Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,570.0 |
4,639.0 |
69.0 |
1.5% |
4,768.0 |
High |
4,622.0 |
4,673.0 |
51.0 |
1.1% |
4,814.0 |
Low |
4,555.0 |
4,617.0 |
62.0 |
1.4% |
4,405.0 |
Close |
4,584.0 |
4,672.0 |
88.0 |
1.9% |
4,474.0 |
Range |
67.0 |
56.0 |
-11.0 |
-16.4% |
409.0 |
ATR |
75.9 |
76.9 |
0.9 |
1.2% |
0.0 |
Volume |
38,015 |
28,152 |
-9,863 |
-25.9% |
195,705 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,822.0 |
4,803.0 |
4,702.8 |
|
R3 |
4,766.0 |
4,747.0 |
4,687.4 |
|
R2 |
4,710.0 |
4,710.0 |
4,682.3 |
|
R1 |
4,691.0 |
4,691.0 |
4,677.1 |
4,700.5 |
PP |
4,654.0 |
4,654.0 |
4,654.0 |
4,658.8 |
S1 |
4,635.0 |
4,635.0 |
4,666.9 |
4,644.5 |
S2 |
4,598.0 |
4,598.0 |
4,661.7 |
|
S3 |
4,542.0 |
4,579.0 |
4,656.6 |
|
S4 |
4,486.0 |
4,523.0 |
4,641.2 |
|
|
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 |
4,673.0 |
4,405.0 |
268.0 |
5.7% |
107.8 |
2.3% |
100% |
True |
False |
46,699 |
10 |
4,830.0 |
4,405.0 |
425.0 |
9.1% |
82.6 |
1.8% |
63% |
False |
False |
39,889 |
20 |
5,036.0 |
4,405.0 |
631.0 |
13.5% |
58.2 |
1.2% |
42% |
False |
False |
31,640 |
40 |
5,036.0 |
4,405.0 |
631.0 |
13.5% |
45.7 |
1.0% |
42% |
False |
False |
28,704 |
60 |
5,036.0 |
4,405.0 |
631.0 |
13.5% |
39.7 |
0.8% |
42% |
False |
False |
20,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,911.0 |
2.618 |
4,819.6 |
1.618 |
4,763.6 |
1.000 |
4,729.0 |
0.618 |
4,707.6 |
HIGH |
4,673.0 |
0.618 |
4,651.6 |
0.500 |
4,645.0 |
0.382 |
4,638.4 |
LOW |
4,617.0 |
0.618 |
4,582.4 |
1.000 |
4,561.0 |
1.618 |
4,526.4 |
2.618 |
4,470.4 |
4.250 |
4,379.0 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,663.0 |
4,651.7 |
PP |
4,654.0 |
4,631.3 |
S1 |
4,645.0 |
4,611.0 |
|