Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,945.00 |
1,907.75 |
-37.25 |
-1.9% |
1,873.75 |
High |
1,950.50 |
1,919.50 |
-31.00 |
-1.6% |
1,981.50 |
Low |
1,883.00 |
1,870.50 |
-12.50 |
-0.7% |
1,872.25 |
Close |
1,909.75 |
1,913.50 |
3.75 |
0.2% |
1,909.75 |
Range |
67.50 |
49.00 |
-18.50 |
-27.4% |
109.25 |
ATR |
54.76 |
54.35 |
-0.41 |
-0.8% |
0.00 |
Volume |
329,770 |
449,745 |
119,975 |
36.4% |
2,227,626 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.25 |
2,029.75 |
1,940.50 |
|
R3 |
1,999.25 |
1,980.75 |
1,927.00 |
|
R2 |
1,950.25 |
1,950.25 |
1,922.50 |
|
R1 |
1,931.75 |
1,931.75 |
1,918.00 |
1,941.00 |
PP |
1,901.25 |
1,901.25 |
1,901.25 |
1,905.75 |
S1 |
1,882.75 |
1,882.75 |
1,909.00 |
1,892.00 |
S2 |
1,852.25 |
1,852.25 |
1,904.50 |
|
S3 |
1,803.25 |
1,833.75 |
1,900.00 |
|
S4 |
1,754.25 |
1,784.75 |
1,886.50 |
|
|
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 |
1,870.50 |
111.00 |
5.8% |
53.75 |
2.8% |
39% |
False |
True |
393,315 |
10 |
2,028.50 |
1,730.25 |
298.25 |
15.6% |
78.75 |
4.1% |
61% |
False |
False |
458,718 |
20 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
56.25 |
2.9% |
56% |
False |
False |
388,411 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
39.50 |
2.1% |
56% |
False |
False |
312,830 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
33.75 |
1.8% |
56% |
False |
False |
234,132 |
80 |
2,058.75 |
1,708.50 |
350.25 |
18.3% |
33.50 |
1.8% |
59% |
False |
False |
175,733 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.3% |
31.50 |
1.7% |
59% |
False |
False |
140,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,127.75 |
2.618 |
2,047.75 |
1.618 |
1,998.75 |
1.000 |
1,968.50 |
0.618 |
1,949.75 |
HIGH |
1,919.50 |
0.618 |
1,900.75 |
0.500 |
1,895.00 |
0.382 |
1,889.25 |
LOW |
1,870.50 |
0.618 |
1,840.25 |
1.000 |
1,821.50 |
1.618 |
1,791.25 |
2.618 |
1,742.25 |
4.250 |
1,662.25 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,907.25 |
1,926.00 |
PP |
1,901.25 |
1,921.75 |
S1 |
1,895.00 |
1,917.75 |
|