Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,580.76 |
12,637.83 |
57.07 |
0.5% |
12,810.16 |
High |
12,759.23 |
12,722.07 |
-37.16 |
-0.3% |
12,876.00 |
Low |
12,579.93 |
12,620.20 |
40.27 |
0.3% |
12,521.28 |
Close |
12,638.74 |
12,684.68 |
45.94 |
0.4% |
12,638.74 |
Range |
179.30 |
101.87 |
-77.43 |
-43.2% |
354.72 |
ATR |
125.25 |
123.58 |
-1.67 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,981.26 |
12,934.84 |
12,740.71 |
|
R3 |
12,879.39 |
12,832.97 |
12,712.69 |
|
R2 |
12,777.52 |
12,777.52 |
12,703.36 |
|
R1 |
12,731.10 |
12,731.10 |
12,694.02 |
12,754.31 |
PP |
12,675.65 |
12,675.65 |
12,675.65 |
12,687.26 |
S1 |
12,629.23 |
12,629.23 |
12,675.34 |
12,652.44 |
S2 |
12,573.78 |
12,573.78 |
12,666.00 |
|
S3 |
12,471.91 |
12,527.36 |
12,656.67 |
|
S4 |
12,370.04 |
12,425.49 |
12,628.65 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,742.83 |
13,545.51 |
12,833.84 |
|
R3 |
13,388.11 |
13,190.79 |
12,736.29 |
|
R2 |
13,033.39 |
13,033.39 |
12,703.77 |
|
R1 |
12,836.07 |
12,836.07 |
12,671.26 |
12,757.37 |
PP |
12,678.67 |
12,678.67 |
12,678.67 |
12,639.33 |
S1 |
12,481.35 |
12,481.35 |
12,606.22 |
12,402.65 |
S2 |
12,323.95 |
12,323.95 |
12,573.71 |
|
S3 |
11,969.23 |
12,126.63 |
12,541.19 |
|
S4 |
11,614.51 |
11,771.91 |
12,443.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,840.66 |
12,521.28 |
319.38 |
2.5% |
141.76 |
1.1% |
51% |
False |
False |
|
10 |
12,876.00 |
12,478.14 |
397.86 |
3.1% |
123.85 |
1.0% |
52% |
False |
False |
|
20 |
12,876.00 |
12,093.89 |
782.11 |
6.2% |
123.92 |
1.0% |
76% |
False |
False |
|
40 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
125.90 |
1.0% |
86% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
129.96 |
1.0% |
86% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
119.58 |
0.9% |
86% |
False |
False |
|
100 |
12,876.00 |
11,421.30 |
1,454.70 |
11.5% |
110.38 |
0.9% |
87% |
False |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.3% |
111.87 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,155.02 |
2.618 |
12,988.77 |
1.618 |
12,886.90 |
1.000 |
12,823.94 |
0.618 |
12,785.03 |
HIGH |
12,722.07 |
0.618 |
12,683.16 |
0.500 |
12,671.14 |
0.382 |
12,659.11 |
LOW |
12,620.20 |
0.618 |
12,557.24 |
1.000 |
12,518.33 |
1.618 |
12,455.37 |
2.618 |
12,353.50 |
4.250 |
12,187.25 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,680.17 |
12,669.87 |
PP |
12,675.65 |
12,655.06 |
S1 |
12,671.14 |
12,640.26 |
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