Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,169.00 |
1,155.50 |
-13.50 |
-1.2% |
1,125.25 |
High |
1,174.75 |
1,159.50 |
-15.25 |
-1.3% |
1,174.75 |
Low |
1,153.75 |
1,123.75 |
-30.00 |
-2.6% |
1,121.50 |
Close |
1,156.75 |
1,135.25 |
-21.50 |
-1.9% |
1,135.25 |
Range |
21.00 |
35.75 |
14.75 |
70.2% |
53.25 |
ATR |
27.60 |
28.19 |
0.58 |
2.1% |
0.00 |
Volume |
2,109,839 |
1,963,586 |
-146,253 |
-6.9% |
15,391,208 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.75 |
1,226.75 |
1,155.00 |
|
R3 |
1,211.00 |
1,191.00 |
1,145.00 |
|
R2 |
1,175.25 |
1,175.25 |
1,141.75 |
|
R1 |
1,155.25 |
1,155.25 |
1,138.50 |
1,147.50 |
PP |
1,139.50 |
1,139.50 |
1,139.50 |
1,135.50 |
S1 |
1,119.50 |
1,119.50 |
1,132.00 |
1,111.50 |
S2 |
1,103.75 |
1,103.75 |
1,128.75 |
|
S3 |
1,068.00 |
1,083.75 |
1,125.50 |
|
S4 |
1,032.25 |
1,048.00 |
1,115.50 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.50 |
1,272.75 |
1,164.50 |
|
R3 |
1,250.25 |
1,219.50 |
1,150.00 |
|
R2 |
1,197.00 |
1,197.00 |
1,145.00 |
|
R1 |
1,166.25 |
1,166.25 |
1,140.25 |
1,181.50 |
PP |
1,143.75 |
1,143.75 |
1,143.75 |
1,151.50 |
S1 |
1,113.00 |
1,113.00 |
1,130.25 |
1,128.50 |
S2 |
1,090.50 |
1,090.50 |
1,125.50 |
|
S3 |
1,037.25 |
1,059.75 |
1,120.50 |
|
S4 |
984.00 |
1,006.50 |
1,106.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,174.75 |
1,121.50 |
53.25 |
4.7% |
31.25 |
2.7% |
26% |
False |
False |
3,078,241 |
10 |
1,202.00 |
1,056.00 |
146.00 |
12.9% |
38.75 |
3.4% |
54% |
False |
False |
3,237,279 |
20 |
1,216.75 |
1,056.00 |
160.75 |
14.2% |
28.50 |
2.5% |
49% |
False |
False |
2,835,969 |
40 |
1,216.75 |
1,056.00 |
160.75 |
14.2% |
20.25 |
1.8% |
49% |
False |
False |
2,263,149 |
60 |
1,216.75 |
1,056.00 |
160.75 |
14.2% |
17.50 |
1.5% |
49% |
False |
False |
1,671,932 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.9% |
18.25 |
1.6% |
55% |
False |
False |
1,254,697 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.9% |
17.00 |
1.5% |
55% |
False |
False |
1,003,904 |
120 |
1,216.75 |
1,036.25 |
180.50 |
15.9% |
16.25 |
1.4% |
55% |
False |
False |
836,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.50 |
2.618 |
1,253.00 |
1.618 |
1,217.25 |
1.000 |
1,195.25 |
0.618 |
1,181.50 |
HIGH |
1,159.50 |
0.618 |
1,145.75 |
0.500 |
1,141.50 |
0.382 |
1,137.50 |
LOW |
1,123.75 |
0.618 |
1,101.75 |
1.000 |
1,088.00 |
1.618 |
1,066.00 |
2.618 |
1,030.25 |
4.250 |
971.75 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,141.50 |
1,149.25 |
PP |
1,139.50 |
1,144.50 |
S1 |
1,137.50 |
1,140.00 |
|