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 |
9,790 |
9,830 |
40 |
0.4% |
9,925 |
High |
9,935 |
9,900 |
-35 |
-0.4% |
10,055 |
Low |
9,770 |
9,785 |
15 |
0.2% |
9,690 |
Close |
9,800 |
9,800 |
0 |
0.0% |
9,800 |
Range |
165 |
115 |
-50 |
-30.3% |
365 |
ATR |
178 |
173 |
-4 |
-2.5% |
0 |
Volume |
11,121 |
4,716 |
-6,405 |
-57.6% |
43,896 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,173 |
10,102 |
9,863 |
|
R3 |
10,058 |
9,987 |
9,832 |
|
R2 |
9,943 |
9,943 |
9,821 |
|
R1 |
9,872 |
9,872 |
9,811 |
9,850 |
PP |
9,828 |
9,828 |
9,828 |
9,818 |
S1 |
9,757 |
9,757 |
9,790 |
9,735 |
S2 |
9,713 |
9,713 |
9,779 |
|
S3 |
9,598 |
9,642 |
9,769 |
|
S4 |
9,483 |
9,527 |
9,737 |
|
|
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 |
9,990 |
9,690 |
300 |
3.1% |
148 |
1.5% |
37% |
False |
False |
8,603 |
10 |
10,055 |
9,550 |
505 |
5.2% |
147 |
1.5% |
50% |
False |
False |
7,690 |
20 |
10,055 |
9,375 |
680 |
6.9% |
152 |
1.5% |
63% |
False |
False |
8,136 |
40 |
10,055 |
8,200 |
1,855 |
18.9% |
250 |
2.6% |
86% |
False |
False |
13,829 |
60 |
10,855 |
8,200 |
2,655 |
27.1% |
210 |
2.1% |
60% |
False |
False |
10,714 |
80 |
10,855 |
8,200 |
2,655 |
27.1% |
159 |
1.6% |
60% |
False |
False |
8,041 |
100 |
10,855 |
8,200 |
2,655 |
27.1% |
127 |
1.3% |
60% |
False |
False |
6,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,389 |
2.618 |
10,201 |
1.618 |
10,086 |
1.000 |
10,015 |
0.618 |
9,971 |
HIGH |
9,900 |
0.618 |
9,856 |
0.500 |
9,843 |
0.382 |
9,829 |
LOW |
9,785 |
0.618 |
9,714 |
1.000 |
9,670 |
1.618 |
9,599 |
2.618 |
9,484 |
4.250 |
9,296 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,843 |
9,813 |
PP |
9,828 |
9,808 |
S1 |
9,814 |
9,804 |
|