Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,127.04 |
1,122.27 |
-4.77 |
-0.4% |
1,188.57 |
High |
1,135.13 |
1,163.85 |
28.72 |
2.5% |
1,205.13 |
Low |
1,094.15 |
1,122.27 |
28.12 |
2.6% |
1,065.79 |
Close |
1,110.88 |
1,159.73 |
48.85 |
4.4% |
1,110.88 |
Range |
40.98 |
41.58 |
0.60 |
1.5% |
139.34 |
ATR |
23.49 |
25.59 |
2.11 |
9.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.36 |
1,258.12 |
1,182.60 |
|
R3 |
1,231.78 |
1,216.54 |
1,171.16 |
|
R2 |
1,190.20 |
1,190.20 |
1,167.35 |
|
R1 |
1,174.96 |
1,174.96 |
1,163.54 |
1,182.58 |
PP |
1,148.62 |
1,148.62 |
1,148.62 |
1,152.43 |
S1 |
1,133.38 |
1,133.38 |
1,155.92 |
1,141.00 |
S2 |
1,107.04 |
1,107.04 |
1,152.11 |
|
S3 |
1,065.46 |
1,091.80 |
1,148.30 |
|
S4 |
1,023.88 |
1,050.22 |
1,136.86 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.29 |
1,467.42 |
1,187.52 |
|
R3 |
1,405.95 |
1,328.08 |
1,149.20 |
|
R2 |
1,266.61 |
1,266.61 |
1,136.43 |
|
R1 |
1,188.74 |
1,188.74 |
1,123.65 |
1,158.01 |
PP |
1,127.27 |
1,127.27 |
1,127.27 |
1,111.90 |
S1 |
1,049.40 |
1,049.40 |
1,098.11 |
1,018.67 |
S2 |
987.93 |
987.93 |
1,085.33 |
|
S3 |
848.59 |
910.06 |
1,072.56 |
|
S4 |
709.25 |
770.72 |
1,034.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,197.50 |
1,065.79 |
131.71 |
11.4% |
46.30 |
4.0% |
71% |
False |
False |
|
10 |
1,211.38 |
1,065.79 |
145.59 |
12.6% |
32.88 |
2.8% |
65% |
False |
False |
|
20 |
1,219.80 |
1,065.79 |
154.01 |
13.3% |
22.83 |
2.0% |
61% |
False |
False |
|
40 |
1,219.80 |
1,065.79 |
154.01 |
13.3% |
16.47 |
1.4% |
61% |
False |
False |
|
60 |
1,219.80 |
1,062.97 |
156.83 |
13.5% |
14.48 |
1.2% |
62% |
False |
False |
|
80 |
1,219.80 |
1,044.50 |
175.30 |
15.1% |
15.38 |
1.3% |
66% |
False |
False |
|
100 |
1,219.80 |
1,044.50 |
175.30 |
15.1% |
14.10 |
1.2% |
66% |
False |
False |
|
120 |
1,219.80 |
1,044.50 |
175.30 |
15.1% |
13.84 |
1.2% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.57 |
2.618 |
1,272.71 |
1.618 |
1,231.13 |
1.000 |
1,205.43 |
0.618 |
1,189.55 |
HIGH |
1,163.85 |
0.618 |
1,147.97 |
0.500 |
1,143.06 |
0.382 |
1,138.15 |
LOW |
1,122.27 |
0.618 |
1,096.57 |
1.000 |
1,080.69 |
1.618 |
1,054.99 |
2.618 |
1,013.41 |
4.250 |
945.56 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,154.17 |
1,145.38 |
PP |
1,148.62 |
1,131.03 |
S1 |
1,143.06 |
1,116.69 |
|