Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,207.0 |
1,201.8 |
-5.2 |
-0.4% |
1,181.0 |
High |
1,207.0 |
1,235.2 |
28.2 |
2.3% |
1,214.9 |
Low |
1,184.4 |
1,201.5 |
17.1 |
1.4% |
1,156.2 |
Close |
1,200.8 |
1,220.3 |
19.5 |
1.6% |
1,210.4 |
Range |
22.6 |
33.7 |
11.1 |
49.1% |
58.7 |
ATR |
19.3 |
20.4 |
1.1 |
5.6% |
0.0 |
Volume |
255,295 |
176,641 |
-78,654 |
-30.8% |
850,243 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.1 |
1,303.9 |
1,238.8 |
|
R3 |
1,286.4 |
1,270.2 |
1,229.6 |
|
R2 |
1,252.7 |
1,252.7 |
1,226.5 |
|
R1 |
1,236.5 |
1,236.5 |
1,223.4 |
1,244.6 |
PP |
1,219.0 |
1,219.0 |
1,219.0 |
1,223.1 |
S1 |
1,202.8 |
1,202.8 |
1,217.2 |
1,210.9 |
S2 |
1,185.3 |
1,185.3 |
1,214.1 |
|
S3 |
1,151.6 |
1,169.1 |
1,211.0 |
|
S4 |
1,117.9 |
1,135.4 |
1,201.8 |
|
|
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 |
1,235.2 |
1,156.2 |
79.0 |
6.5% |
27.7 |
2.3% |
81% |
True |
False |
214,772 |
10 |
1,235.2 |
1,156.2 |
79.0 |
6.5% |
21.4 |
1.8% |
81% |
True |
False |
174,222 |
20 |
1,235.2 |
1,124.3 |
110.9 |
9.1% |
19.3 |
1.6% |
87% |
True |
False |
151,460 |
40 |
1,235.2 |
1,086.1 |
149.1 |
12.2% |
17.6 |
1.4% |
90% |
True |
False |
112,570 |
60 |
1,235.2 |
1,086.1 |
149.1 |
12.2% |
18.1 |
1.5% |
90% |
True |
False |
77,837 |
80 |
1,235.2 |
1,045.6 |
189.6 |
15.5% |
18.9 |
1.5% |
92% |
True |
False |
59,378 |
100 |
1,235.2 |
1,045.6 |
189.6 |
15.5% |
19.0 |
1.6% |
92% |
True |
False |
48,164 |
120 |
1,235.2 |
1,045.6 |
189.6 |
15.5% |
20.0 |
1.6% |
92% |
True |
False |
40,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.4 |
2.618 |
1,323.4 |
1.618 |
1,289.7 |
1.000 |
1,268.9 |
0.618 |
1,256.0 |
HIGH |
1,235.2 |
0.618 |
1,222.3 |
0.500 |
1,218.4 |
0.382 |
1,214.4 |
LOW |
1,201.5 |
0.618 |
1,180.7 |
1.000 |
1,167.8 |
1.618 |
1,147.0 |
2.618 |
1,113.3 |
4.250 |
1,058.3 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,219.7 |
1,216.8 |
PP |
1,219.0 |
1,213.3 |
S1 |
1,218.4 |
1,209.8 |
|