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 |
5,943.0 |
6,025.0 |
82.0 |
1.4% |
6,112.5 |
High |
6,096.0 |
6,226.0 |
130.0 |
2.1% |
6,207.5 |
Low |
5,912.0 |
6,006.5 |
94.5 |
1.6% |
5,557.0 |
Close |
6,042.5 |
6,196.0 |
153.5 |
2.5% |
5,722.0 |
Range |
184.0 |
219.5 |
35.5 |
19.3% |
650.5 |
ATR |
157.5 |
161.9 |
4.4 |
2.8% |
0.0 |
Volume |
203,062 |
244,323 |
41,261 |
20.3% |
1,395,948 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,801.3 |
6,718.2 |
6,316.7 |
|
R3 |
6,581.8 |
6,498.7 |
6,256.4 |
|
R2 |
6,362.3 |
6,362.3 |
6,236.2 |
|
R1 |
6,279.2 |
6,279.2 |
6,216.1 |
6,320.8 |
PP |
6,142.8 |
6,142.8 |
6,142.8 |
6,163.6 |
S1 |
6,059.7 |
6,059.7 |
6,175.9 |
6,101.3 |
S2 |
5,923.3 |
5,923.3 |
6,155.8 |
|
S3 |
5,703.8 |
5,840.2 |
6,135.6 |
|
S4 |
5,484.3 |
5,620.7 |
6,075.3 |
|
|
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 |
6,226.0 |
5,557.0 |
669.0 |
10.8% |
256.8 |
4.1% |
96% |
True |
False |
284,870 |
10 |
6,226.0 |
5,557.0 |
669.0 |
10.8% |
192.3 |
3.1% |
96% |
True |
False |
249,109 |
20 |
6,347.0 |
5,557.0 |
790.0 |
12.8% |
152.2 |
2.5% |
81% |
False |
False |
222,319 |
40 |
6,347.0 |
5,557.0 |
790.0 |
12.8% |
108.9 |
1.8% |
81% |
False |
False |
170,713 |
60 |
6,347.0 |
5,514.0 |
833.0 |
13.4% |
98.5 |
1.6% |
82% |
False |
False |
115,052 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
103.6 |
1.7% |
84% |
False |
False |
86,408 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
95.9 |
1.5% |
84% |
False |
False |
69,267 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
93.5 |
1.5% |
84% |
False |
False |
57,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,158.9 |
2.618 |
6,800.7 |
1.618 |
6,581.2 |
1.000 |
6,445.5 |
0.618 |
6,361.7 |
HIGH |
6,226.0 |
0.618 |
6,142.2 |
0.500 |
6,116.3 |
0.382 |
6,090.3 |
LOW |
6,006.5 |
0.618 |
5,870.8 |
1.000 |
5,787.0 |
1.618 |
5,651.3 |
2.618 |
5,431.8 |
4.250 |
5,073.6 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
6,169.4 |
6,143.3 |
PP |
6,142.8 |
6,090.7 |
S1 |
6,116.3 |
6,038.0 |
|