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 |
1,151.75 |
1,146.75 |
-5.00 |
-0.4% |
1,182.75 |
High |
1,164.50 |
1,166.75 |
2.25 |
0.2% |
1,197.25 |
Low |
1,136.25 |
1,137.00 |
0.75 |
0.1% |
1,050.00 |
Close |
1,147.75 |
1,165.25 |
17.50 |
1.5% |
1,102.75 |
Range |
28.25 |
29.75 |
1.50 |
5.3% |
147.25 |
ATR |
27.46 |
27.63 |
0.16 |
0.6% |
0.00 |
Volume |
6,642 |
10,540 |
3,898 |
58.7% |
21,331 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.50 |
1,235.25 |
1,181.50 |
|
R3 |
1,215.75 |
1,205.50 |
1,173.50 |
|
R2 |
1,186.00 |
1,186.00 |
1,170.75 |
|
R1 |
1,175.75 |
1,175.75 |
1,168.00 |
1,181.00 |
PP |
1,156.25 |
1,156.25 |
1,156.25 |
1,159.00 |
S1 |
1,146.00 |
1,146.00 |
1,162.50 |
1,151.00 |
S2 |
1,126.50 |
1,126.50 |
1,159.75 |
|
S3 |
1,096.75 |
1,116.25 |
1,157.00 |
|
S4 |
1,067.00 |
1,086.50 |
1,149.00 |
|
|
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 |
1,166.75 |
1,050.00 |
116.75 |
10.0% |
51.00 |
4.4% |
99% |
True |
False |
8,261 |
10 |
1,203.25 |
1,050.00 |
153.25 |
13.2% |
37.00 |
3.2% |
75% |
False |
False |
5,559 |
20 |
1,211.50 |
1,050.00 |
161.50 |
13.9% |
26.75 |
2.3% |
71% |
False |
False |
3,816 |
40 |
1,211.50 |
1,050.00 |
161.50 |
13.9% |
18.75 |
1.6% |
71% |
False |
False |
2,511 |
60 |
1,211.50 |
1,050.00 |
161.50 |
13.9% |
16.25 |
1.4% |
71% |
False |
False |
1,700 |
80 |
1,211.50 |
1,032.25 |
179.25 |
15.4% |
15.50 |
1.3% |
74% |
False |
False |
1,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.25 |
2.618 |
1,244.75 |
1.618 |
1,215.00 |
1.000 |
1,196.50 |
0.618 |
1,185.25 |
HIGH |
1,166.75 |
0.618 |
1,155.50 |
0.500 |
1,152.00 |
0.382 |
1,148.25 |
LOW |
1,137.00 |
0.618 |
1,118.50 |
1.000 |
1,107.25 |
1.618 |
1,088.75 |
2.618 |
1,059.00 |
4.250 |
1,010.50 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,160.75 |
1,157.50 |
PP |
1,156.25 |
1,150.00 |
S1 |
1,152.00 |
1,142.25 |
|