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 |
4,475.0 |
4,660.0 |
185.0 |
4.1% |
4,768.0 |
High |
4,624.0 |
4,661.0 |
37.0 |
0.8% |
4,814.0 |
Low |
4,475.0 |
4,549.0 |
74.0 |
1.7% |
4,405.0 |
Close |
4,609.0 |
4,557.0 |
-52.0 |
-1.1% |
4,474.0 |
Range |
149.0 |
112.0 |
-37.0 |
-24.8% |
409.0 |
ATR |
73.9 |
76.6 |
2.7 |
3.7% |
0.0 |
Volume |
53,987 |
43,247 |
-10,740 |
-19.9% |
195,705 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,925.0 |
4,853.0 |
4,618.6 |
|
R3 |
4,813.0 |
4,741.0 |
4,587.8 |
|
R2 |
4,701.0 |
4,701.0 |
4,577.5 |
|
R1 |
4,629.0 |
4,629.0 |
4,567.3 |
4,609.0 |
PP |
4,589.0 |
4,589.0 |
4,589.0 |
4,579.0 |
S1 |
4,517.0 |
4,517.0 |
4,546.7 |
4,497.0 |
S2 |
4,477.0 |
4,477.0 |
4,536.5 |
|
S3 |
4,365.0 |
4,405.0 |
4,526.2 |
|
S4 |
4,253.0 |
4,293.0 |
4,495.4 |
|
|
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 |
4,693.0 |
4,405.0 |
288.0 |
6.3% |
109.0 |
2.4% |
53% |
False |
False |
48,322 |
10 |
4,830.0 |
4,405.0 |
425.0 |
9.3% |
78.5 |
1.7% |
36% |
False |
False |
39,309 |
20 |
5,036.0 |
4,405.0 |
631.0 |
13.8% |
55.2 |
1.2% |
24% |
False |
False |
30,522 |
40 |
5,036.0 |
4,405.0 |
631.0 |
13.8% |
44.6 |
1.0% |
24% |
False |
False |
28,382 |
60 |
5,036.0 |
4,405.0 |
631.0 |
13.8% |
38.7 |
0.8% |
24% |
False |
False |
19,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,137.0 |
2.618 |
4,954.2 |
1.618 |
4,842.2 |
1.000 |
4,773.0 |
0.618 |
4,730.2 |
HIGH |
4,661.0 |
0.618 |
4,618.2 |
0.500 |
4,605.0 |
0.382 |
4,591.8 |
LOW |
4,549.0 |
0.618 |
4,479.8 |
1.000 |
4,437.0 |
1.618 |
4,367.8 |
2.618 |
4,255.8 |
4.250 |
4,073.0 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,605.0 |
4,549.0 |
PP |
4,589.0 |
4,541.0 |
S1 |
4,573.0 |
4,533.0 |
|