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 |
1,207.2 |
1,237.5 |
30.3 |
2.5% |
1,182.5 |
High |
1,240.0 |
1,254.1 |
14.1 |
1.1% |
1,220.0 |
Low |
1,206.8 |
1,232.8 |
26.0 |
2.2% |
1,161.2 |
Close |
1,225.4 |
1,248.2 |
22.8 |
1.9% |
1,215.8 |
Range |
33.2 |
21.3 |
-11.9 |
-35.8% |
58.8 |
ATR |
19.5 |
20.1 |
0.7 |
3.4% |
0.0 |
Volume |
5,849 |
6,999 |
1,150 |
19.7% |
20,880 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.9 |
1,299.9 |
1,259.9 |
|
R3 |
1,287.6 |
1,278.6 |
1,254.1 |
|
R2 |
1,266.3 |
1,266.3 |
1,252.1 |
|
R1 |
1,257.3 |
1,257.3 |
1,250.2 |
1,261.8 |
PP |
1,245.0 |
1,245.0 |
1,245.0 |
1,247.3 |
S1 |
1,236.0 |
1,236.0 |
1,246.2 |
1,240.5 |
S2 |
1,223.7 |
1,223.7 |
1,244.3 |
|
S3 |
1,202.4 |
1,214.7 |
1,242.3 |
|
S4 |
1,181.1 |
1,193.4 |
1,236.5 |
|
|
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 |
1,254.1 |
1,177.5 |
76.6 |
6.1% |
27.9 |
2.2% |
92% |
True |
False |
5,986 |
10 |
1,254.1 |
1,161.2 |
92.9 |
7.4% |
21.6 |
1.7% |
94% |
True |
False |
4,266 |
20 |
1,254.1 |
1,127.8 |
126.3 |
10.1% |
19.1 |
1.5% |
95% |
True |
False |
3,047 |
40 |
1,254.1 |
1,089.9 |
164.2 |
13.2% |
16.5 |
1.3% |
96% |
True |
False |
2,267 |
60 |
1,254.1 |
1,089.9 |
164.2 |
13.2% |
16.6 |
1.3% |
96% |
True |
False |
2,048 |
80 |
1,254.1 |
1,048.2 |
205.9 |
16.5% |
17.6 |
1.4% |
97% |
True |
False |
2,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.6 |
2.618 |
1,309.9 |
1.618 |
1,288.6 |
1.000 |
1,275.4 |
0.618 |
1,267.3 |
HIGH |
1,254.1 |
0.618 |
1,246.0 |
0.500 |
1,243.5 |
0.382 |
1,240.9 |
LOW |
1,232.8 |
0.618 |
1,219.6 |
1.000 |
1,211.5 |
1.618 |
1,198.3 |
2.618 |
1,177.0 |
4.250 |
1,142.3 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,246.6 |
1,239.5 |
PP |
1,245.0 |
1,230.7 |
S1 |
1,243.5 |
1,222.0 |
|