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 |
7,452.5 |
7,429.5 |
-23.0 |
-0.3% |
7,599.5 |
High |
7,502.0 |
7,547.0 |
45.0 |
0.6% |
7,624.0 |
Low |
7,390.5 |
7,426.0 |
35.5 |
0.5% |
7,309.0 |
Close |
7,426.5 |
7,507.0 |
80.5 |
1.1% |
7,504.5 |
Range |
111.5 |
121.0 |
9.5 |
8.5% |
315.0 |
ATR |
112.7 |
113.3 |
0.6 |
0.5% |
0.0 |
Volume |
133,592 |
134,840 |
1,248 |
0.9% |
719,926 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,856.3 |
7,802.7 |
7,573.6 |
|
R3 |
7,735.3 |
7,681.7 |
7,540.3 |
|
R2 |
7,614.3 |
7,614.3 |
7,529.2 |
|
R1 |
7,560.7 |
7,560.7 |
7,518.1 |
7,587.5 |
PP |
7,493.3 |
7,493.3 |
7,493.3 |
7,506.8 |
S1 |
7,439.7 |
7,439.7 |
7,495.9 |
7,466.5 |
S2 |
7,372.3 |
7,372.3 |
7,484.8 |
|
S3 |
7,251.3 |
7,318.7 |
7,473.7 |
|
S4 |
7,130.3 |
7,197.7 |
7,440.5 |
|
|
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% |
138.2 |
1.8% |
78% |
False |
False |
153,922 |
10 |
7,624.0 |
7,309.0 |
315.0 |
4.2% |
111.7 |
1.5% |
63% |
False |
False |
127,895 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.2% |
102.2 |
1.4% |
81% |
False |
False |
112,798 |
40 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
106.9 |
1.4% |
90% |
False |
False |
118,363 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
104.3 |
1.4% |
90% |
False |
False |
80,277 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
95.3 |
1.3% |
90% |
False |
False |
60,344 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
89.9 |
1.2% |
90% |
False |
False |
48,433 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
88.7 |
1.2% |
90% |
False |
False |
40,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,061.3 |
2.618 |
7,863.8 |
1.618 |
7,742.8 |
1.000 |
7,668.0 |
0.618 |
7,621.8 |
HIGH |
7,547.0 |
0.618 |
7,500.8 |
0.500 |
7,486.5 |
0.382 |
7,472.2 |
LOW |
7,426.0 |
0.618 |
7,351.2 |
1.000 |
7,305.0 |
1.618 |
7,230.2 |
2.618 |
7,109.2 |
4.250 |
6,911.8 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,500.2 |
7,492.2 |
PP |
7,493.3 |
7,477.3 |
S1 |
7,486.5 |
7,462.5 |
|