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 |
12,557 |
12,586 |
29 |
0.2% |
12,787 |
High |
12,713 |
12,677 |
-36 |
-0.3% |
12,873 |
Low |
12,547 |
12,572 |
25 |
0.2% |
12,467 |
Close |
12,569 |
12,631 |
62 |
0.5% |
12,569 |
Range |
166 |
105 |
-61 |
-36.7% |
406 |
ATR |
145 |
143 |
-3 |
-1.8% |
0 |
Volume |
166,175 |
105,033 |
-61,142 |
-36.8% |
677,398 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,942 |
12,891 |
12,689 |
|
R3 |
12,837 |
12,786 |
12,660 |
|
R2 |
12,732 |
12,732 |
12,650 |
|
R1 |
12,681 |
12,681 |
12,641 |
12,707 |
PP |
12,627 |
12,627 |
12,627 |
12,639 |
S1 |
12,576 |
12,576 |
12,622 |
12,602 |
S2 |
12,522 |
12,522 |
12,612 |
|
S3 |
12,417 |
12,471 |
12,602 |
|
S4 |
12,312 |
12,366 |
12,573 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,854 |
13,618 |
12,792 |
|
R3 |
13,448 |
13,212 |
12,681 |
|
R2 |
13,042 |
13,042 |
12,644 |
|
R1 |
12,806 |
12,806 |
12,606 |
12,721 |
PP |
12,636 |
12,636 |
12,636 |
12,594 |
S1 |
12,400 |
12,400 |
12,532 |
12,315 |
S2 |
12,230 |
12,230 |
12,495 |
|
S3 |
11,824 |
11,994 |
12,457 |
|
S4 |
11,418 |
11,588 |
12,346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,790 |
12,467 |
323 |
2.6% |
155 |
1.2% |
51% |
False |
False |
135,704 |
10 |
12,873 |
12,397 |
476 |
3.8% |
145 |
1.1% |
49% |
False |
False |
113,250 |
20 |
12,873 |
12,036 |
837 |
6.6% |
144 |
1.1% |
71% |
False |
False |
106,073 |
40 |
12,873 |
11,451 |
1,422 |
11.3% |
146 |
1.2% |
83% |
False |
False |
107,703 |
60 |
12,873 |
11,451 |
1,422 |
11.3% |
149 |
1.2% |
83% |
False |
False |
75,061 |
80 |
12,873 |
11,451 |
1,422 |
11.3% |
136 |
1.1% |
83% |
False |
False |
56,306 |
100 |
12,873 |
11,336 |
1,537 |
12.2% |
121 |
1.0% |
84% |
False |
False |
45,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,123 |
2.618 |
12,952 |
1.618 |
12,847 |
1.000 |
12,782 |
0.618 |
12,742 |
HIGH |
12,677 |
0.618 |
12,637 |
0.500 |
12,625 |
0.382 |
12,612 |
LOW |
12,572 |
0.618 |
12,507 |
1.000 |
12,467 |
1.618 |
12,402 |
2.618 |
12,297 |
4.250 |
12,126 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,629 |
12,619 |
PP |
12,627 |
12,606 |
S1 |
12,625 |
12,594 |
|