Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,886.25 |
1,867.75 |
-18.50 |
-1.0% |
1,873.75 |
High |
1,893.75 |
1,875.00 |
-18.75 |
-1.0% |
1,981.50 |
Low |
1,849.50 |
1,794.00 |
-55.50 |
-3.0% |
1,872.25 |
Close |
1,868.25 |
1,800.50 |
-67.75 |
-3.6% |
1,909.75 |
Range |
44.25 |
81.00 |
36.75 |
83.1% |
109.25 |
ATR |
53.69 |
55.64 |
1.95 |
3.6% |
0.00 |
Volume |
405,003 |
435,356 |
30,353 |
7.5% |
2,227,626 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.25 |
2,014.25 |
1,845.00 |
|
R3 |
1,985.25 |
1,933.25 |
1,822.75 |
|
R2 |
1,904.25 |
1,904.25 |
1,815.25 |
|
R1 |
1,852.25 |
1,852.25 |
1,808.00 |
1,837.75 |
PP |
1,823.25 |
1,823.25 |
1,823.25 |
1,816.00 |
S1 |
1,771.25 |
1,771.25 |
1,793.00 |
1,756.75 |
S2 |
1,742.25 |
1,742.25 |
1,785.75 |
|
S3 |
1,661.25 |
1,690.25 |
1,778.25 |
|
S4 |
1,580.25 |
1,609.25 |
1,756.00 |
|
|
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 |
1,950.50 |
1,794.00 |
156.50 |
8.7% |
59.50 |
3.3% |
4% |
False |
True |
396,579 |
10 |
1,981.50 |
1,794.00 |
187.50 |
10.4% |
62.25 |
3.5% |
3% |
False |
True |
461,691 |
20 |
2,058.75 |
1,730.25 |
328.50 |
18.2% |
61.00 |
3.4% |
21% |
False |
False |
404,844 |
40 |
2,058.75 |
1,730.25 |
328.50 |
18.2% |
42.25 |
2.3% |
21% |
False |
False |
323,011 |
60 |
2,058.75 |
1,730.25 |
328.50 |
18.2% |
35.25 |
2.0% |
21% |
False |
False |
254,173 |
80 |
2,058.75 |
1,708.50 |
350.25 |
19.5% |
34.50 |
1.9% |
26% |
False |
False |
190,758 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.5% |
33.00 |
1.8% |
26% |
False |
False |
152,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,219.25 |
2.618 |
2,087.00 |
1.618 |
2,006.00 |
1.000 |
1,956.00 |
0.618 |
1,925.00 |
HIGH |
1,875.00 |
0.618 |
1,844.00 |
0.500 |
1,834.50 |
0.382 |
1,825.00 |
LOW |
1,794.00 |
0.618 |
1,744.00 |
1.000 |
1,713.00 |
1.618 |
1,663.00 |
2.618 |
1,582.00 |
4.250 |
1,449.75 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,834.50 |
1,863.00 |
PP |
1,823.25 |
1,842.25 |
S1 |
1,811.75 |
1,821.25 |
|