Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,907.75 |
1,912.25 |
4.50 |
0.2% |
1,873.75 |
High |
1,919.50 |
1,932.00 |
12.50 |
0.7% |
1,981.50 |
Low |
1,870.50 |
1,876.75 |
6.25 |
0.3% |
1,872.25 |
Close |
1,913.50 |
1,888.00 |
-25.50 |
-1.3% |
1,909.75 |
Range |
49.00 |
55.25 |
6.25 |
12.8% |
109.25 |
ATR |
54.35 |
54.41 |
0.06 |
0.1% |
0.00 |
Volume |
449,745 |
363,023 |
-86,722 |
-19.3% |
2,227,626 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.75 |
2,031.50 |
1,918.50 |
|
R3 |
2,009.50 |
1,976.25 |
1,903.25 |
|
R2 |
1,954.25 |
1,954.25 |
1,898.25 |
|
R1 |
1,921.00 |
1,921.00 |
1,893.00 |
1,910.00 |
PP |
1,899.00 |
1,899.00 |
1,899.00 |
1,893.50 |
S1 |
1,865.75 |
1,865.75 |
1,883.00 |
1,854.75 |
S2 |
1,843.75 |
1,843.75 |
1,877.75 |
|
S3 |
1,788.50 |
1,810.50 |
1,872.75 |
|
S4 |
1,733.25 |
1,755.25 |
1,857.50 |
|
|
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 |
5.9% |
54.75 |
2.9% |
16% |
False |
False |
367,945 |
10 |
1,981.50 |
1,730.25 |
251.25 |
13.3% |
76.75 |
4.1% |
63% |
False |
False |
469,377 |
20 |
2,058.75 |
1,730.25 |
328.50 |
17.4% |
58.00 |
3.1% |
48% |
False |
False |
389,653 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.4% |
40.00 |
2.1% |
48% |
False |
False |
314,512 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.4% |
34.25 |
1.8% |
48% |
False |
False |
240,177 |
80 |
2,058.75 |
1,708.50 |
350.25 |
18.6% |
33.50 |
1.8% |
51% |
False |
False |
180,260 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.6% |
32.00 |
1.7% |
51% |
False |
False |
144,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,166.75 |
2.618 |
2,076.75 |
1.618 |
2,021.50 |
1.000 |
1,987.25 |
0.618 |
1,966.25 |
HIGH |
1,932.00 |
0.618 |
1,911.00 |
0.500 |
1,904.50 |
0.382 |
1,897.75 |
LOW |
1,876.75 |
0.618 |
1,842.50 |
1.000 |
1,821.50 |
1.618 |
1,787.25 |
2.618 |
1,732.00 |
4.250 |
1,642.00 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,904.50 |
1,910.50 |
PP |
1,899.00 |
1,903.00 |
S1 |
1,893.50 |
1,895.50 |
|