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 |
12,586 |
12,630 |
44 |
0.3% |
12,787 |
High |
12,677 |
12,736 |
59 |
0.5% |
12,873 |
Low |
12,572 |
12,601 |
29 |
0.2% |
12,467 |
Close |
12,631 |
12,700 |
69 |
0.5% |
12,569 |
Range |
105 |
135 |
30 |
28.6% |
406 |
ATR |
143 |
142 |
-1 |
-0.4% |
0 |
Volume |
105,033 |
83,459 |
-21,574 |
-20.5% |
677,398 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,084 |
13,027 |
12,774 |
|
R3 |
12,949 |
12,892 |
12,737 |
|
R2 |
12,814 |
12,814 |
12,725 |
|
R1 |
12,757 |
12,757 |
12,713 |
12,786 |
PP |
12,679 |
12,679 |
12,679 |
12,693 |
S1 |
12,622 |
12,622 |
12,688 |
12,651 |
S2 |
12,544 |
12,544 |
12,675 |
|
S3 |
12,409 |
12,487 |
12,663 |
|
S4 |
12,274 |
12,352 |
12,626 |
|
|
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 |
12,777 |
12,467 |
310 |
2.4% |
163 |
1.3% |
75% |
False |
False |
131,627 |
10 |
12,873 |
12,467 |
406 |
3.2% |
142 |
1.1% |
57% |
False |
False |
112,708 |
20 |
12,873 |
12,036 |
837 |
6.6% |
146 |
1.2% |
79% |
False |
False |
105,807 |
40 |
12,873 |
11,451 |
1,422 |
11.2% |
146 |
1.1% |
88% |
False |
False |
106,233 |
60 |
12,873 |
11,451 |
1,422 |
11.2% |
149 |
1.2% |
88% |
False |
False |
76,451 |
80 |
12,873 |
11,451 |
1,422 |
11.2% |
137 |
1.1% |
88% |
False |
False |
57,349 |
100 |
12,873 |
11,336 |
1,537 |
12.1% |
122 |
1.0% |
89% |
False |
False |
45,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,310 |
2.618 |
13,090 |
1.618 |
12,955 |
1.000 |
12,871 |
0.618 |
12,820 |
HIGH |
12,736 |
0.618 |
12,685 |
0.500 |
12,669 |
0.382 |
12,653 |
LOW |
12,601 |
0.618 |
12,518 |
1.000 |
12,466 |
1.618 |
12,383 |
2.618 |
12,248 |
4.250 |
12,027 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,690 |
12,681 |
PP |
12,679 |
12,661 |
S1 |
12,669 |
12,642 |
|