Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,742.15 |
10,896.61 |
154.46 |
1.4% |
11,009.60 |
High |
10,909.08 |
10,920.27 |
11.19 |
0.1% |
11,177.67 |
Low |
10,742.15 |
10,771.69 |
29.54 |
0.3% |
9,869.62 |
Close |
10,896.91 |
10,782.95 |
-113.96 |
-1.0% |
10,380.43 |
Range |
166.93 |
148.58 |
-18.35 |
-11.0% |
1,308.05 |
ATR |
215.79 |
210.99 |
-4.80 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,270.71 |
11,175.41 |
10,864.67 |
|
R3 |
11,122.13 |
11,026.83 |
10,823.81 |
|
R2 |
10,973.55 |
10,973.55 |
10,810.19 |
|
R1 |
10,878.25 |
10,878.25 |
10,796.57 |
10,851.61 |
PP |
10,824.97 |
10,824.97 |
10,824.97 |
10,811.65 |
S1 |
10,729.67 |
10,729.67 |
10,769.33 |
10,703.03 |
S2 |
10,676.39 |
10,676.39 |
10,755.71 |
|
S3 |
10,527.81 |
10,581.09 |
10,742.09 |
|
S4 |
10,379.23 |
10,432.51 |
10,701.23 |
|
|
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 |
10,920.27 |
10,241.23 |
679.04 |
6.3% |
258.34 |
2.4% |
80% |
True |
False |
|
10 |
11,197.93 |
9,869.62 |
1,328.31 |
12.3% |
308.03 |
2.9% |
69% |
False |
False |
|
20 |
11,258.01 |
9,869.62 |
1,388.39 |
12.9% |
217.15 |
2.0% |
66% |
False |
False |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
12.9% |
151.29 |
1.4% |
66% |
False |
False |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
12.9% |
131.01 |
1.2% |
66% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.2% |
139.54 |
1.3% |
67% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.2% |
129.12 |
1.2% |
67% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.2% |
127.22 |
1.2% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,551.74 |
2.618 |
11,309.25 |
1.618 |
11,160.67 |
1.000 |
11,068.85 |
0.618 |
11,012.09 |
HIGH |
10,920.27 |
0.618 |
10,863.51 |
0.500 |
10,845.98 |
0.382 |
10,828.45 |
LOW |
10,771.69 |
0.618 |
10,679.87 |
1.000 |
10,623.11 |
1.618 |
10,531.29 |
2.618 |
10,382.71 |
4.250 |
10,140.23 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,845.98 |
10,802.83 |
PP |
10,824.97 |
10,796.20 |
S1 |
10,803.96 |
10,789.58 |
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