Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,912.25 |
1,886.25 |
-26.00 |
-1.4% |
1,873.75 |
High |
1,932.00 |
1,893.75 |
-38.25 |
-2.0% |
1,981.50 |
Low |
1,876.75 |
1,849.50 |
-27.25 |
-1.5% |
1,872.25 |
Close |
1,888.00 |
1,868.25 |
-19.75 |
-1.0% |
1,909.75 |
Range |
55.25 |
44.25 |
-11.00 |
-19.9% |
109.25 |
ATR |
54.41 |
53.69 |
-0.73 |
-1.3% |
0.00 |
Volume |
363,023 |
405,003 |
41,980 |
11.6% |
2,227,626 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.25 |
1,980.00 |
1,892.50 |
|
R3 |
1,959.00 |
1,935.75 |
1,880.50 |
|
R2 |
1,914.75 |
1,914.75 |
1,876.25 |
|
R1 |
1,891.50 |
1,891.50 |
1,872.25 |
1,881.00 |
PP |
1,870.50 |
1,870.50 |
1,870.50 |
1,865.25 |
S1 |
1,847.25 |
1,847.25 |
1,864.25 |
1,836.75 |
S2 |
1,826.25 |
1,826.25 |
1,860.25 |
|
S3 |
1,782.00 |
1,803.00 |
1,856.00 |
|
S4 |
1,737.75 |
1,758.75 |
1,844.00 |
|
|
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 |
1,849.50 |
132.00 |
7.1% |
51.75 |
2.8% |
14% |
False |
True |
374,304 |
10 |
1,981.50 |
1,730.25 |
251.25 |
13.4% |
77.50 |
4.1% |
55% |
False |
False |
458,345 |
20 |
2,058.75 |
1,730.25 |
328.50 |
17.6% |
59.25 |
3.2% |
42% |
False |
False |
398,478 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.6% |
40.75 |
2.2% |
42% |
False |
False |
317,586 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.6% |
34.25 |
1.8% |
42% |
False |
False |
246,921 |
80 |
2,058.75 |
1,708.50 |
350.25 |
18.7% |
34.00 |
1.8% |
46% |
False |
False |
185,318 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.7% |
32.25 |
1.7% |
46% |
False |
False |
148,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,081.75 |
2.618 |
2,009.50 |
1.618 |
1,965.25 |
1.000 |
1,938.00 |
0.618 |
1,921.00 |
HIGH |
1,893.75 |
0.618 |
1,876.75 |
0.500 |
1,871.50 |
0.382 |
1,866.50 |
LOW |
1,849.50 |
0.618 |
1,822.25 |
1.000 |
1,805.25 |
1.618 |
1,778.00 |
2.618 |
1,733.75 |
4.250 |
1,661.50 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,871.50 |
1,890.75 |
PP |
1,870.50 |
1,883.25 |
S1 |
1,869.50 |
1,875.75 |
|