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 |
5,885.0 |
5,916.0 |
31.0 |
0.5% |
6,051.5 |
High |
5,955.5 |
5,968.5 |
13.0 |
0.2% |
6,068.5 |
Low |
5,841.5 |
5,893.5 |
52.0 |
0.9% |
5,841.5 |
Close |
5,951.5 |
5,914.5 |
-37.0 |
-0.6% |
5,951.5 |
Range |
114.0 |
75.0 |
-39.0 |
-34.2% |
227.0 |
ATR |
76.8 |
76.7 |
-0.1 |
-0.2% |
0.0 |
Volume |
121,968 |
102,318 |
-19,650 |
-16.1% |
433,057 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,150.5 |
6,107.5 |
5,956.0 |
|
R3 |
6,075.5 |
6,032.5 |
5,935.0 |
|
R2 |
6,000.5 |
6,000.5 |
5,928.0 |
|
R1 |
5,957.5 |
5,957.5 |
5,921.5 |
5,941.5 |
PP |
5,925.5 |
5,925.5 |
5,925.5 |
5,917.5 |
S1 |
5,882.5 |
5,882.5 |
5,907.5 |
5,866.5 |
S2 |
5,850.5 |
5,850.5 |
5,901.0 |
|
S3 |
5,775.5 |
5,807.5 |
5,894.0 |
|
S4 |
5,700.5 |
5,732.5 |
5,873.0 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,635.0 |
6,520.0 |
6,076.5 |
|
R3 |
6,408.0 |
6,293.0 |
6,014.0 |
|
R2 |
6,181.0 |
6,181.0 |
5,993.0 |
|
R1 |
6,066.0 |
6,066.0 |
5,972.5 |
6,010.0 |
PP |
5,954.0 |
5,954.0 |
5,954.0 |
5,926.0 |
S1 |
5,839.0 |
5,839.0 |
5,930.5 |
5,783.0 |
S2 |
5,727.0 |
5,727.0 |
5,910.0 |
|
S3 |
5,500.0 |
5,612.0 |
5,889.0 |
|
S4 |
5,273.0 |
5,385.0 |
5,826.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,068.5 |
5,841.5 |
227.0 |
3.8% |
87.5 |
1.5% |
32% |
False |
False |
107,075 |
10 |
6,068.5 |
5,841.5 |
227.0 |
3.8% |
73.5 |
1.2% |
32% |
False |
False |
96,454 |
20 |
6,068.5 |
5,817.0 |
251.5 |
4.3% |
68.5 |
1.2% |
39% |
False |
False |
91,157 |
40 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
77.0 |
1.3% |
75% |
False |
False |
96,633 |
60 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
75.0 |
1.3% |
75% |
False |
False |
65,202 |
80 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
64.0 |
1.1% |
75% |
False |
False |
48,921 |
100 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
53.0 |
0.9% |
75% |
False |
False |
39,142 |
120 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
49.0 |
0.8% |
75% |
False |
False |
32,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,287.0 |
2.618 |
6,165.0 |
1.618 |
6,090.0 |
1.000 |
6,043.5 |
0.618 |
6,015.0 |
HIGH |
5,968.5 |
0.618 |
5,940.0 |
0.500 |
5,931.0 |
0.382 |
5,922.0 |
LOW |
5,893.5 |
0.618 |
5,847.0 |
1.000 |
5,818.5 |
1.618 |
5,772.0 |
2.618 |
5,697.0 |
4.250 |
5,575.0 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
5,931.0 |
5,913.5 |
PP |
5,925.5 |
5,912.5 |
S1 |
5,920.0 |
5,912.0 |
|