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 |
5,275.0 |
5,280.0 |
5.0 |
0.1% |
5,507.0 |
High |
5,363.5 |
5,398.5 |
35.0 |
0.7% |
5,512.0 |
Low |
5,233.0 |
5,261.5 |
28.5 |
0.5% |
4,801.0 |
Close |
5,312.5 |
5,361.0 |
48.5 |
0.9% |
5,100.5 |
Range |
130.5 |
137.0 |
6.5 |
5.0% |
711.0 |
ATR |
145.4 |
144.8 |
-0.6 |
-0.4% |
0.0 |
Volume |
248,040 |
190,927 |
-57,113 |
-23.0% |
615,678 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,751.5 |
5,693.0 |
5,436.5 |
|
R3 |
5,614.5 |
5,556.0 |
5,398.5 |
|
R2 |
5,477.5 |
5,477.5 |
5,386.0 |
|
R1 |
5,419.0 |
5,419.0 |
5,373.5 |
5,448.0 |
PP |
5,340.5 |
5,340.5 |
5,340.5 |
5,355.0 |
S1 |
5,282.0 |
5,282.0 |
5,348.5 |
5,311.0 |
S2 |
5,203.5 |
5,203.5 |
5,336.0 |
|
S3 |
5,066.5 |
5,145.0 |
5,323.5 |
|
S4 |
4,929.5 |
5,008.0 |
5,285.5 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,271.0 |
6,896.5 |
5,491.5 |
|
R3 |
6,560.0 |
6,185.5 |
5,296.0 |
|
R2 |
5,849.0 |
5,849.0 |
5,231.0 |
|
R1 |
5,474.5 |
5,474.5 |
5,165.5 |
5,306.0 |
PP |
5,138.0 |
5,138.0 |
5,138.0 |
5,053.5 |
S1 |
4,763.5 |
4,763.5 |
5,035.5 |
4,595.0 |
S2 |
4,427.0 |
4,427.0 |
4,970.0 |
|
S3 |
3,716.0 |
4,052.5 |
4,905.0 |
|
S4 |
3,005.0 |
3,341.5 |
4,709.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,398.5 |
4,801.0 |
597.5 |
11.1% |
240.5 |
4.5% |
94% |
True |
False |
250,344 |
10 |
5,607.0 |
4,801.0 |
806.0 |
15.0% |
180.5 |
3.4% |
69% |
False |
False |
190,417 |
20 |
5,800.0 |
4,801.0 |
999.0 |
18.6% |
136.0 |
2.5% |
56% |
False |
False |
146,643 |
40 |
5,800.0 |
4,801.0 |
999.0 |
18.6% |
94.5 |
1.8% |
56% |
False |
False |
130,636 |
60 |
5,800.0 |
4,801.0 |
999.0 |
18.6% |
82.0 |
1.5% |
56% |
False |
False |
89,570 |
80 |
5,800.0 |
4,801.0 |
999.0 |
18.6% |
72.0 |
1.3% |
56% |
False |
False |
67,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,981.0 |
2.618 |
5,757.0 |
1.618 |
5,620.0 |
1.000 |
5,535.5 |
0.618 |
5,483.0 |
HIGH |
5,398.5 |
0.618 |
5,346.0 |
0.500 |
5,330.0 |
0.382 |
5,314.0 |
LOW |
5,261.5 |
0.618 |
5,177.0 |
1.000 |
5,124.5 |
1.618 |
5,040.0 |
2.618 |
4,903.0 |
4.250 |
4,679.0 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,350.5 |
5,346.0 |
PP |
5,340.5 |
5,331.0 |
S1 |
5,330.0 |
5,316.0 |
|