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 |
1,163.75 |
1,123.75 |
-40.00 |
-3.4% |
1,184.50 |
High |
1,168.75 |
1,135.50 |
-33.25 |
-2.8% |
1,202.00 |
Low |
1,056.00 |
1,090.75 |
34.75 |
3.3% |
1,056.00 |
Close |
1,122.50 |
1,107.00 |
-15.50 |
-1.4% |
1,107.00 |
Range |
112.75 |
44.75 |
-68.00 |
-60.3% |
146.00 |
ATR |
24.36 |
25.82 |
1.46 |
6.0% |
0.00 |
Volume |
3,057,926 |
5,675,645 |
2,617,719 |
85.6% |
16,981,590 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.25 |
1,221.00 |
1,131.50 |
|
R3 |
1,200.50 |
1,176.25 |
1,119.25 |
|
R2 |
1,155.75 |
1,155.75 |
1,115.25 |
|
R1 |
1,131.50 |
1,131.50 |
1,111.00 |
1,121.25 |
PP |
1,111.00 |
1,111.00 |
1,111.00 |
1,106.00 |
S1 |
1,086.75 |
1,086.75 |
1,103.00 |
1,076.50 |
S2 |
1,066.25 |
1,066.25 |
1,098.75 |
|
S3 |
1,021.50 |
1,042.00 |
1,094.75 |
|
S4 |
976.75 |
997.25 |
1,082.50 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.75 |
1,479.25 |
1,187.25 |
|
R3 |
1,413.75 |
1,333.25 |
1,147.25 |
|
R2 |
1,267.75 |
1,267.75 |
1,133.75 |
|
R1 |
1,187.25 |
1,187.25 |
1,120.50 |
1,154.50 |
PP |
1,121.75 |
1,121.75 |
1,121.75 |
1,105.25 |
S1 |
1,041.25 |
1,041.25 |
1,093.50 |
1,008.50 |
S2 |
975.75 |
975.75 |
1,080.25 |
|
S3 |
829.75 |
895.25 |
1,066.75 |
|
S4 |
683.75 |
749.25 |
1,026.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,202.00 |
1,056.00 |
146.00 |
13.2% |
46.25 |
4.2% |
35% |
False |
False |
3,396,318 |
10 |
1,216.75 |
1,056.00 |
160.75 |
14.5% |
33.25 |
3.0% |
32% |
False |
False |
2,889,134 |
20 |
1,216.75 |
1,056.00 |
160.75 |
14.5% |
24.00 |
2.2% |
32% |
False |
False |
2,452,337 |
40 |
1,216.75 |
1,056.00 |
160.75 |
14.5% |
17.50 |
1.6% |
32% |
False |
False |
2,105,292 |
60 |
1,216.75 |
1,052.50 |
164.25 |
14.8% |
16.25 |
1.5% |
33% |
False |
False |
1,415,720 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.3% |
17.25 |
1.6% |
39% |
False |
False |
1,062,360 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.3% |
16.00 |
1.4% |
39% |
False |
False |
850,000 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.3% |
15.25 |
1.4% |
39% |
False |
False |
708,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.75 |
2.618 |
1,252.75 |
1.618 |
1,208.00 |
1.000 |
1,180.25 |
0.618 |
1,163.25 |
HIGH |
1,135.50 |
0.618 |
1,118.50 |
0.500 |
1,113.00 |
0.382 |
1,107.75 |
LOW |
1,090.75 |
0.618 |
1,063.00 |
1.000 |
1,046.00 |
1.618 |
1,018.25 |
2.618 |
973.50 |
4.250 |
900.50 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,113.00 |
1,115.50 |
PP |
1,111.00 |
1,112.75 |
S1 |
1,109.00 |
1,109.75 |
|