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 |
4,660.0 |
4,570.0 |
-90.0 |
-1.9% |
4,768.0 |
High |
4,661.0 |
4,622.0 |
-39.0 |
-0.8% |
4,814.0 |
Low |
4,549.0 |
4,555.0 |
6.0 |
0.1% |
4,405.0 |
Close |
4,557.0 |
4,584.0 |
27.0 |
0.6% |
4,474.0 |
Range |
112.0 |
67.0 |
-45.0 |
-40.2% |
409.0 |
ATR |
76.6 |
75.9 |
-0.7 |
-0.9% |
0.0 |
Volume |
43,247 |
38,015 |
-5,232 |
-12.1% |
195,705 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,788.0 |
4,753.0 |
4,620.9 |
|
R3 |
4,721.0 |
4,686.0 |
4,602.4 |
|
R2 |
4,654.0 |
4,654.0 |
4,596.3 |
|
R1 |
4,619.0 |
4,619.0 |
4,590.1 |
4,636.5 |
PP |
4,587.0 |
4,587.0 |
4,587.0 |
4,595.8 |
S1 |
4,552.0 |
4,552.0 |
4,577.9 |
4,569.5 |
S2 |
4,520.0 |
4,520.0 |
4,571.7 |
|
S3 |
4,453.0 |
4,485.0 |
4,565.6 |
|
S4 |
4,386.0 |
4,418.0 |
4,547.2 |
|
|
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 |
4,661.0 |
4,405.0 |
256.0 |
5.6% |
111.4 |
2.4% |
70% |
False |
False |
48,938 |
10 |
4,830.0 |
4,405.0 |
425.0 |
9.3% |
80.8 |
1.8% |
42% |
False |
False |
40,035 |
20 |
5,036.0 |
4,405.0 |
631.0 |
13.8% |
56.9 |
1.2% |
28% |
False |
False |
31,350 |
40 |
5,036.0 |
4,405.0 |
631.0 |
13.8% |
45.7 |
1.0% |
28% |
False |
False |
29,205 |
60 |
5,036.0 |
4,405.0 |
631.0 |
13.8% |
39.2 |
0.9% |
28% |
False |
False |
19,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,906.8 |
2.618 |
4,797.4 |
1.618 |
4,730.4 |
1.000 |
4,689.0 |
0.618 |
4,663.4 |
HIGH |
4,622.0 |
0.618 |
4,596.4 |
0.500 |
4,588.5 |
0.382 |
4,580.6 |
LOW |
4,555.0 |
0.618 |
4,513.6 |
1.000 |
4,488.0 |
1.618 |
4,446.6 |
2.618 |
4,379.6 |
4.250 |
4,270.3 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,588.5 |
4,578.7 |
PP |
4,587.0 |
4,573.3 |
S1 |
4,585.5 |
4,568.0 |
|