Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,181.0 |
1,212.5 |
31.5 |
2.7% |
1,182.5 |
High |
1,215.0 |
1,220.0 |
5.0 |
0.4% |
1,220.0 |
Low |
1,177.5 |
1,198.6 |
21.1 |
1.8% |
1,161.2 |
Close |
1,201.9 |
1,215.8 |
13.9 |
1.2% |
1,215.8 |
Range |
37.5 |
21.4 |
-16.1 |
-42.9% |
58.8 |
ATR |
17.4 |
17.7 |
0.3 |
1.6% |
0.0 |
Volume |
4,041 |
7,748 |
3,707 |
91.7% |
20,880 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.7 |
1,267.1 |
1,227.6 |
|
R3 |
1,254.3 |
1,245.7 |
1,221.7 |
|
R2 |
1,232.9 |
1,232.9 |
1,219.7 |
|
R1 |
1,224.3 |
1,224.3 |
1,217.8 |
1,228.6 |
PP |
1,211.5 |
1,211.5 |
1,211.5 |
1,213.6 |
S1 |
1,202.9 |
1,202.9 |
1,213.8 |
1,207.2 |
S2 |
1,190.1 |
1,190.1 |
1,211.9 |
|
S3 |
1,168.7 |
1,181.5 |
1,209.9 |
|
S4 |
1,147.3 |
1,160.1 |
1,204.0 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.4 |
1,354.4 |
1,248.1 |
|
R3 |
1,316.6 |
1,295.6 |
1,232.0 |
|
R2 |
1,257.8 |
1,257.8 |
1,226.6 |
|
R1 |
1,236.8 |
1,236.8 |
1,221.2 |
1,247.3 |
PP |
1,199.0 |
1,199.0 |
1,199.0 |
1,204.3 |
S1 |
1,178.0 |
1,178.0 |
1,210.4 |
1,188.5 |
S2 |
1,140.2 |
1,140.2 |
1,205.0 |
|
S3 |
1,081.4 |
1,119.2 |
1,199.6 |
|
S4 |
1,022.6 |
1,060.4 |
1,183.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.0 |
1,161.2 |
58.8 |
4.8% |
23.0 |
1.9% |
93% |
True |
False |
4,176 |
10 |
1,220.0 |
1,150.7 |
69.3 |
5.7% |
18.5 |
1.5% |
94% |
True |
False |
3,136 |
20 |
1,220.0 |
1,127.8 |
92.2 |
7.6% |
16.8 |
1.4% |
95% |
True |
False |
2,476 |
40 |
1,220.0 |
1,089.9 |
130.1 |
10.7% |
15.6 |
1.3% |
97% |
True |
False |
1,898 |
60 |
1,220.0 |
1,078.8 |
141.2 |
11.6% |
16.4 |
1.3% |
97% |
True |
False |
1,890 |
80 |
1,220.0 |
1,048.2 |
171.8 |
14.1% |
17.2 |
1.4% |
98% |
True |
False |
1,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.0 |
2.618 |
1,276.0 |
1.618 |
1,254.6 |
1.000 |
1,241.4 |
0.618 |
1,233.2 |
HIGH |
1,220.0 |
0.618 |
1,211.8 |
0.500 |
1,209.3 |
0.382 |
1,206.8 |
LOW |
1,198.6 |
0.618 |
1,185.4 |
1.000 |
1,177.2 |
1.618 |
1,164.0 |
2.618 |
1,142.6 |
4.250 |
1,107.7 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,213.6 |
1,207.4 |
PP |
1,211.5 |
1,199.0 |
S1 |
1,209.3 |
1,190.6 |
|