Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,135.50 |
1,118.00 |
-17.50 |
-1.5% |
1,125.25 |
High |
1,147.50 |
1,122.75 |
-24.75 |
-2.2% |
1,174.75 |
Low |
1,115.25 |
1,098.75 |
-16.50 |
-1.5% |
1,121.50 |
Close |
1,118.75 |
1,110.00 |
-8.75 |
-0.8% |
1,135.25 |
Range |
32.25 |
24.00 |
-8.25 |
-25.6% |
53.25 |
ATR |
28.43 |
28.11 |
-0.32 |
-1.1% |
0.00 |
Volume |
3,052,733 |
3,092,769 |
40,036 |
1.3% |
15,391,208 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.50 |
1,170.25 |
1,123.25 |
|
R3 |
1,158.50 |
1,146.25 |
1,116.50 |
|
R2 |
1,134.50 |
1,134.50 |
1,114.50 |
|
R1 |
1,122.25 |
1,122.25 |
1,112.25 |
1,116.50 |
PP |
1,110.50 |
1,110.50 |
1,110.50 |
1,107.50 |
S1 |
1,098.25 |
1,098.25 |
1,107.75 |
1,092.50 |
S2 |
1,086.50 |
1,086.50 |
1,105.50 |
|
S3 |
1,062.50 |
1,074.25 |
1,103.50 |
|
S4 |
1,038.50 |
1,050.25 |
1,096.75 |
|
|
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 |
1,098.75 |
76.00 |
6.8% |
28.00 |
2.5% |
15% |
False |
True |
2,639,687 |
10 |
1,174.75 |
1,056.00 |
118.75 |
10.7% |
39.75 |
3.6% |
45% |
False |
False |
3,324,979 |
20 |
1,216.75 |
1,056.00 |
160.75 |
14.5% |
30.50 |
2.7% |
34% |
False |
False |
2,912,238 |
40 |
1,216.75 |
1,056.00 |
160.75 |
14.5% |
21.25 |
1.9% |
34% |
False |
False |
2,343,740 |
60 |
1,216.75 |
1,056.00 |
160.75 |
14.5% |
18.00 |
1.6% |
34% |
False |
False |
1,823,669 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.3% |
18.25 |
1.7% |
41% |
False |
False |
1,368,668 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.3% |
17.50 |
1.6% |
41% |
False |
False |
1,095,147 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.3% |
16.50 |
1.5% |
41% |
False |
False |
912,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,224.75 |
2.618 |
1,185.50 |
1.618 |
1,161.50 |
1.000 |
1,146.75 |
0.618 |
1,137.50 |
HIGH |
1,122.75 |
0.618 |
1,113.50 |
0.500 |
1,110.75 |
0.382 |
1,108.00 |
LOW |
1,098.75 |
0.618 |
1,084.00 |
1.000 |
1,074.75 |
1.618 |
1,060.00 |
2.618 |
1,036.00 |
4.250 |
996.75 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,110.75 |
1,123.00 |
PP |
1,110.50 |
1,118.75 |
S1 |
1,110.25 |
1,114.50 |
|