Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,155.50 |
1,133.75 |
-21.75 |
-1.9% |
1,125.25 |
High |
1,159.50 |
1,140.25 |
-19.25 |
-1.7% |
1,174.75 |
Low |
1,123.75 |
1,112.75 |
-11.00 |
-1.0% |
1,121.50 |
Close |
1,135.25 |
1,134.50 |
-0.75 |
-0.1% |
1,135.25 |
Range |
35.75 |
27.50 |
-8.25 |
-23.1% |
53.25 |
ATR |
28.19 |
28.14 |
-0.05 |
-0.2% |
0.00 |
Volume |
1,963,586 |
2,979,512 |
1,015,926 |
51.7% |
15,391,208 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.75 |
1,200.50 |
1,149.50 |
|
R3 |
1,184.25 |
1,173.00 |
1,142.00 |
|
R2 |
1,156.75 |
1,156.75 |
1,139.50 |
|
R1 |
1,145.50 |
1,145.50 |
1,137.00 |
1,151.00 |
PP |
1,129.25 |
1,129.25 |
1,129.25 |
1,132.00 |
S1 |
1,118.00 |
1,118.00 |
1,132.00 |
1,123.50 |
S2 |
1,101.75 |
1,101.75 |
1,129.50 |
|
S3 |
1,074.25 |
1,090.50 |
1,127.00 |
|
S4 |
1,046.75 |
1,063.00 |
1,119.50 |
|
|
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 |
1,112.75 |
62.00 |
5.5% |
28.50 |
2.5% |
35% |
False |
True |
2,671,371 |
10 |
1,199.75 |
1,056.00 |
143.75 |
12.7% |
39.75 |
3.5% |
55% |
False |
False |
3,245,491 |
20 |
1,216.75 |
1,056.00 |
160.75 |
14.2% |
29.00 |
2.6% |
49% |
False |
False |
2,805,704 |
40 |
1,216.75 |
1,056.00 |
160.75 |
14.2% |
20.50 |
1.8% |
49% |
False |
False |
2,292,146 |
60 |
1,216.75 |
1,056.00 |
160.75 |
14.2% |
17.75 |
1.6% |
49% |
False |
False |
1,721,493 |
80 |
1,216.75 |
1,036.25 |
180.50 |
15.9% |
18.25 |
1.6% |
54% |
False |
False |
1,291,911 |
100 |
1,216.75 |
1,036.25 |
180.50 |
15.9% |
17.00 |
1.5% |
54% |
False |
False |
1,033,697 |
120 |
1,216.75 |
1,036.25 |
180.50 |
15.9% |
16.25 |
1.4% |
54% |
False |
False |
861,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.00 |
2.618 |
1,212.25 |
1.618 |
1,184.75 |
1.000 |
1,167.75 |
0.618 |
1,157.25 |
HIGH |
1,140.25 |
0.618 |
1,129.75 |
0.500 |
1,126.50 |
0.382 |
1,123.25 |
LOW |
1,112.75 |
0.618 |
1,095.75 |
1.000 |
1,085.25 |
1.618 |
1,068.25 |
2.618 |
1,040.75 |
4.250 |
996.00 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,131.75 |
1,143.75 |
PP |
1,129.25 |
1,140.75 |
S1 |
1,126.50 |
1,137.50 |
|