Trading Metrics calculated at close of trading on 06-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,895 |
9,790 |
-105 |
-1.1% |
9,925 |
High |
9,895 |
9,935 |
40 |
0.4% |
10,055 |
Low |
9,690 |
9,770 |
80 |
0.8% |
9,690 |
Close |
9,770 |
9,800 |
30 |
0.3% |
9,800 |
Range |
205 |
165 |
-40 |
-19.5% |
365 |
ATR |
179 |
178 |
-1 |
-0.5% |
0 |
Volume |
12,105 |
11,121 |
-984 |
-8.1% |
43,896 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,330 |
10,230 |
9,891 |
|
R3 |
10,165 |
10,065 |
9,846 |
|
R2 |
10,000 |
10,000 |
9,830 |
|
R1 |
9,900 |
9,900 |
9,815 |
9,950 |
PP |
9,835 |
9,835 |
9,835 |
9,860 |
S1 |
9,735 |
9,735 |
9,785 |
9,785 |
S2 |
9,670 |
9,670 |
9,770 |
|
S3 |
9,505 |
9,570 |
9,755 |
|
S4 |
9,340 |
9,405 |
9,709 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,943 |
10,737 |
10,001 |
|
R3 |
10,578 |
10,372 |
9,901 |
|
R2 |
10,213 |
10,213 |
9,867 |
|
R1 |
10,007 |
10,007 |
9,834 |
9,928 |
PP |
9,848 |
9,848 |
9,848 |
9,809 |
S1 |
9,642 |
9,642 |
9,767 |
9,563 |
S2 |
9,483 |
9,483 |
9,733 |
|
S3 |
9,118 |
9,277 |
9,700 |
|
S4 |
8,753 |
8,912 |
9,599 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,055 |
9,690 |
365 |
3.7% |
151 |
1.5% |
30% |
False |
False |
8,779 |
10 |
10,055 |
9,550 |
505 |
5.2% |
147 |
1.5% |
50% |
False |
False |
7,877 |
20 |
10,055 |
9,375 |
680 |
6.9% |
162 |
1.7% |
63% |
False |
False |
8,481 |
40 |
10,345 |
8,200 |
2,145 |
21.9% |
258 |
2.6% |
75% |
False |
False |
14,288 |
60 |
10,855 |
8,200 |
2,655 |
27.1% |
209 |
2.1% |
60% |
False |
False |
10,635 |
80 |
10,855 |
8,200 |
2,655 |
27.1% |
158 |
1.6% |
60% |
False |
False |
7,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,636 |
2.618 |
10,367 |
1.618 |
10,202 |
1.000 |
10,100 |
0.618 |
10,037 |
HIGH |
9,935 |
0.618 |
9,872 |
0.500 |
9,853 |
0.382 |
9,833 |
LOW |
9,770 |
0.618 |
9,668 |
1.000 |
9,605 |
1.618 |
9,503 |
2.618 |
9,338 |
4.250 |
9,069 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,853 |
9,823 |
PP |
9,835 |
9,815 |
S1 |
9,818 |
9,808 |
|