Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,118.00 |
1,110.00 |
-8.00 |
-0.7% |
1,125.25 |
High |
1,122.75 |
1,116.50 |
-6.25 |
-0.6% |
1,174.75 |
Low |
1,098.75 |
1,067.25 |
-31.50 |
-2.9% |
1,121.50 |
Close |
1,110.00 |
1,070.00 |
-40.00 |
-3.6% |
1,135.25 |
Range |
24.00 |
49.25 |
25.25 |
105.2% |
53.25 |
ATR |
28.11 |
29.62 |
1.51 |
5.4% |
0.00 |
Volume |
3,092,769 |
3,585,852 |
493,083 |
15.9% |
15,391,208 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.25 |
1,200.50 |
1,097.00 |
|
R3 |
1,183.00 |
1,151.25 |
1,083.50 |
|
R2 |
1,133.75 |
1,133.75 |
1,079.00 |
|
R1 |
1,102.00 |
1,102.00 |
1,074.50 |
1,093.25 |
PP |
1,084.50 |
1,084.50 |
1,084.50 |
1,080.25 |
S1 |
1,052.75 |
1,052.75 |
1,065.50 |
1,044.00 |
S2 |
1,035.25 |
1,035.25 |
1,061.00 |
|
S3 |
986.00 |
1,003.50 |
1,056.50 |
|
S4 |
936.75 |
954.25 |
1,043.00 |
|
|
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 |
1,159.50 |
1,067.25 |
92.25 |
8.6% |
33.75 |
3.2% |
3% |
False |
True |
2,934,890 |
10 |
1,174.75 |
1,067.25 |
107.50 |
10.0% |
33.50 |
3.1% |
3% |
False |
True |
3,377,771 |
20 |
1,216.75 |
1,056.00 |
160.75 |
15.0% |
31.75 |
3.0% |
9% |
False |
False |
2,983,117 |
40 |
1,216.75 |
1,056.00 |
160.75 |
15.0% |
22.25 |
2.1% |
9% |
False |
False |
2,386,976 |
60 |
1,216.75 |
1,056.00 |
160.75 |
15.0% |
18.75 |
1.7% |
9% |
False |
False |
1,883,270 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
18.75 |
1.7% |
19% |
False |
False |
1,413,479 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
17.75 |
1.7% |
19% |
False |
False |
1,131,002 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.9% |
17.00 |
1.6% |
19% |
False |
False |
942,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.75 |
2.618 |
1,245.50 |
1.618 |
1,196.25 |
1.000 |
1,165.75 |
0.618 |
1,147.00 |
HIGH |
1,116.50 |
0.618 |
1,097.75 |
0.500 |
1,092.00 |
0.382 |
1,086.00 |
LOW |
1,067.25 |
0.618 |
1,036.75 |
1.000 |
1,018.00 |
1.618 |
987.50 |
2.618 |
938.25 |
4.250 |
858.00 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,092.00 |
1,107.50 |
PP |
1,084.50 |
1,095.00 |
S1 |
1,077.25 |
1,082.50 |
|