Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,386.18 |
10,780.00 |
393.82 |
3.8% |
11,009.60 |
High |
10,835.17 |
10,874.54 |
39.37 |
0.4% |
11,177.67 |
Low |
10,386.03 |
10,685.38 |
299.35 |
2.9% |
9,869.62 |
Close |
10,785.14 |
10,748.26 |
-36.88 |
-0.3% |
10,380.43 |
Range |
449.14 |
189.16 |
-259.98 |
-57.9% |
1,308.05 |
ATR |
221.89 |
219.55 |
-2.34 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,336.87 |
11,231.73 |
10,852.30 |
|
R3 |
11,147.71 |
11,042.57 |
10,800.28 |
|
R2 |
10,958.55 |
10,958.55 |
10,782.94 |
|
R1 |
10,853.41 |
10,853.41 |
10,765.60 |
10,811.40 |
PP |
10,769.39 |
10,769.39 |
10,769.39 |
10,748.39 |
S1 |
10,664.25 |
10,664.25 |
10,730.92 |
10,622.24 |
S2 |
10,580.23 |
10,580.23 |
10,713.58 |
|
S3 |
10,391.07 |
10,475.09 |
10,696.24 |
|
S4 |
10,201.91 |
10,285.93 |
10,644.22 |
|
|
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 |
10,946.79 |
9,869.62 |
1,077.17 |
10.0% |
423.66 |
3.9% |
82% |
False |
False |
|
10 |
11,197.93 |
9,869.62 |
1,328.31 |
12.4% |
303.36 |
2.8% |
66% |
False |
False |
|
20 |
11,258.01 |
9,869.62 |
1,388.39 |
12.9% |
209.52 |
1.9% |
63% |
False |
False |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
12.9% |
147.25 |
1.4% |
63% |
False |
False |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
12.9% |
129.71 |
1.2% |
63% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.2% |
139.18 |
1.3% |
64% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.2% |
128.11 |
1.2% |
64% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.2% |
125.83 |
1.2% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,678.47 |
2.618 |
11,369.76 |
1.618 |
11,180.60 |
1.000 |
11,063.70 |
0.618 |
10,991.44 |
HIGH |
10,874.54 |
0.618 |
10,802.28 |
0.500 |
10,779.96 |
0.382 |
10,757.64 |
LOW |
10,685.38 |
0.618 |
10,568.48 |
1.000 |
10,496.22 |
1.618 |
10,379.32 |
2.618 |
10,190.16 |
4.250 |
9,881.45 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,779.96 |
10,684.80 |
PP |
10,769.39 |
10,621.34 |
S1 |
10,758.83 |
10,557.89 |
|