Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,156.00 |
1,151.75 |
-4.25 |
-0.4% |
1,184.50 |
High |
1,169.00 |
1,171.25 |
2.25 |
0.2% |
1,202.00 |
Low |
1,140.50 |
1,141.00 |
0.50 |
0.0% |
1,056.00 |
Close |
1,152.25 |
1,169.75 |
17.50 |
1.5% |
1,107.00 |
Range |
28.50 |
30.25 |
1.75 |
6.1% |
146.00 |
ATR |
27.95 |
28.11 |
0.16 |
0.6% |
0.00 |
Volume |
3,640,288 |
2,663,633 |
-976,655 |
-26.8% |
16,981,590 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.50 |
1,240.75 |
1,186.50 |
|
R3 |
1,221.25 |
1,210.50 |
1,178.00 |
|
R2 |
1,191.00 |
1,191.00 |
1,175.25 |
|
R1 |
1,180.25 |
1,180.25 |
1,172.50 |
1,185.50 |
PP |
1,160.75 |
1,160.75 |
1,160.75 |
1,163.25 |
S1 |
1,150.00 |
1,150.00 |
1,167.00 |
1,155.50 |
S2 |
1,130.50 |
1,130.50 |
1,164.25 |
|
S3 |
1,100.25 |
1,119.75 |
1,161.50 |
|
S4 |
1,070.00 |
1,089.50 |
1,153.00 |
|
|
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 |
1,171.25 |
1,056.00 |
115.25 |
9.9% |
51.25 |
4.4% |
99% |
True |
False |
4,010,270 |
10 |
1,208.00 |
1,056.00 |
152.00 |
13.0% |
37.50 |
3.2% |
75% |
False |
False |
3,313,784 |
20 |
1,216.75 |
1,056.00 |
160.75 |
13.7% |
27.25 |
2.3% |
71% |
False |
False |
2,805,319 |
40 |
1,216.75 |
1,056.00 |
160.75 |
13.7% |
19.25 |
1.7% |
71% |
False |
False |
2,262,541 |
60 |
1,216.75 |
1,056.00 |
160.75 |
13.7% |
16.75 |
1.4% |
71% |
False |
False |
1,604,196 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.4% |
18.00 |
1.5% |
74% |
False |
False |
1,203,807 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.4% |
16.50 |
1.4% |
74% |
False |
False |
963,172 |
120 |
1,216.75 |
1,036.25 |
180.50 |
15.4% |
15.75 |
1.4% |
74% |
False |
False |
802,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.75 |
2.618 |
1,250.50 |
1.618 |
1,220.25 |
1.000 |
1,201.50 |
0.618 |
1,190.00 |
HIGH |
1,171.25 |
0.618 |
1,159.75 |
0.500 |
1,156.00 |
0.382 |
1,152.50 |
LOW |
1,141.00 |
0.618 |
1,122.25 |
1.000 |
1,110.75 |
1.618 |
1,092.00 |
2.618 |
1,061.75 |
4.250 |
1,012.50 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,165.25 |
1,162.00 |
PP |
1,160.75 |
1,154.25 |
S1 |
1,156.00 |
1,146.50 |
|