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 |
1,124.25 |
1,151.75 |
27.50 |
2.4% |
1,182.75 |
High |
1,157.50 |
1,164.50 |
7.00 |
0.6% |
1,197.25 |
Low |
1,117.75 |
1,136.25 |
18.50 |
1.7% |
1,050.00 |
Close |
1,152.00 |
1,147.75 |
-4.25 |
-0.4% |
1,102.75 |
Range |
39.75 |
28.25 |
-11.50 |
-28.9% |
147.25 |
ATR |
27.40 |
27.46 |
0.06 |
0.2% |
0.00 |
Volume |
12,477 |
6,642 |
-5,835 |
-46.8% |
21,331 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.25 |
1,219.25 |
1,163.25 |
|
R3 |
1,206.00 |
1,191.00 |
1,155.50 |
|
R2 |
1,177.75 |
1,177.75 |
1,153.00 |
|
R1 |
1,162.75 |
1,162.75 |
1,150.25 |
1,156.00 |
PP |
1,149.50 |
1,149.50 |
1,149.50 |
1,146.25 |
S1 |
1,134.50 |
1,134.50 |
1,145.25 |
1,128.00 |
S2 |
1,121.25 |
1,121.25 |
1,142.50 |
|
S3 |
1,093.00 |
1,106.25 |
1,140.00 |
|
S4 |
1,064.75 |
1,078.00 |
1,132.25 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,558.50 |
1,477.75 |
1,183.75 |
|
R3 |
1,411.25 |
1,330.50 |
1,143.25 |
|
R2 |
1,264.00 |
1,264.00 |
1,129.75 |
|
R1 |
1,183.25 |
1,183.25 |
1,116.25 |
1,150.00 |
PP |
1,116.75 |
1,116.75 |
1,116.75 |
1,100.00 |
S1 |
1,036.00 |
1,036.00 |
1,089.25 |
1,002.75 |
S2 |
969.50 |
969.50 |
1,075.75 |
|
S3 |
822.25 |
888.75 |
1,062.25 |
|
S4 |
675.00 |
741.50 |
1,021.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,170.25 |
1,050.00 |
120.25 |
10.5% |
49.00 |
4.3% |
81% |
False |
False |
7,156 |
10 |
1,203.25 |
1,050.00 |
153.25 |
13.4% |
35.50 |
3.1% |
64% |
False |
False |
4,704 |
20 |
1,211.50 |
1,050.00 |
161.50 |
14.1% |
26.00 |
2.3% |
61% |
False |
False |
3,312 |
40 |
1,211.50 |
1,050.00 |
161.50 |
14.1% |
18.25 |
1.6% |
61% |
False |
False |
2,253 |
60 |
1,211.50 |
1,050.00 |
161.50 |
14.1% |
15.75 |
1.4% |
61% |
False |
False |
1,526 |
80 |
1,211.50 |
1,032.25 |
179.25 |
15.6% |
15.25 |
1.3% |
64% |
False |
False |
1,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.50 |
2.618 |
1,238.50 |
1.618 |
1,210.25 |
1.000 |
1,192.75 |
0.618 |
1,182.00 |
HIGH |
1,164.50 |
0.618 |
1,153.75 |
0.500 |
1,150.50 |
0.382 |
1,147.00 |
LOW |
1,136.25 |
0.618 |
1,118.75 |
1.000 |
1,108.00 |
1.618 |
1,090.50 |
2.618 |
1,062.25 |
4.250 |
1,016.25 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,150.50 |
1,140.50 |
PP |
1,149.50 |
1,133.00 |
S1 |
1,148.50 |
1,125.50 |
|