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 |
1,123.75 |
1,125.25 |
1.50 |
0.1% |
1,184.50 |
High |
1,135.50 |
1,162.00 |
26.50 |
2.3% |
1,202.00 |
Low |
1,090.75 |
1,121.50 |
30.75 |
2.8% |
1,056.00 |
Close |
1,107.00 |
1,156.50 |
49.50 |
4.5% |
1,107.00 |
Range |
44.75 |
40.50 |
-4.25 |
-9.5% |
146.00 |
ATR |
25.82 |
27.90 |
2.08 |
8.1% |
0.00 |
Volume |
5,675,645 |
5,013,862 |
-661,783 |
-11.7% |
16,981,590 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.25 |
1,252.75 |
1,178.75 |
|
R3 |
1,227.75 |
1,212.25 |
1,167.75 |
|
R2 |
1,187.25 |
1,187.25 |
1,164.00 |
|
R1 |
1,171.75 |
1,171.75 |
1,160.25 |
1,179.50 |
PP |
1,146.75 |
1,146.75 |
1,146.75 |
1,150.50 |
S1 |
1,131.25 |
1,131.25 |
1,152.75 |
1,139.00 |
S2 |
1,106.25 |
1,106.25 |
1,149.00 |
|
S3 |
1,065.75 |
1,090.75 |
1,145.25 |
|
S4 |
1,025.25 |
1,050.25 |
1,134.25 |
|
|
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 |
1,199.75 |
1,056.00 |
143.75 |
12.4% |
50.75 |
4.4% |
70% |
False |
False |
3,819,610 |
10 |
1,210.00 |
1,056.00 |
154.00 |
13.3% |
36.25 |
3.1% |
65% |
False |
False |
3,204,910 |
20 |
1,216.75 |
1,056.00 |
160.75 |
13.9% |
25.50 |
2.2% |
63% |
False |
False |
2,630,499 |
40 |
1,216.75 |
1,056.00 |
160.75 |
13.9% |
18.25 |
1.6% |
63% |
False |
False |
2,193,946 |
60 |
1,216.75 |
1,055.25 |
161.50 |
14.0% |
16.50 |
1.4% |
63% |
False |
False |
1,499,237 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.6% |
17.50 |
1.5% |
67% |
False |
False |
1,125,027 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.6% |
16.25 |
1.4% |
67% |
False |
False |
900,133 |
120 |
1,216.75 |
1,036.25 |
180.50 |
15.6% |
15.50 |
1.3% |
67% |
False |
False |
750,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.00 |
2.618 |
1,268.00 |
1.618 |
1,227.50 |
1.000 |
1,202.50 |
0.618 |
1,187.00 |
HIGH |
1,162.00 |
0.618 |
1,146.50 |
0.500 |
1,141.75 |
0.382 |
1,137.00 |
LOW |
1,121.50 |
0.618 |
1,096.50 |
1.000 |
1,081.00 |
1.618 |
1,056.00 |
2.618 |
1,015.50 |
4.250 |
949.50 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,151.50 |
1,141.75 |
PP |
1,146.75 |
1,127.00 |
S1 |
1,141.75 |
1,112.50 |
|