Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,125.25 |
1,156.00 |
30.75 |
2.7% |
1,184.50 |
High |
1,162.00 |
1,169.00 |
7.00 |
0.6% |
1,202.00 |
Low |
1,121.50 |
1,140.50 |
19.00 |
1.7% |
1,056.00 |
Close |
1,156.50 |
1,152.25 |
-4.25 |
-0.4% |
1,107.00 |
Range |
40.50 |
28.50 |
-12.00 |
-29.6% |
146.00 |
ATR |
27.90 |
27.95 |
0.04 |
0.2% |
0.00 |
Volume |
5,013,862 |
3,640,288 |
-1,373,574 |
-27.4% |
16,981,590 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.50 |
1,224.25 |
1,168.00 |
|
R3 |
1,211.00 |
1,195.75 |
1,160.00 |
|
R2 |
1,182.50 |
1,182.50 |
1,157.50 |
|
R1 |
1,167.25 |
1,167.25 |
1,154.75 |
1,160.50 |
PP |
1,154.00 |
1,154.00 |
1,154.00 |
1,150.50 |
S1 |
1,138.75 |
1,138.75 |
1,149.75 |
1,132.00 |
S2 |
1,125.50 |
1,125.50 |
1,147.00 |
|
S3 |
1,097.00 |
1,110.25 |
1,144.50 |
|
S4 |
1,068.50 |
1,081.75 |
1,136.50 |
|
|
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 |
1,175.00 |
1,056.00 |
119.00 |
10.3% |
49.25 |
4.3% |
81% |
False |
False |
4,188,211 |
10 |
1,208.00 |
1,056.00 |
152.00 |
13.2% |
36.00 |
3.1% |
63% |
False |
False |
3,406,493 |
20 |
1,216.75 |
1,056.00 |
160.75 |
14.0% |
26.50 |
2.3% |
60% |
False |
False |
2,749,832 |
40 |
1,216.75 |
1,056.00 |
160.75 |
14.0% |
18.75 |
1.6% |
60% |
False |
False |
2,238,297 |
60 |
1,216.75 |
1,056.00 |
160.75 |
14.0% |
16.75 |
1.4% |
60% |
False |
False |
1,559,849 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.7% |
17.75 |
1.5% |
64% |
False |
False |
1,170,516 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.7% |
16.25 |
1.4% |
64% |
False |
False |
936,536 |
120 |
1,216.75 |
1,036.25 |
180.50 |
15.7% |
15.50 |
1.4% |
64% |
False |
False |
780,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.00 |
2.618 |
1,243.50 |
1.618 |
1,215.00 |
1.000 |
1,197.50 |
0.618 |
1,186.50 |
HIGH |
1,169.00 |
0.618 |
1,158.00 |
0.500 |
1,154.75 |
0.382 |
1,151.50 |
LOW |
1,140.50 |
0.618 |
1,123.00 |
1.000 |
1,112.00 |
1.618 |
1,094.50 |
2.618 |
1,066.00 |
4.250 |
1,019.50 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,154.75 |
1,144.75 |
PP |
1,154.00 |
1,137.25 |
S1 |
1,153.00 |
1,130.00 |
|