Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,110.00 |
1,069.25 |
-40.75 |
-3.7% |
1,133.75 |
High |
1,116.50 |
1,088.75 |
-27.75 |
-2.5% |
1,147.50 |
Low |
1,067.25 |
1,051.25 |
-16.00 |
-1.5% |
1,051.25 |
Close |
1,070.00 |
1,084.50 |
14.50 |
1.4% |
1,084.50 |
Range |
49.25 |
37.50 |
-11.75 |
-23.9% |
96.25 |
ATR |
29.62 |
30.19 |
0.56 |
1.9% |
0.00 |
Volume |
3,585,852 |
4,378,875 |
793,023 |
22.1% |
17,089,741 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.25 |
1,173.50 |
1,105.00 |
|
R3 |
1,149.75 |
1,136.00 |
1,094.75 |
|
R2 |
1,112.25 |
1,112.25 |
1,091.50 |
|
R1 |
1,098.50 |
1,098.50 |
1,088.00 |
1,105.50 |
PP |
1,074.75 |
1,074.75 |
1,074.75 |
1,078.25 |
S1 |
1,061.00 |
1,061.00 |
1,081.00 |
1,068.00 |
S2 |
1,037.25 |
1,037.25 |
1,077.50 |
|
S3 |
999.75 |
1,023.50 |
1,074.25 |
|
S4 |
962.25 |
986.00 |
1,064.00 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.25 |
1,330.00 |
1,137.50 |
|
R3 |
1,287.00 |
1,233.75 |
1,111.00 |
|
R2 |
1,190.75 |
1,190.75 |
1,102.25 |
|
R1 |
1,137.50 |
1,137.50 |
1,093.25 |
1,116.00 |
PP |
1,094.50 |
1,094.50 |
1,094.50 |
1,083.50 |
S1 |
1,041.25 |
1,041.25 |
1,075.75 |
1,019.75 |
S2 |
998.25 |
998.25 |
1,066.75 |
|
S3 |
902.00 |
945.00 |
1,058.00 |
|
S4 |
805.75 |
848.75 |
1,031.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,147.50 |
1,051.25 |
96.25 |
8.9% |
34.00 |
3.1% |
35% |
False |
True |
3,417,948 |
10 |
1,174.75 |
1,051.25 |
123.50 |
11.4% |
32.75 |
3.0% |
27% |
False |
True |
3,248,094 |
20 |
1,216.75 |
1,051.25 |
165.50 |
15.3% |
33.00 |
3.0% |
20% |
False |
True |
3,068,614 |
40 |
1,216.75 |
1,051.25 |
165.50 |
15.3% |
22.75 |
2.1% |
20% |
False |
True |
2,446,638 |
60 |
1,216.75 |
1,051.25 |
165.50 |
15.3% |
19.00 |
1.8% |
20% |
False |
True |
1,956,158 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
19.00 |
1.7% |
27% |
False |
False |
1,468,166 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
18.25 |
1.7% |
27% |
False |
False |
1,174,788 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
17.00 |
1.6% |
27% |
False |
False |
979,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.00 |
2.618 |
1,187.00 |
1.618 |
1,149.50 |
1.000 |
1,126.25 |
0.618 |
1,112.00 |
HIGH |
1,088.75 |
0.618 |
1,074.50 |
0.500 |
1,070.00 |
0.382 |
1,065.50 |
LOW |
1,051.25 |
0.618 |
1,028.00 |
1.000 |
1,013.75 |
1.618 |
990.50 |
2.618 |
953.00 |
4.250 |
892.00 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,079.75 |
1,087.00 |
PP |
1,074.75 |
1,086.25 |
S1 |
1,070.00 |
1,085.25 |
|