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 |
5,749.0 |
5,852.0 |
103.0 |
1.8% |
6,112.5 |
High |
5,908.5 |
6,020.0 |
111.5 |
1.9% |
6,207.5 |
Low |
5,659.0 |
5,850.0 |
191.0 |
3.4% |
5,557.0 |
Close |
5,722.0 |
6,000.5 |
278.5 |
4.9% |
5,722.0 |
Range |
249.5 |
170.0 |
-79.5 |
-31.9% |
650.5 |
ATR |
144.5 |
155.4 |
11.0 |
7.6% |
0.0 |
Volume |
409,386 |
280,354 |
-129,032 |
-31.5% |
1,395,948 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,466.8 |
6,403.7 |
6,094.0 |
|
R3 |
6,296.8 |
6,233.7 |
6,047.3 |
|
R2 |
6,126.8 |
6,126.8 |
6,031.7 |
|
R1 |
6,063.7 |
6,063.7 |
6,016.1 |
6,095.3 |
PP |
5,956.8 |
5,956.8 |
5,956.8 |
5,972.6 |
S1 |
5,893.7 |
5,893.7 |
5,984.9 |
5,925.3 |
S2 |
5,786.8 |
5,786.8 |
5,969.3 |
|
S3 |
5,616.8 |
5,723.7 |
5,953.8 |
|
S4 |
5,446.8 |
5,553.7 |
5,907.0 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,780.3 |
7,401.7 |
6,079.8 |
|
R3 |
7,129.8 |
6,751.2 |
5,900.9 |
|
R2 |
6,479.3 |
6,479.3 |
5,841.3 |
|
R1 |
6,100.7 |
6,100.7 |
5,781.6 |
5,964.8 |
PP |
5,828.8 |
5,828.8 |
5,828.8 |
5,760.9 |
S1 |
5,450.2 |
5,450.2 |
5,662.4 |
5,314.3 |
S2 |
5,178.3 |
5,178.3 |
5,602.7 |
|
S3 |
4,527.8 |
4,799.7 |
5,543.1 |
|
S4 |
3,877.3 |
4,149.2 |
5,364.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,206.0 |
5,557.0 |
649.0 |
10.8% |
237.4 |
4.0% |
68% |
False |
False |
307,979 |
10 |
6,339.0 |
5,557.0 |
782.0 |
13.0% |
188.4 |
3.1% |
57% |
False |
False |
260,973 |
20 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
137.8 |
2.3% |
56% |
False |
False |
212,551 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
101.5 |
1.7% |
56% |
False |
False |
160,406 |
60 |
6,347.0 |
5,470.0 |
877.0 |
14.6% |
94.1 |
1.6% |
60% |
False |
False |
107,610 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
100.9 |
1.7% |
63% |
False |
False |
80,823 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
93.0 |
1.5% |
63% |
False |
False |
64,888 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
91.1 |
1.5% |
63% |
False |
False |
54,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,742.5 |
2.618 |
6,465.1 |
1.618 |
6,295.1 |
1.000 |
6,190.0 |
0.618 |
6,125.1 |
HIGH |
6,020.0 |
0.618 |
5,955.1 |
0.500 |
5,935.0 |
0.382 |
5,914.9 |
LOW |
5,850.0 |
0.618 |
5,744.9 |
1.000 |
5,680.0 |
1.618 |
5,574.9 |
2.618 |
5,404.9 |
4.250 |
5,127.5 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,978.7 |
5,929.8 |
PP |
5,956.8 |
5,859.2 |
S1 |
5,935.0 |
5,788.5 |
|