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 |
4,766.0 |
4,755.0 |
-11.0 |
-0.2% |
4,835.0 |
High |
4,797.0 |
4,783.0 |
-14.0 |
-0.3% |
4,841.0 |
Low |
4,748.0 |
4,714.0 |
-34.0 |
-0.7% |
4,700.0 |
Close |
4,764.0 |
4,719.0 |
-45.0 |
-0.9% |
4,743.0 |
Range |
49.0 |
69.0 |
20.0 |
40.8% |
141.0 |
ATR |
58.5 |
59.3 |
0.7 |
1.3% |
0.0 |
Volume |
36,446 |
32,715 |
-3,731 |
-10.2% |
186,164 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,945.7 |
4,901.3 |
4,757.0 |
|
R3 |
4,876.7 |
4,832.3 |
4,738.0 |
|
R2 |
4,807.7 |
4,807.7 |
4,731.7 |
|
R1 |
4,763.3 |
4,763.3 |
4,725.3 |
4,751.0 |
PP |
4,738.7 |
4,738.7 |
4,738.7 |
4,732.5 |
S1 |
4,694.3 |
4,694.3 |
4,712.7 |
4,682.0 |
S2 |
4,669.7 |
4,669.7 |
4,706.4 |
|
S3 |
4,600.7 |
4,625.3 |
4,700.0 |
|
S4 |
4,531.7 |
4,556.3 |
4,681.1 |
|
|
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 |
4,797.0 |
4,700.0 |
97.0 |
2.1% |
54.8 |
1.2% |
20% |
False |
False |
35,314 |
10 |
4,951.0 |
4,700.0 |
251.0 |
5.3% |
61.0 |
1.3% |
8% |
False |
False |
35,480 |
20 |
5,001.0 |
4,700.0 |
301.0 |
6.4% |
54.0 |
1.1% |
6% |
False |
False |
34,497 |
40 |
5,001.0 |
4,484.0 |
517.0 |
11.0% |
54.2 |
1.1% |
45% |
False |
False |
35,751 |
60 |
5,001.0 |
4,484.0 |
517.0 |
11.0% |
44.0 |
0.9% |
45% |
False |
False |
23,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,076.3 |
2.618 |
4,963.6 |
1.618 |
4,894.6 |
1.000 |
4,852.0 |
0.618 |
4,825.6 |
HIGH |
4,783.0 |
0.618 |
4,756.6 |
0.500 |
4,748.5 |
0.382 |
4,740.4 |
LOW |
4,714.0 |
0.618 |
4,671.4 |
1.000 |
4,645.0 |
1.618 |
4,602.4 |
2.618 |
4,533.4 |
4.250 |
4,420.8 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,748.5 |
4,754.0 |
PP |
4,738.7 |
4,742.3 |
S1 |
4,728.8 |
4,730.7 |
|