Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,176.0 |
1,208.4 |
32.4 |
2.8% |
1,181.0 |
High |
1,211.9 |
1,214.9 |
3.0 |
0.2% |
1,214.9 |
Low |
1,173.0 |
1,193.0 |
20.0 |
1.7% |
1,156.2 |
Close |
1,197.3 |
1,210.4 |
13.1 |
1.1% |
1,210.4 |
Range |
38.9 |
21.9 |
-17.0 |
-43.7% |
58.7 |
ATR |
18.5 |
18.8 |
0.2 |
1.3% |
0.0 |
Volume |
180,541 |
271,242 |
90,701 |
50.2% |
850,243 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.8 |
1,263.0 |
1,222.4 |
|
R3 |
1,249.9 |
1,241.1 |
1,216.4 |
|
R2 |
1,228.0 |
1,228.0 |
1,214.4 |
|
R1 |
1,219.2 |
1,219.2 |
1,212.4 |
1,223.6 |
PP |
1,206.1 |
1,206.1 |
1,206.1 |
1,208.3 |
S1 |
1,197.3 |
1,197.3 |
1,208.4 |
1,201.7 |
S2 |
1,184.2 |
1,184.2 |
1,206.4 |
|
S3 |
1,162.3 |
1,175.4 |
1,204.4 |
|
S4 |
1,140.4 |
1,153.5 |
1,198.4 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.9 |
1,348.9 |
1,242.7 |
|
R3 |
1,311.2 |
1,290.2 |
1,226.5 |
|
R2 |
1,252.5 |
1,252.5 |
1,221.2 |
|
R1 |
1,231.5 |
1,231.5 |
1,215.8 |
1,242.0 |
PP |
1,193.8 |
1,193.8 |
1,193.8 |
1,199.1 |
S1 |
1,172.8 |
1,172.8 |
1,205.0 |
1,183.3 |
S2 |
1,135.1 |
1,135.1 |
1,199.6 |
|
S3 |
1,076.4 |
1,114.1 |
1,194.3 |
|
S4 |
1,017.7 |
1,055.4 |
1,178.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,214.9 |
1,156.2 |
58.7 |
4.8% |
23.9 |
2.0% |
92% |
True |
False |
170,048 |
10 |
1,214.9 |
1,146.6 |
68.3 |
5.6% |
19.5 |
1.6% |
93% |
True |
False |
154,303 |
20 |
1,214.9 |
1,124.3 |
90.6 |
7.5% |
17.9 |
1.5% |
95% |
True |
False |
142,715 |
40 |
1,214.9 |
1,086.1 |
128.8 |
10.6% |
17.0 |
1.4% |
97% |
True |
False |
102,227 |
60 |
1,214.9 |
1,074.5 |
140.4 |
11.6% |
17.8 |
1.5% |
97% |
True |
False |
70,736 |
80 |
1,214.9 |
1,045.6 |
169.3 |
14.0% |
18.6 |
1.5% |
97% |
True |
False |
54,134 |
100 |
1,214.9 |
1,045.6 |
169.3 |
14.0% |
18.7 |
1.5% |
97% |
True |
False |
43,880 |
120 |
1,230.0 |
1,045.6 |
184.4 |
15.2% |
19.8 |
1.6% |
89% |
False |
False |
37,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.0 |
2.618 |
1,272.2 |
1.618 |
1,250.3 |
1.000 |
1,236.8 |
0.618 |
1,228.4 |
HIGH |
1,214.9 |
0.618 |
1,206.5 |
0.500 |
1,204.0 |
0.382 |
1,201.4 |
LOW |
1,193.0 |
0.618 |
1,179.5 |
1.000 |
1,171.1 |
1.618 |
1,157.6 |
2.618 |
1,135.7 |
4.250 |
1,099.9 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,208.3 |
1,202.1 |
PP |
1,206.1 |
1,193.8 |
S1 |
1,204.0 |
1,185.6 |
|