Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
4,720.0 |
4,766.0 |
46.0 |
1.0% |
4,835.0 |
High |
4,763.0 |
4,797.0 |
34.0 |
0.7% |
4,841.0 |
Low |
4,711.0 |
4,748.0 |
37.0 |
0.8% |
4,700.0 |
Close |
4,743.0 |
4,764.0 |
21.0 |
0.4% |
4,743.0 |
Range |
52.0 |
49.0 |
-3.0 |
-5.8% |
141.0 |
ATR |
58.9 |
58.5 |
-0.3 |
-0.6% |
0.0 |
Volume |
37,787 |
36,446 |
-1,341 |
-3.5% |
186,164 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,916.7 |
4,889.3 |
4,791.0 |
|
R3 |
4,867.7 |
4,840.3 |
4,777.5 |
|
R2 |
4,818.7 |
4,818.7 |
4,773.0 |
|
R1 |
4,791.3 |
4,791.3 |
4,768.5 |
4,780.5 |
PP |
4,769.7 |
4,769.7 |
4,769.7 |
4,764.3 |
S1 |
4,742.3 |
4,742.3 |
4,759.5 |
4,731.5 |
S2 |
4,720.7 |
4,720.7 |
4,755.0 |
|
S3 |
4,671.7 |
4,693.3 |
4,750.5 |
|
S4 |
4,622.7 |
4,644.3 |
4,737.1 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,184.3 |
5,104.7 |
4,820.6 |
|
R3 |
5,043.3 |
4,963.7 |
4,781.8 |
|
R2 |
4,902.3 |
4,902.3 |
4,768.9 |
|
R1 |
4,822.7 |
4,822.7 |
4,755.9 |
4,792.0 |
PP |
4,761.3 |
4,761.3 |
4,761.3 |
4,746.0 |
S1 |
4,681.7 |
4,681.7 |
4,730.1 |
4,651.0 |
S2 |
4,620.3 |
4,620.3 |
4,717.2 |
|
S3 |
4,479.3 |
4,540.7 |
4,704.2 |
|
S4 |
4,338.3 |
4,399.7 |
4,665.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,801.0 |
4,700.0 |
101.0 |
2.1% |
47.4 |
1.0% |
63% |
False |
False |
35,831 |
10 |
4,951.0 |
4,700.0 |
251.0 |
5.3% |
57.0 |
1.2% |
25% |
False |
False |
34,806 |
20 |
5,001.0 |
4,700.0 |
301.0 |
6.3% |
52.2 |
1.1% |
21% |
False |
False |
34,125 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.9% |
54.7 |
1.1% |
54% |
False |
False |
35,014 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.9% |
42.9 |
0.9% |
54% |
False |
False |
23,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,005.3 |
2.618 |
4,925.3 |
1.618 |
4,876.3 |
1.000 |
4,846.0 |
0.618 |
4,827.3 |
HIGH |
4,797.0 |
0.618 |
4,778.3 |
0.500 |
4,772.5 |
0.382 |
4,766.7 |
LOW |
4,748.0 |
0.618 |
4,717.7 |
1.000 |
4,699.0 |
1.618 |
4,668.7 |
2.618 |
4,619.7 |
4.250 |
4,539.8 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,772.5 |
4,758.8 |
PP |
4,769.7 |
4,753.7 |
S1 |
4,766.8 |
4,748.5 |
|