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 |
1,335.00 |
1,338.75 |
3.75 |
0.3% |
1,359.00 |
High |
1,340.75 |
1,350.75 |
10.00 |
0.7% |
1,367.50 |
Low |
1,329.50 |
1,334.00 |
4.50 |
0.3% |
1,319.75 |
Close |
1,337.25 |
1,348.50 |
11.25 |
0.8% |
1,329.25 |
Range |
11.25 |
16.75 |
5.50 |
48.9% |
47.75 |
ATR |
15.32 |
15.42 |
0.10 |
0.7% |
0.00 |
Volume |
3,938 |
2,238 |
-1,700 |
-43.2% |
7,908 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.75 |
1,388.25 |
1,357.75 |
|
R3 |
1,378.00 |
1,371.50 |
1,353.00 |
|
R2 |
1,361.25 |
1,361.25 |
1,351.50 |
|
R1 |
1,354.75 |
1,354.75 |
1,350.00 |
1,358.00 |
PP |
1,344.50 |
1,344.50 |
1,344.50 |
1,346.00 |
S1 |
1,338.00 |
1,338.00 |
1,347.00 |
1,341.25 |
S2 |
1,327.75 |
1,327.75 |
1,345.50 |
|
S3 |
1,311.00 |
1,321.25 |
1,344.00 |
|
S4 |
1,294.25 |
1,304.50 |
1,339.25 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.00 |
1,453.50 |
1,355.50 |
|
R3 |
1,434.25 |
1,405.75 |
1,342.50 |
|
R2 |
1,386.50 |
1,386.50 |
1,338.00 |
|
R1 |
1,358.00 |
1,358.00 |
1,333.75 |
1,348.50 |
PP |
1,338.75 |
1,338.75 |
1,338.75 |
1,334.00 |
S1 |
1,310.25 |
1,310.25 |
1,324.75 |
1,300.50 |
S2 |
1,291.00 |
1,291.00 |
1,320.50 |
|
S3 |
1,243.25 |
1,262.50 |
1,316.00 |
|
S4 |
1,195.50 |
1,214.75 |
1,303.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,350.75 |
1,319.75 |
31.00 |
2.3% |
17.50 |
1.3% |
93% |
True |
False |
2,298 |
10 |
1,367.50 |
1,319.75 |
47.75 |
3.5% |
15.25 |
1.1% |
60% |
False |
False |
1,706 |
20 |
1,367.50 |
1,285.25 |
82.25 |
6.1% |
15.25 |
1.1% |
77% |
False |
False |
1,850 |
40 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.00 |
1.2% |
85% |
False |
False |
1,431 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.25 |
1.2% |
85% |
False |
False |
977 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
15.75 |
1.2% |
85% |
False |
False |
735 |
100 |
1,367.50 |
1,226.00 |
141.50 |
10.5% |
14.00 |
1.0% |
87% |
False |
False |
604 |
120 |
1,367.50 |
1,162.75 |
204.75 |
15.2% |
11.75 |
0.9% |
91% |
False |
False |
504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.00 |
2.618 |
1,394.50 |
1.618 |
1,377.75 |
1.000 |
1,367.50 |
0.618 |
1,361.00 |
HIGH |
1,350.75 |
0.618 |
1,344.25 |
0.500 |
1,342.50 |
0.382 |
1,340.50 |
LOW |
1,334.00 |
0.618 |
1,323.75 |
1.000 |
1,317.25 |
1.618 |
1,307.00 |
2.618 |
1,290.25 |
4.250 |
1,262.75 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,346.50 |
1,345.25 |
PP |
1,344.50 |
1,342.00 |
S1 |
1,342.50 |
1,338.50 |
|