Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,519.42 |
10,386.18 |
-133.24 |
-1.3% |
11,009.60 |
High |
10,579.12 |
10,835.17 |
256.05 |
2.4% |
11,177.67 |
Low |
10,241.23 |
10,386.03 |
144.80 |
1.4% |
9,869.62 |
Close |
10,380.43 |
10,785.14 |
404.71 |
3.9% |
10,380.43 |
Range |
337.89 |
449.14 |
111.25 |
32.9% |
1,308.05 |
ATR |
203.97 |
221.89 |
17.91 |
8.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,016.20 |
11,849.81 |
11,032.17 |
|
R3 |
11,567.06 |
11,400.67 |
10,908.65 |
|
R2 |
11,117.92 |
11,117.92 |
10,867.48 |
|
R1 |
10,951.53 |
10,951.53 |
10,826.31 |
11,034.73 |
PP |
10,668.78 |
10,668.78 |
10,668.78 |
10,710.38 |
S1 |
10,502.39 |
10,502.39 |
10,743.97 |
10,585.59 |
S2 |
10,219.64 |
10,219.64 |
10,702.80 |
|
S3 |
9,770.50 |
10,053.25 |
10,661.63 |
|
S4 |
9,321.36 |
9,604.11 |
10,538.11 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,400.06 |
13,698.29 |
11,099.86 |
|
R3 |
13,092.01 |
12,390.24 |
10,740.14 |
|
R2 |
11,783.96 |
11,783.96 |
10,620.24 |
|
R1 |
11,082.19 |
11,082.19 |
10,500.33 |
10,779.05 |
PP |
10,475.91 |
10,475.91 |
10,475.91 |
10,324.34 |
S1 |
9,774.14 |
9,774.14 |
10,260.53 |
9,471.00 |
S2 |
9,167.86 |
9,167.86 |
10,140.62 |
|
S3 |
7,859.81 |
8,466.09 |
10,020.72 |
|
S4 |
6,551.76 |
7,158.04 |
9,661.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,149.48 |
9,869.62 |
1,279.86 |
11.9% |
441.87 |
4.1% |
72% |
False |
False |
|
10 |
11,218.86 |
9,869.62 |
1,349.24 |
12.5% |
309.02 |
2.9% |
68% |
False |
False |
|
20 |
11,258.01 |
9,869.62 |
1,388.39 |
12.9% |
204.62 |
1.9% |
66% |
False |
False |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
12.9% |
144.36 |
1.3% |
66% |
False |
False |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
12.9% |
129.12 |
1.2% |
66% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.2% |
137.53 |
1.3% |
67% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.2% |
126.95 |
1.2% |
67% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.2% |
125.64 |
1.2% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,744.02 |
2.618 |
12,011.02 |
1.618 |
11,561.88 |
1.000 |
11,284.31 |
0.618 |
11,112.74 |
HIGH |
10,835.17 |
0.618 |
10,663.60 |
0.500 |
10,610.60 |
0.382 |
10,557.60 |
LOW |
10,386.03 |
0.618 |
10,108.46 |
1.000 |
9,936.89 |
1.618 |
9,659.32 |
2.618 |
9,210.18 |
4.250 |
8,477.19 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,726.96 |
10,648.32 |
PP |
10,668.78 |
10,511.51 |
S1 |
10,610.60 |
10,374.69 |
|