Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,867.75 |
1,800.00 |
-67.75 |
-3.6% |
1,907.75 |
High |
1,875.00 |
1,834.00 |
-41.00 |
-2.2% |
1,932.00 |
Low |
1,794.00 |
1,765.50 |
-28.50 |
-1.6% |
1,765.50 |
Close |
1,800.50 |
1,819.25 |
18.75 |
1.0% |
1,819.25 |
Range |
81.00 |
68.50 |
-12.50 |
-15.4% |
166.50 |
ATR |
55.64 |
56.56 |
0.92 |
1.7% |
0.00 |
Volume |
435,356 |
575,943 |
140,587 |
32.3% |
2,229,070 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.75 |
1,984.00 |
1,857.00 |
|
R3 |
1,943.25 |
1,915.50 |
1,838.00 |
|
R2 |
1,874.75 |
1,874.75 |
1,831.75 |
|
R1 |
1,847.00 |
1,847.00 |
1,825.50 |
1,861.00 |
PP |
1,806.25 |
1,806.25 |
1,806.25 |
1,813.25 |
S1 |
1,778.50 |
1,778.50 |
1,813.00 |
1,792.50 |
S2 |
1,737.75 |
1,737.75 |
1,806.75 |
|
S3 |
1,669.25 |
1,710.00 |
1,800.50 |
|
S4 |
1,600.75 |
1,641.50 |
1,781.50 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,338.50 |
2,245.25 |
1,910.75 |
|
R3 |
2,172.00 |
2,078.75 |
1,865.00 |
|
R2 |
2,005.50 |
2,005.50 |
1,849.75 |
|
R1 |
1,912.25 |
1,912.25 |
1,834.50 |
1,875.50 |
PP |
1,839.00 |
1,839.00 |
1,839.00 |
1,820.50 |
S1 |
1,745.75 |
1,745.75 |
1,804.00 |
1,709.00 |
S2 |
1,672.50 |
1,672.50 |
1,788.75 |
|
S3 |
1,506.00 |
1,579.25 |
1,773.50 |
|
S4 |
1,339.50 |
1,412.75 |
1,727.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,932.00 |
1,765.50 |
166.50 |
9.2% |
59.50 |
3.3% |
32% |
False |
True |
445,814 |
10 |
1,981.50 |
1,765.50 |
216.00 |
11.9% |
58.75 |
3.2% |
25% |
False |
True |
445,669 |
20 |
2,058.75 |
1,730.25 |
328.50 |
18.1% |
63.25 |
3.5% |
27% |
False |
False |
414,940 |
40 |
2,058.75 |
1,730.25 |
328.50 |
18.1% |
43.25 |
2.4% |
27% |
False |
False |
331,586 |
60 |
2,058.75 |
1,730.25 |
328.50 |
18.1% |
35.75 |
2.0% |
27% |
False |
False |
263,763 |
80 |
2,058.75 |
1,708.50 |
350.25 |
19.3% |
34.75 |
1.9% |
32% |
False |
False |
197,951 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.3% |
33.50 |
1.8% |
32% |
False |
False |
158,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,125.00 |
2.618 |
2,013.25 |
1.618 |
1,944.75 |
1.000 |
1,902.50 |
0.618 |
1,876.25 |
HIGH |
1,834.00 |
0.618 |
1,807.75 |
0.500 |
1,799.75 |
0.382 |
1,791.75 |
LOW |
1,765.50 |
0.618 |
1,723.25 |
1.000 |
1,697.00 |
1.618 |
1,654.75 |
2.618 |
1,586.25 |
4.250 |
1,474.50 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,812.75 |
1,829.50 |
PP |
1,806.25 |
1,826.25 |
S1 |
1,799.75 |
1,822.75 |
|