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 |
4,405.0 |
4,475.0 |
70.0 |
1.6% |
4,768.0 |
High |
4,560.0 |
4,624.0 |
64.0 |
1.4% |
4,814.0 |
Low |
4,405.0 |
4,475.0 |
70.0 |
1.6% |
4,405.0 |
Close |
4,474.0 |
4,609.0 |
135.0 |
3.0% |
4,474.0 |
Range |
155.0 |
149.0 |
-6.0 |
-3.9% |
409.0 |
ATR |
68.1 |
73.9 |
5.9 |
8.6% |
0.0 |
Volume |
70,095 |
53,987 |
-16,108 |
-23.0% |
195,705 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,016.3 |
4,961.7 |
4,691.0 |
|
R3 |
4,867.3 |
4,812.7 |
4,650.0 |
|
R2 |
4,718.3 |
4,718.3 |
4,636.3 |
|
R1 |
4,663.7 |
4,663.7 |
4,622.7 |
4,691.0 |
PP |
4,569.3 |
4,569.3 |
4,569.3 |
4,583.0 |
S1 |
4,514.7 |
4,514.7 |
4,595.3 |
4,542.0 |
S2 |
4,420.3 |
4,420.3 |
4,581.7 |
|
S3 |
4,271.3 |
4,365.7 |
4,568.0 |
|
S4 |
4,122.3 |
4,216.7 |
4,527.1 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,791.3 |
5,541.7 |
4,699.0 |
|
R3 |
5,382.3 |
5,132.7 |
4,586.5 |
|
R2 |
4,973.3 |
4,973.3 |
4,549.0 |
|
R1 |
4,723.7 |
4,723.7 |
4,511.5 |
4,644.0 |
PP |
4,564.3 |
4,564.3 |
4,564.3 |
4,524.5 |
S1 |
4,314.7 |
4,314.7 |
4,436.5 |
4,235.0 |
S2 |
4,155.3 |
4,155.3 |
4,399.0 |
|
S3 |
3,746.3 |
3,905.7 |
4,361.5 |
|
S4 |
3,337.3 |
3,496.7 |
4,249.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,814.0 |
4,405.0 |
409.0 |
8.9% |
102.6 |
2.2% |
50% |
False |
False |
45,071 |
10 |
4,921.0 |
4,405.0 |
516.0 |
11.2% |
71.4 |
1.5% |
40% |
False |
False |
37,750 |
20 |
5,036.0 |
4,405.0 |
631.0 |
13.7% |
50.4 |
1.1% |
32% |
False |
False |
29,269 |
40 |
5,036.0 |
4,405.0 |
631.0 |
13.7% |
42.7 |
0.9% |
32% |
False |
False |
27,412 |
60 |
5,036.0 |
4,405.0 |
631.0 |
13.7% |
37.7 |
0.8% |
32% |
False |
False |
18,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,257.3 |
2.618 |
5,014.1 |
1.618 |
4,865.1 |
1.000 |
4,773.0 |
0.618 |
4,716.1 |
HIGH |
4,624.0 |
0.618 |
4,567.1 |
0.500 |
4,549.5 |
0.382 |
4,531.9 |
LOW |
4,475.0 |
0.618 |
4,382.9 |
1.000 |
4,326.0 |
1.618 |
4,233.9 |
2.618 |
4,084.9 |
4.250 |
3,841.8 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,589.2 |
4,580.3 |
PP |
4,569.3 |
4,551.7 |
S1 |
4,549.5 |
4,523.0 |
|