Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,495.5 |
1,513.8 |
18.3 |
1.2% |
1,565.6 |
High |
1,515.2 |
1,521.0 |
5.8 |
0.4% |
1,577.7 |
Low |
1,492.2 |
1,507.1 |
14.9 |
1.0% |
1,464.1 |
Close |
1,504.5 |
1,518.2 |
13.7 |
0.9% |
1,492.9 |
Range |
23.0 |
13.9 |
-9.1 |
-39.6% |
113.6 |
ATR |
25.1 |
24.4 |
-0.6 |
-2.4% |
0.0 |
Volume |
16,044 |
14,078 |
-1,966 |
-12.3% |
54,012 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,557.1 |
1,551.6 |
1,525.8 |
|
R3 |
1,543.2 |
1,537.7 |
1,522.0 |
|
R2 |
1,529.3 |
1,529.3 |
1,520.7 |
|
R1 |
1,523.8 |
1,523.8 |
1,519.5 |
1,526.6 |
PP |
1,515.4 |
1,515.4 |
1,515.4 |
1,516.8 |
S1 |
1,509.9 |
1,509.9 |
1,516.9 |
1,512.7 |
S2 |
1,501.5 |
1,501.5 |
1,515.7 |
|
S3 |
1,487.6 |
1,496.0 |
1,514.4 |
|
S4 |
1,473.7 |
1,482.1 |
1,510.6 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.4 |
1,786.2 |
1,555.4 |
|
R3 |
1,738.8 |
1,672.6 |
1,524.1 |
|
R2 |
1,625.2 |
1,625.2 |
1,513.7 |
|
R1 |
1,559.0 |
1,559.0 |
1,503.3 |
1,535.3 |
PP |
1,511.6 |
1,511.6 |
1,511.6 |
1,499.7 |
S1 |
1,445.4 |
1,445.4 |
1,482.5 |
1,421.7 |
S2 |
1,398.0 |
1,398.0 |
1,472.1 |
|
S3 |
1,284.4 |
1,331.8 |
1,461.7 |
|
S4 |
1,170.8 |
1,218.2 |
1,430.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,544.7 |
1,464.1 |
80.6 |
5.3% |
32.0 |
2.1% |
67% |
False |
False |
14,243 |
10 |
1,577.7 |
1,464.1 |
113.6 |
7.5% |
30.7 |
2.0% |
48% |
False |
False |
10,217 |
20 |
1,577.7 |
1,446.2 |
131.5 |
8.7% |
23.1 |
1.5% |
55% |
False |
False |
8,176 |
40 |
1,577.7 |
1,389.8 |
187.9 |
12.4% |
19.9 |
1.3% |
68% |
False |
False |
5,449 |
60 |
1,577.7 |
1,358.0 |
219.7 |
14.5% |
18.0 |
1.2% |
73% |
False |
False |
4,128 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
17.9 |
1.2% |
77% |
False |
False |
3,410 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
16.7 |
1.1% |
77% |
False |
False |
2,815 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
16.4 |
1.1% |
77% |
False |
False |
2,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,580.1 |
2.618 |
1,557.4 |
1.618 |
1,543.5 |
1.000 |
1,534.9 |
0.618 |
1,529.6 |
HIGH |
1,521.0 |
0.618 |
1,515.7 |
0.500 |
1,514.1 |
0.382 |
1,512.4 |
LOW |
1,507.1 |
0.618 |
1,498.5 |
1.000 |
1,493.2 |
1.618 |
1,484.6 |
2.618 |
1,470.7 |
4.250 |
1,448.0 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,516.8 |
1,511.2 |
PP |
1,515.4 |
1,504.2 |
S1 |
1,514.1 |
1,497.2 |
|