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 |
7,387.5 |
7,452.5 |
65.0 |
0.9% |
7,599.5 |
High |
7,519.0 |
7,502.0 |
-17.0 |
-0.2% |
7,624.0 |
Low |
7,378.0 |
7,390.5 |
12.5 |
0.2% |
7,309.0 |
Close |
7,504.5 |
7,426.5 |
-78.0 |
-1.0% |
7,504.5 |
Range |
141.0 |
111.5 |
-29.5 |
-20.9% |
315.0 |
ATR |
112.6 |
112.7 |
0.1 |
0.1% |
0.0 |
Volume |
150,938 |
133,592 |
-17,346 |
-11.5% |
719,926 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,774.2 |
7,711.8 |
7,487.8 |
|
R3 |
7,662.7 |
7,600.3 |
7,457.2 |
|
R2 |
7,551.2 |
7,551.2 |
7,446.9 |
|
R1 |
7,488.8 |
7,488.8 |
7,436.7 |
7,464.3 |
PP |
7,439.7 |
7,439.7 |
7,439.7 |
7,427.4 |
S1 |
7,377.3 |
7,377.3 |
7,416.3 |
7,352.8 |
S2 |
7,328.2 |
7,328.2 |
7,406.1 |
|
S3 |
7,216.7 |
7,265.8 |
7,395.8 |
|
S4 |
7,105.2 |
7,154.3 |
7,365.2 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,424.2 |
8,279.3 |
7,677.8 |
|
R3 |
8,109.2 |
7,964.3 |
7,591.1 |
|
R2 |
7,794.2 |
7,794.2 |
7,562.3 |
|
R1 |
7,649.3 |
7,649.3 |
7,533.4 |
7,564.3 |
PP |
7,479.2 |
7,479.2 |
7,479.2 |
7,436.6 |
S1 |
7,334.3 |
7,334.3 |
7,475.6 |
7,249.3 |
S2 |
7,164.2 |
7,164.2 |
7,446.8 |
|
S3 |
6,849.2 |
7,019.3 |
7,417.9 |
|
S4 |
6,534.2 |
6,704.3 |
7,331.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,561.5 |
7,309.0 |
252.5 |
3.4% |
129.2 |
1.7% |
47% |
False |
False |
151,008 |
10 |
7,624.0 |
7,291.5 |
332.5 |
4.5% |
109.7 |
1.5% |
41% |
False |
False |
123,448 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.3% |
99.4 |
1.3% |
68% |
False |
False |
110,727 |
40 |
7,624.0 |
6,436.0 |
1,188.0 |
16.0% |
105.0 |
1.4% |
83% |
False |
False |
115,414 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.0% |
104.2 |
1.4% |
83% |
False |
False |
78,067 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.0% |
94.8 |
1.3% |
83% |
False |
False |
58,664 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.0% |
89.4 |
1.2% |
83% |
False |
False |
47,202 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.0% |
87.9 |
1.2% |
83% |
False |
False |
39,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,975.9 |
2.618 |
7,793.9 |
1.618 |
7,682.4 |
1.000 |
7,613.5 |
0.618 |
7,570.9 |
HIGH |
7,502.0 |
0.618 |
7,459.4 |
0.500 |
7,446.3 |
0.382 |
7,433.1 |
LOW |
7,390.5 |
0.618 |
7,321.6 |
1.000 |
7,279.0 |
1.618 |
7,210.1 |
2.618 |
7,098.6 |
4.250 |
6,916.6 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,446.3 |
7,422.3 |
PP |
7,439.7 |
7,418.2 |
S1 |
7,433.1 |
7,414.0 |
|