Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,212.5 |
1,215.8 |
3.3 |
0.3% |
1,182.5 |
High |
1,220.0 |
1,215.8 |
-4.2 |
-0.3% |
1,220.0 |
Low |
1,198.6 |
1,189.9 |
-8.7 |
-0.7% |
1,161.2 |
Close |
1,215.8 |
1,205.6 |
-10.2 |
-0.8% |
1,215.8 |
Range |
21.4 |
25.9 |
4.5 |
21.0% |
58.8 |
ATR |
17.7 |
18.3 |
0.6 |
3.3% |
0.0 |
Volume |
7,748 |
5,293 |
-2,455 |
-31.7% |
20,880 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.5 |
1,269.4 |
1,219.8 |
|
R3 |
1,255.6 |
1,243.5 |
1,212.7 |
|
R2 |
1,229.7 |
1,229.7 |
1,210.3 |
|
R1 |
1,217.6 |
1,217.6 |
1,208.0 |
1,210.7 |
PP |
1,203.8 |
1,203.8 |
1,203.8 |
1,200.3 |
S1 |
1,191.7 |
1,191.7 |
1,203.2 |
1,184.8 |
S2 |
1,177.9 |
1,177.9 |
1,200.9 |
|
S3 |
1,152.0 |
1,165.8 |
1,198.5 |
|
S4 |
1,126.1 |
1,139.9 |
1,191.4 |
|
|
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 |
4.9% |
26.0 |
2.2% |
76% |
False |
False |
4,441 |
10 |
1,220.0 |
1,150.7 |
69.3 |
5.7% |
20.2 |
1.7% |
79% |
False |
False |
3,505 |
20 |
1,220.0 |
1,127.8 |
92.2 |
7.6% |
17.4 |
1.4% |
84% |
False |
False |
2,637 |
40 |
1,220.0 |
1,089.9 |
130.1 |
10.8% |
15.8 |
1.3% |
89% |
False |
False |
1,981 |
60 |
1,220.0 |
1,082.8 |
137.2 |
11.4% |
16.4 |
1.4% |
90% |
False |
False |
1,939 |
80 |
1,220.0 |
1,048.2 |
171.8 |
14.3% |
17.3 |
1.4% |
92% |
False |
False |
1,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.9 |
2.618 |
1,283.6 |
1.618 |
1,257.7 |
1.000 |
1,241.7 |
0.618 |
1,231.8 |
HIGH |
1,215.8 |
0.618 |
1,205.9 |
0.500 |
1,202.9 |
0.382 |
1,199.8 |
LOW |
1,189.9 |
0.618 |
1,173.9 |
1.000 |
1,164.0 |
1.618 |
1,148.0 |
2.618 |
1,122.1 |
4.250 |
1,079.8 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,204.7 |
1,203.3 |
PP |
1,203.8 |
1,201.0 |
S1 |
1,202.9 |
1,198.8 |
|