Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,780.00 |
10,742.15 |
-37.85 |
-0.4% |
11,009.60 |
High |
10,874.54 |
10,909.08 |
34.54 |
0.3% |
11,177.67 |
Low |
10,685.38 |
10,742.15 |
56.77 |
0.5% |
9,869.62 |
Close |
10,748.26 |
10,896.91 |
148.65 |
1.4% |
10,380.43 |
Range |
189.16 |
166.93 |
-22.23 |
-11.8% |
1,308.05 |
ATR |
219.55 |
215.79 |
-3.76 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,350.17 |
11,290.47 |
10,988.72 |
|
R3 |
11,183.24 |
11,123.54 |
10,942.82 |
|
R2 |
11,016.31 |
11,016.31 |
10,927.51 |
|
R1 |
10,956.61 |
10,956.61 |
10,912.21 |
10,986.46 |
PP |
10,849.38 |
10,849.38 |
10,849.38 |
10,864.31 |
S1 |
10,789.68 |
10,789.68 |
10,881.61 |
10,819.53 |
S2 |
10,682.45 |
10,682.45 |
10,866.31 |
|
S3 |
10,515.52 |
10,622.75 |
10,851.00 |
|
S4 |
10,348.59 |
10,455.82 |
10,805.10 |
|
|
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 |
10,909.08 |
9,869.62 |
1,039.46 |
9.5% |
430.65 |
4.0% |
99% |
True |
False |
|
10 |
11,197.93 |
9,869.62 |
1,328.31 |
12.2% |
308.74 |
2.8% |
77% |
False |
False |
|
20 |
11,258.01 |
9,869.62 |
1,388.39 |
12.7% |
212.64 |
2.0% |
74% |
False |
False |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
12.7% |
149.62 |
1.4% |
74% |
False |
False |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
12.7% |
129.52 |
1.2% |
74% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.1% |
139.40 |
1.3% |
75% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.1% |
128.96 |
1.2% |
75% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.1% |
126.58 |
1.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,618.53 |
2.618 |
11,346.10 |
1.618 |
11,179.17 |
1.000 |
11,076.01 |
0.618 |
11,012.24 |
HIGH |
10,909.08 |
0.618 |
10,845.31 |
0.500 |
10,825.62 |
0.382 |
10,805.92 |
LOW |
10,742.15 |
0.618 |
10,638.99 |
1.000 |
10,575.22 |
1.618 |
10,472.06 |
2.618 |
10,305.13 |
4.250 |
10,032.70 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,873.15 |
10,813.79 |
PP |
10,849.38 |
10,730.67 |
S1 |
10,825.62 |
10,647.56 |
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