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 |
9,830 |
9,805 |
-25 |
-0.3% |
9,925 |
High |
9,900 |
9,930 |
30 |
0.3% |
10,055 |
Low |
9,785 |
9,770 |
-15 |
-0.2% |
9,690 |
Close |
9,800 |
9,910 |
110 |
1.1% |
9,800 |
Range |
115 |
160 |
45 |
39.1% |
365 |
ATR |
173 |
172 |
-1 |
-0.5% |
0 |
Volume |
4,716 |
6,685 |
1,969 |
41.8% |
43,896 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,350 |
10,290 |
9,998 |
|
R3 |
10,190 |
10,130 |
9,954 |
|
R2 |
10,030 |
10,030 |
9,939 |
|
R1 |
9,970 |
9,970 |
9,925 |
10,000 |
PP |
9,870 |
9,870 |
9,870 |
9,885 |
S1 |
9,810 |
9,810 |
9,895 |
9,840 |
S2 |
9,710 |
9,710 |
9,881 |
|
S3 |
9,550 |
9,650 |
9,866 |
|
S4 |
9,390 |
9,490 |
9,822 |
|
|
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 |
9,955 |
9,690 |
265 |
2.7% |
158 |
1.6% |
83% |
False |
False |
8,663 |
10 |
10,055 |
9,635 |
420 |
4.2% |
148 |
1.5% |
65% |
False |
False |
7,529 |
20 |
10,055 |
9,375 |
680 |
6.9% |
150 |
1.5% |
79% |
False |
False |
7,856 |
40 |
10,055 |
8,200 |
1,855 |
18.7% |
237 |
2.4% |
92% |
False |
False |
12,662 |
60 |
10,855 |
8,200 |
2,655 |
26.8% |
213 |
2.1% |
64% |
False |
False |
10,825 |
80 |
10,855 |
8,200 |
2,655 |
26.8% |
161 |
1.6% |
64% |
False |
False |
8,124 |
100 |
10,855 |
8,200 |
2,655 |
26.8% |
129 |
1.3% |
64% |
False |
False |
6,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,610 |
2.618 |
10,349 |
1.618 |
10,189 |
1.000 |
10,090 |
0.618 |
10,029 |
HIGH |
9,930 |
0.618 |
9,869 |
0.500 |
9,850 |
0.382 |
9,831 |
LOW |
9,770 |
0.618 |
9,671 |
1.000 |
9,610 |
1.618 |
9,511 |
2.618 |
9,351 |
4.250 |
9,090 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,890 |
9,891 |
PP |
9,870 |
9,872 |
S1 |
9,850 |
9,853 |
|