10,475.91 |
10,475.91 |
10,324.34 |
S1 |
9,774.14 |
9,774.14 |
10,260.53 |
9,471.00 |
S2 |
9,167.86 |
9,167.86 |
10,140.62 |
|
S3 |
7,859.81 |
8,466.09 |
10,020.72 |
|
S4 |
6,551.76 |
7,158.04 |
9,661.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,177.67 |
9,869.62 |
1,308.05 |
12.6% |
385.66 |
3.7% |
39% |
False |
False |
|
10 |
11,258.01 |
9,869.62 |
1,388.39 |
13.4% |
271.14 |
2.6% |
37% |
False |
False |
|
20 |
11,258.01 |
9,869.62 |
1,388.39 |
13.4% |
184.04 |
1.8% |
37% |
False |
False |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
13.4% |
134.38 |
1.3% |
37% |
False |
False |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
13.4% |
124.71 |
1.2% |
37% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.7% |
133.10 |
1.3% |
38% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.7% |
122.89 |
1.2% |
38% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.7% |
122.85 |
1.2% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,015.15 |
2.618 |
11,463.72 |
1.618 |
11,125.83 |
1.000 |
10,917.01 |
0.618 |
10,787.94 |
HIGH |
10,579.12 |
0.618 |
10,450.05 |
0.500 |
10,410.18 |
0.382 |
10,370.30 |
LOW |
10,241.23 |
0.618 |
10,032.41 |
1.000 |
9,903.34 |
1.618 |
9,694.52 |
2.618 |
9,356.63 |
4.250 |
8,805.20 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,410.18 |
10,408.21 |
PP |
10,400.26 |
10,398.95 |
S1 |
10,390.35 |
10,389.69 |
|