Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,970.00 |
1,945.00 |
-25.00 |
-1.3% |
1,873.75 |
High |
1,981.50 |
1,950.50 |
-31.00 |
-1.6% |
1,981.50 |
Low |
1,938.50 |
1,883.00 |
-55.50 |
-2.9% |
1,872.25 |
Close |
1,947.25 |
1,909.75 |
-37.50 |
-1.9% |
1,909.75 |
Range |
43.00 |
67.50 |
24.50 |
57.0% |
109.25 |
ATR |
53.78 |
54.76 |
0.98 |
1.8% |
0.00 |
Volume |
323,983 |
329,770 |
5,787 |
1.8% |
2,227,626 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,117.00 |
2,080.75 |
1,947.00 |
|
R3 |
2,049.50 |
2,013.25 |
1,928.25 |
|
R2 |
1,982.00 |
1,982.00 |
1,922.00 |
|
R1 |
1,945.75 |
1,945.75 |
1,916.00 |
1,930.00 |
PP |
1,914.50 |
1,914.50 |
1,914.50 |
1,906.50 |
S1 |
1,878.25 |
1,878.25 |
1,903.50 |
1,862.50 |
S2 |
1,847.00 |
1,847.00 |
1,897.50 |
|
S3 |
1,779.50 |
1,810.75 |
1,891.25 |
|
S4 |
1,712.00 |
1,743.25 |
1,872.50 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,249.00 |
2,188.50 |
1,969.75 |
|
R3 |
2,139.75 |
2,079.25 |
1,939.75 |
|
R2 |
2,030.50 |
2,030.50 |
1,929.75 |
|
R1 |
1,970.00 |
1,970.00 |
1,919.75 |
2,000.25 |
PP |
1,921.25 |
1,921.25 |
1,921.25 |
1,936.25 |
S1 |
1,860.75 |
1,860.75 |
1,899.75 |
1,891.00 |
S2 |
1,812.00 |
1,812.00 |
1,889.75 |
|
S3 |
1,702.75 |
1,751.50 |
1,879.75 |
|
S4 |
1,593.50 |
1,642.25 |
1,849.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,981.50 |
1,872.25 |
109.25 |
5.7% |
58.00 |
3.0% |
34% |
False |
False |
445,525 |
10 |
2,038.00 |
1,730.25 |
307.75 |
16.1% |
77.75 |
4.1% |
58% |
False |
False |
447,936 |
20 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
55.25 |
2.9% |
55% |
False |
False |
388,495 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
39.00 |
2.0% |
55% |
False |
False |
307,719 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
33.25 |
1.7% |
55% |
False |
False |
226,638 |
80 |
2,058.75 |
1,708.50 |
350.25 |
18.3% |
33.50 |
1.8% |
57% |
False |
False |
170,121 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.3% |
31.50 |
1.6% |
57% |
False |
False |
136,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,237.50 |
2.618 |
2,127.25 |
1.618 |
2,059.75 |
1.000 |
2,018.00 |
0.618 |
1,992.25 |
HIGH |
1,950.50 |
0.618 |
1,924.75 |
0.500 |
1,916.75 |
0.382 |
1,908.75 |
LOW |
1,883.00 |
0.618 |
1,841.25 |
1.000 |
1,815.50 |
1.618 |
1,773.75 |
2.618 |
1,706.25 |
4.250 |
1,596.00 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,916.75 |
1,932.25 |
PP |
1,914.50 |
1,924.75 |
S1 |
1,912.00 |
1,917.25 |
|