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 |
1,201.8 |
1,232.0 |
30.2 |
2.5% |
1,181.0 |
High |
1,235.2 |
1,249.2 |
14.0 |
1.1% |
1,214.9 |
Low |
1,201.5 |
1,227.2 |
25.7 |
2.1% |
1,156.2 |
Close |
1,220.3 |
1,243.1 |
22.8 |
1.9% |
1,210.4 |
Range |
33.7 |
22.0 |
-11.7 |
-34.7% |
58.7 |
ATR |
20.4 |
21.0 |
0.6 |
3.0% |
0.0 |
Volume |
176,641 |
206,838 |
30,197 |
17.1% |
850,243 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.8 |
1,296.5 |
1,255.2 |
|
R3 |
1,283.8 |
1,274.5 |
1,249.2 |
|
R2 |
1,261.8 |
1,261.8 |
1,247.1 |
|
R1 |
1,252.5 |
1,252.5 |
1,245.1 |
1,257.2 |
PP |
1,239.8 |
1,239.8 |
1,239.8 |
1,242.2 |
S1 |
1,230.5 |
1,230.5 |
1,241.1 |
1,235.2 |
S2 |
1,217.8 |
1,217.8 |
1,239.1 |
|
S3 |
1,195.8 |
1,208.5 |
1,237.1 |
|
S4 |
1,173.8 |
1,186.5 |
1,231.0 |
|
|
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 |
1,249.2 |
1,173.0 |
76.2 |
6.1% |
27.8 |
2.2% |
92% |
True |
False |
218,111 |
10 |
1,249.2 |
1,156.2 |
93.0 |
7.5% |
22.2 |
1.8% |
93% |
True |
False |
176,637 |
20 |
1,249.2 |
1,124.3 |
124.9 |
10.0% |
19.8 |
1.6% |
95% |
True |
False |
155,119 |
40 |
1,249.2 |
1,086.1 |
163.1 |
13.1% |
17.6 |
1.4% |
96% |
True |
False |
116,734 |
60 |
1,249.2 |
1,086.1 |
163.1 |
13.1% |
17.9 |
1.4% |
96% |
True |
False |
81,244 |
80 |
1,249.2 |
1,045.6 |
203.6 |
16.4% |
18.9 |
1.5% |
97% |
True |
False |
61,918 |
100 |
1,249.2 |
1,045.6 |
203.6 |
16.4% |
19.0 |
1.5% |
97% |
True |
False |
50,196 |
120 |
1,249.2 |
1,045.6 |
203.6 |
16.4% |
20.1 |
1.6% |
97% |
True |
False |
42,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.7 |
2.618 |
1,306.8 |
1.618 |
1,284.8 |
1.000 |
1,271.2 |
0.618 |
1,262.8 |
HIGH |
1,249.2 |
0.618 |
1,240.8 |
0.500 |
1,238.2 |
0.382 |
1,235.6 |
LOW |
1,227.2 |
0.618 |
1,213.6 |
1.000 |
1,205.2 |
1.618 |
1,191.6 |
2.618 |
1,169.6 |
4.250 |
1,133.7 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,241.5 |
1,234.3 |
PP |
1,239.8 |
1,225.6 |
S1 |
1,238.2 |
1,216.8 |
|