Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,637.83 |
12,685.13 |
47.30 |
0.4% |
12,810.16 |
High |
12,722.07 |
12,781.06 |
58.99 |
0.5% |
12,876.00 |
Low |
12,620.20 |
12,681.65 |
61.45 |
0.5% |
12,521.28 |
Close |
12,684.68 |
12,760.36 |
75.68 |
0.6% |
12,638.74 |
Range |
101.87 |
99.41 |
-2.46 |
-2.4% |
354.72 |
ATR |
123.58 |
121.85 |
-1.73 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,039.25 |
12,999.22 |
12,815.04 |
|
R3 |
12,939.84 |
12,899.81 |
12,787.70 |
|
R2 |
12,840.43 |
12,840.43 |
12,778.59 |
|
R1 |
12,800.40 |
12,800.40 |
12,769.47 |
12,820.42 |
PP |
12,741.02 |
12,741.02 |
12,741.02 |
12,751.03 |
S1 |
12,700.99 |
12,700.99 |
12,751.25 |
12,721.01 |
S2 |
12,641.61 |
12,641.61 |
12,742.13 |
|
S3 |
12,542.20 |
12,601.58 |
12,733.02 |
|
S4 |
12,442.79 |
12,502.17 |
12,705.68 |
|
|
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 |
12,806.68 |
12,521.28 |
285.40 |
2.2% |
143.50 |
1.1% |
84% |
False |
False |
|
10 |
12,876.00 |
12,521.28 |
354.72 |
2.8% |
120.29 |
0.9% |
67% |
False |
False |
|
20 |
12,876.00 |
12,093.89 |
782.11 |
6.1% |
124.34 |
1.0% |
85% |
False |
False |
|
40 |
12,876.00 |
11,555.48 |
1,320.52 |
10.3% |
124.76 |
1.0% |
91% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.3% |
129.86 |
1.0% |
91% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.3% |
120.11 |
0.9% |
91% |
False |
False |
|
100 |
12,876.00 |
11,421.30 |
1,454.70 |
11.4% |
110.64 |
0.9% |
92% |
False |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.3% |
110.90 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,203.55 |
2.618 |
13,041.32 |
1.618 |
12,941.91 |
1.000 |
12,880.47 |
0.618 |
12,842.50 |
HIGH |
12,781.06 |
0.618 |
12,743.09 |
0.500 |
12,731.36 |
0.382 |
12,719.62 |
LOW |
12,681.65 |
0.618 |
12,620.21 |
1.000 |
12,582.24 |
1.618 |
12,520.80 |
2.618 |
12,421.39 |
4.250 |
12,259.16 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,750.69 |
12,733.74 |
PP |
12,741.02 |
12,707.12 |
S1 |
12,731.36 |
12,680.50 |
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