Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
6,225.0 |
6,238.0 |
13.0 |
0.2% |
5,852.0 |
High |
6,280.0 |
6,239.5 |
-40.5 |
-0.6% |
6,280.0 |
Low |
6,200.0 |
6,016.5 |
-183.5 |
-3.0% |
5,850.0 |
Close |
6,258.5 |
6,035.0 |
-223.5 |
-3.6% |
6,035.0 |
Range |
80.0 |
223.0 |
143.0 |
178.8% |
430.0 |
ATR |
156.3 |
162.5 |
6.1 |
3.9% |
0.0 |
Volume |
151,201 |
249,499 |
98,298 |
65.0% |
1,128,439 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,766.0 |
6,623.5 |
6,157.7 |
|
R3 |
6,543.0 |
6,400.5 |
6,096.3 |
|
R2 |
6,320.0 |
6,320.0 |
6,075.9 |
|
R1 |
6,177.5 |
6,177.5 |
6,055.4 |
6,137.3 |
PP |
6,097.0 |
6,097.0 |
6,097.0 |
6,076.9 |
S1 |
5,954.5 |
5,954.5 |
6,014.6 |
5,914.3 |
S2 |
5,874.0 |
5,874.0 |
5,994.1 |
|
S3 |
5,651.0 |
5,731.5 |
5,973.7 |
|
S4 |
5,428.0 |
5,508.5 |
5,912.4 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,345.0 |
7,120.0 |
6,271.5 |
|
R3 |
6,915.0 |
6,690.0 |
6,153.3 |
|
R2 |
6,485.0 |
6,485.0 |
6,113.8 |
|
R1 |
6,260.0 |
6,260.0 |
6,074.4 |
6,372.5 |
PP |
6,055.0 |
6,055.0 |
6,055.0 |
6,111.3 |
S1 |
5,830.0 |
5,830.0 |
5,995.6 |
5,942.5 |
S2 |
5,625.0 |
5,625.0 |
5,956.2 |
|
S3 |
5,195.0 |
5,400.0 |
5,916.8 |
|
S4 |
4,765.0 |
4,970.0 |
5,798.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,280.0 |
5,850.0 |
430.0 |
7.1% |
175.3 |
2.9% |
43% |
False |
False |
225,687 |
10 |
6,280.0 |
5,557.0 |
723.0 |
12.0% |
200.8 |
3.3% |
66% |
False |
False |
252,438 |
20 |
6,347.0 |
5,557.0 |
790.0 |
13.1% |
157.2 |
2.6% |
61% |
False |
False |
224,038 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.1% |
113.7 |
1.9% |
61% |
False |
False |
177,423 |
60 |
6,347.0 |
5,527.0 |
820.0 |
13.6% |
100.7 |
1.7% |
62% |
False |
False |
121,722 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
103.9 |
1.7% |
67% |
False |
False |
91,409 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
97.4 |
1.6% |
67% |
False |
False |
73,214 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
95.0 |
1.6% |
67% |
False |
False |
61,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,187.3 |
2.618 |
6,823.3 |
1.618 |
6,600.3 |
1.000 |
6,462.5 |
0.618 |
6,377.3 |
HIGH |
6,239.5 |
0.618 |
6,154.3 |
0.500 |
6,128.0 |
0.382 |
6,101.7 |
LOW |
6,016.5 |
0.618 |
5,878.7 |
1.000 |
5,793.5 |
1.618 |
5,655.7 |
2.618 |
5,432.7 |
4.250 |
5,068.8 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
6,128.0 |
6,143.3 |
PP |
6,097.0 |
6,107.2 |
S1 |
6,066.0 |
6,071.1 |
|