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 |
5,280.0 |
5,410.0 |
130.0 |
2.5% |
5,507.0 |
High |
5,398.5 |
5,432.0 |
33.5 |
0.6% |
5,512.0 |
Low |
5,261.5 |
5,361.0 |
99.5 |
1.9% |
4,801.0 |
Close |
5,361.0 |
5,406.0 |
45.0 |
0.8% |
5,100.5 |
Range |
137.0 |
71.0 |
-66.0 |
-48.2% |
711.0 |
ATR |
144.8 |
139.6 |
-5.3 |
-3.6% |
0.0 |
Volume |
190,927 |
147,497 |
-43,430 |
-22.7% |
615,678 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,612.5 |
5,580.5 |
5,445.0 |
|
R3 |
5,541.5 |
5,509.5 |
5,425.5 |
|
R2 |
5,470.5 |
5,470.5 |
5,419.0 |
|
R1 |
5,438.5 |
5,438.5 |
5,412.5 |
5,419.0 |
PP |
5,399.5 |
5,399.5 |
5,399.5 |
5,390.0 |
S1 |
5,367.5 |
5,367.5 |
5,399.5 |
5,348.0 |
S2 |
5,328.5 |
5,328.5 |
5,393.0 |
|
S3 |
5,257.5 |
5,296.5 |
5,386.5 |
|
S4 |
5,186.5 |
5,225.5 |
5,367.0 |
|
|
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 |
5,432.0 |
5,020.0 |
412.0 |
7.6% |
144.0 |
2.7% |
94% |
True |
False |
242,011 |
10 |
5,607.0 |
4,801.0 |
806.0 |
14.9% |
177.0 |
3.3% |
75% |
False |
False |
190,798 |
20 |
5,800.0 |
4,801.0 |
999.0 |
18.5% |
138.0 |
2.5% |
61% |
False |
False |
149,699 |
40 |
5,800.0 |
4,801.0 |
999.0 |
18.5% |
95.5 |
1.8% |
61% |
False |
False |
132,107 |
60 |
5,800.0 |
4,801.0 |
999.0 |
18.5% |
82.5 |
1.5% |
61% |
False |
False |
92,026 |
80 |
5,800.0 |
4,801.0 |
999.0 |
18.5% |
73.0 |
1.3% |
61% |
False |
False |
69,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,734.0 |
2.618 |
5,618.0 |
1.618 |
5,547.0 |
1.000 |
5,503.0 |
0.618 |
5,476.0 |
HIGH |
5,432.0 |
0.618 |
5,405.0 |
0.500 |
5,396.5 |
0.382 |
5,388.0 |
LOW |
5,361.0 |
0.618 |
5,317.0 |
1.000 |
5,290.0 |
1.618 |
5,246.0 |
2.618 |
5,175.0 |
4.250 |
5,059.0 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,403.0 |
5,381.5 |
PP |
5,399.5 |
5,357.0 |
S1 |
5,396.5 |
5,332.5 |
|