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 |
1,337.25 |
1,342.50 |
5.25 |
0.4% |
1,363.25 |
High |
1,346.25 |
1,356.50 |
10.25 |
0.8% |
1,373.50 |
Low |
1,334.50 |
1,339.00 |
4.50 |
0.3% |
1,325.25 |
Close |
1,342.75 |
1,353.75 |
11.00 |
0.8% |
1,334.50 |
Range |
11.75 |
17.50 |
5.75 |
48.9% |
48.25 |
ATR |
15.92 |
16.03 |
0.11 |
0.7% |
0.00 |
Volume |
1,665,449 |
1,571,216 |
-94,233 |
-5.7% |
11,343,490 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.25 |
1,395.50 |
1,363.50 |
|
R3 |
1,384.75 |
1,378.00 |
1,358.50 |
|
R2 |
1,367.25 |
1,367.25 |
1,357.00 |
|
R1 |
1,360.50 |
1,360.50 |
1,355.25 |
1,364.00 |
PP |
1,349.75 |
1,349.75 |
1,349.75 |
1,351.50 |
S1 |
1,343.00 |
1,343.00 |
1,352.25 |
1,346.50 |
S2 |
1,332.25 |
1,332.25 |
1,350.50 |
|
S3 |
1,314.75 |
1,325.50 |
1,349.00 |
|
S4 |
1,297.25 |
1,308.00 |
1,344.00 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.25 |
1,460.00 |
1,361.00 |
|
R3 |
1,441.00 |
1,411.75 |
1,347.75 |
|
R2 |
1,392.75 |
1,392.75 |
1,343.25 |
|
R1 |
1,363.50 |
1,363.50 |
1,339.00 |
1,354.00 |
PP |
1,344.50 |
1,344.50 |
1,344.50 |
1,339.50 |
S1 |
1,315.25 |
1,315.25 |
1,330.00 |
1,305.75 |
S2 |
1,296.25 |
1,296.25 |
1,325.75 |
|
S3 |
1,248.00 |
1,267.00 |
1,321.25 |
|
S4 |
1,199.75 |
1,218.75 |
1,308.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,356.50 |
1,325.25 |
31.25 |
2.3% |
18.00 |
1.3% |
91% |
True |
False |
2,239,811 |
10 |
1,373.50 |
1,325.25 |
48.25 |
3.6% |
15.75 |
1.2% |
59% |
False |
False |
1,894,037 |
20 |
1,373.50 |
1,290.50 |
83.00 |
6.1% |
16.00 |
1.2% |
76% |
False |
False |
1,807,627 |
40 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
16.75 |
1.2% |
85% |
False |
False |
1,880,719 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
17.50 |
1.3% |
85% |
False |
False |
1,377,305 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
16.75 |
1.2% |
85% |
False |
False |
1,033,312 |
100 |
1,373.50 |
1,224.00 |
149.50 |
11.0% |
15.25 |
1.1% |
87% |
False |
False |
826,777 |
120 |
1,373.50 |
1,163.00 |
210.50 |
15.5% |
15.00 |
1.1% |
91% |
False |
False |
688,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,431.00 |
2.618 |
1,402.25 |
1.618 |
1,384.75 |
1.000 |
1,374.00 |
0.618 |
1,367.25 |
HIGH |
1,356.50 |
0.618 |
1,349.75 |
0.500 |
1,347.75 |
0.382 |
1,345.75 |
LOW |
1,339.00 |
0.618 |
1,328.25 |
1.000 |
1,321.50 |
1.618 |
1,310.75 |
2.618 |
1,293.25 |
4.250 |
1,264.50 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,351.75 |
1,350.50 |
PP |
1,349.75 |
1,347.25 |
S1 |
1,347.75 |
1,344.00 |
|