Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,133.75 |
1,135.50 |
1.75 |
0.2% |
1,125.25 |
High |
1,140.25 |
1,147.50 |
7.25 |
0.6% |
1,174.75 |
Low |
1,112.75 |
1,115.25 |
2.50 |
0.2% |
1,121.50 |
Close |
1,134.50 |
1,118.75 |
-15.75 |
-1.4% |
1,135.25 |
Range |
27.50 |
32.25 |
4.75 |
17.3% |
53.25 |
ATR |
28.14 |
28.43 |
0.29 |
1.0% |
0.00 |
Volume |
2,979,512 |
3,052,733 |
73,221 |
2.5% |
15,391,208 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.00 |
1,203.50 |
1,136.50 |
|
R3 |
1,191.75 |
1,171.25 |
1,127.50 |
|
R2 |
1,159.50 |
1,159.50 |
1,124.75 |
|
R1 |
1,139.00 |
1,139.00 |
1,121.75 |
1,133.00 |
PP |
1,127.25 |
1,127.25 |
1,127.25 |
1,124.25 |
S1 |
1,106.75 |
1,106.75 |
1,115.75 |
1,101.00 |
S2 |
1,095.00 |
1,095.00 |
1,112.75 |
|
S3 |
1,062.75 |
1,074.50 |
1,110.00 |
|
S4 |
1,030.50 |
1,042.25 |
1,101.00 |
|
|
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% |
29.25 |
2.6% |
10% |
False |
False |
2,553,860 |
10 |
1,175.00 |
1,056.00 |
119.00 |
10.6% |
39.25 |
3.5% |
53% |
False |
False |
3,371,036 |
20 |
1,216.75 |
1,056.00 |
160.75 |
14.4% |
30.00 |
2.7% |
39% |
False |
False |
2,834,341 |
40 |
1,216.75 |
1,056.00 |
160.75 |
14.4% |
21.00 |
1.9% |
39% |
False |
False |
2,314,316 |
60 |
1,216.75 |
1,056.00 |
160.75 |
14.4% |
18.00 |
1.6% |
39% |
False |
False |
1,772,283 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.1% |
18.25 |
1.6% |
46% |
False |
False |
1,330,036 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.1% |
17.25 |
1.5% |
46% |
False |
False |
1,064,223 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.1% |
16.50 |
1.5% |
46% |
False |
False |
886,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.50 |
2.618 |
1,232.00 |
1.618 |
1,199.75 |
1.000 |
1,179.75 |
0.618 |
1,167.50 |
HIGH |
1,147.50 |
0.618 |
1,135.25 |
0.500 |
1,131.50 |
0.382 |
1,127.50 |
LOW |
1,115.25 |
0.618 |
1,095.25 |
1.000 |
1,083.00 |
1.618 |
1,063.00 |
2.618 |
1,030.75 |
4.250 |
978.25 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,131.50 |
1,136.00 |
PP |
1,127.25 |
1,130.25 |
S1 |
1,123.00 |
1,124.50 |
|