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 |
1,208.4 |
1,207.0 |
-1.4 |
-0.1% |
1,181.0 |
High |
1,214.9 |
1,207.0 |
-7.9 |
-0.7% |
1,214.9 |
Low |
1,193.0 |
1,184.4 |
-8.6 |
-0.7% |
1,156.2 |
Close |
1,210.4 |
1,200.8 |
-9.6 |
-0.8% |
1,210.4 |
Range |
21.9 |
22.6 |
0.7 |
3.2% |
58.7 |
ATR |
18.8 |
19.3 |
0.5 |
2.8% |
0.0 |
Volume |
271,242 |
255,295 |
-15,947 |
-5.9% |
850,243 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.2 |
1,255.6 |
1,213.2 |
|
R3 |
1,242.6 |
1,233.0 |
1,207.0 |
|
R2 |
1,220.0 |
1,220.0 |
1,204.9 |
|
R1 |
1,210.4 |
1,210.4 |
1,202.9 |
1,203.9 |
PP |
1,197.4 |
1,197.4 |
1,197.4 |
1,194.2 |
S1 |
1,187.8 |
1,187.8 |
1,198.7 |
1,181.3 |
S2 |
1,174.8 |
1,174.8 |
1,196.7 |
|
S3 |
1,152.2 |
1,165.2 |
1,194.6 |
|
S4 |
1,129.6 |
1,142.6 |
1,188.4 |
|
|
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 |
4.9% |
26.2 |
2.2% |
76% |
False |
False |
196,917 |
10 |
1,214.9 |
1,146.6 |
68.3 |
5.7% |
20.8 |
1.7% |
79% |
False |
False |
165,387 |
20 |
1,214.9 |
1,124.3 |
90.6 |
7.5% |
18.3 |
1.5% |
84% |
False |
False |
148,748 |
40 |
1,214.9 |
1,086.1 |
128.8 |
10.7% |
17.0 |
1.4% |
89% |
False |
False |
108,314 |
60 |
1,214.9 |
1,079.6 |
135.3 |
11.3% |
17.8 |
1.5% |
90% |
False |
False |
74,939 |
80 |
1,214.9 |
1,045.6 |
169.3 |
14.1% |
18.6 |
1.6% |
92% |
False |
False |
57,248 |
100 |
1,214.9 |
1,045.6 |
169.3 |
14.1% |
18.8 |
1.6% |
92% |
False |
False |
46,412 |
120 |
1,230.0 |
1,045.6 |
184.4 |
15.4% |
19.9 |
1.7% |
84% |
False |
False |
39,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.1 |
2.618 |
1,266.2 |
1.618 |
1,243.6 |
1.000 |
1,229.6 |
0.618 |
1,221.0 |
HIGH |
1,207.0 |
0.618 |
1,198.4 |
0.500 |
1,195.7 |
0.382 |
1,193.0 |
LOW |
1,184.4 |
0.618 |
1,170.4 |
1.000 |
1,161.8 |
1.618 |
1,147.8 |
2.618 |
1,125.2 |
4.250 |
1,088.4 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,199.1 |
1,198.5 |
PP |
1,197.4 |
1,196.2 |
S1 |
1,195.7 |
1,194.0 |
|