Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,800.00 |
1,821.25 |
21.25 |
1.2% |
1,907.75 |
High |
1,834.00 |
1,840.00 |
6.00 |
0.3% |
1,932.00 |
Low |
1,765.50 |
1,796.00 |
30.50 |
1.7% |
1,765.50 |
Close |
1,819.25 |
1,812.50 |
-6.75 |
-0.4% |
1,819.25 |
Range |
68.50 |
44.00 |
-24.50 |
-35.8% |
166.50 |
ATR |
56.56 |
55.66 |
-0.90 |
-1.6% |
0.00 |
Volume |
575,943 |
514,060 |
-61,883 |
-10.7% |
2,229,070 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.25 |
1,924.25 |
1,836.75 |
|
R3 |
1,904.25 |
1,880.25 |
1,824.50 |
|
R2 |
1,860.25 |
1,860.25 |
1,820.50 |
|
R1 |
1,836.25 |
1,836.25 |
1,816.50 |
1,826.25 |
PP |
1,816.25 |
1,816.25 |
1,816.25 |
1,811.00 |
S1 |
1,792.25 |
1,792.25 |
1,808.50 |
1,782.25 |
S2 |
1,772.25 |
1,772.25 |
1,804.50 |
|
S3 |
1,728.25 |
1,748.25 |
1,800.50 |
|
S4 |
1,684.25 |
1,704.25 |
1,788.25 |
|
|
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% |
58.50 |
3.2% |
28% |
False |
False |
458,677 |
10 |
1,981.50 |
1,765.50 |
216.00 |
11.9% |
56.25 |
3.1% |
22% |
False |
False |
425,996 |
20 |
2,050.50 |
1,730.25 |
320.25 |
17.7% |
64.75 |
3.6% |
26% |
False |
False |
426,158 |
40 |
2,058.75 |
1,730.25 |
328.50 |
18.1% |
43.75 |
2.4% |
25% |
False |
False |
336,909 |
60 |
2,058.75 |
1,730.25 |
328.50 |
18.1% |
36.25 |
2.0% |
25% |
False |
False |
272,318 |
80 |
2,058.75 |
1,708.50 |
350.25 |
19.3% |
34.75 |
1.9% |
30% |
False |
False |
204,366 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.3% |
33.75 |
1.9% |
30% |
False |
False |
163,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.00 |
2.618 |
1,955.25 |
1.618 |
1,911.25 |
1.000 |
1,884.00 |
0.618 |
1,867.25 |
HIGH |
1,840.00 |
0.618 |
1,823.25 |
0.500 |
1,818.00 |
0.382 |
1,812.75 |
LOW |
1,796.00 |
0.618 |
1,768.75 |
1.000 |
1,752.00 |
1.618 |
1,724.75 |
2.618 |
1,680.75 |
4.250 |
1,609.00 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,818.00 |
1,820.25 |
PP |
1,816.25 |
1,817.75 |
S1 |
1,814.25 |
1,815.00 |
|