Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
6,238.0 |
5,997.5 |
-240.5 |
-3.9% |
5,852.0 |
High |
6,239.5 |
6,156.0 |
-83.5 |
-1.3% |
6,280.0 |
Low |
6,016.5 |
5,982.0 |
-34.5 |
-0.6% |
5,850.0 |
Close |
6,035.0 |
6,067.0 |
32.0 |
0.5% |
6,035.0 |
Range |
223.0 |
174.0 |
-49.0 |
-22.0% |
430.0 |
ATR |
162.5 |
163.3 |
0.8 |
0.5% |
0.0 |
Volume |
249,499 |
245,918 |
-3,581 |
-1.4% |
1,128,439 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,590.3 |
6,502.7 |
6,162.7 |
|
R3 |
6,416.3 |
6,328.7 |
6,114.9 |
|
R2 |
6,242.3 |
6,242.3 |
6,098.9 |
|
R1 |
6,154.7 |
6,154.7 |
6,083.0 |
6,198.5 |
PP |
6,068.3 |
6,068.3 |
6,068.3 |
6,090.3 |
S1 |
5,980.7 |
5,980.7 |
6,051.1 |
6,024.5 |
S2 |
5,894.3 |
5,894.3 |
6,035.1 |
|
S3 |
5,720.3 |
5,806.7 |
6,019.2 |
|
S4 |
5,546.3 |
5,632.7 |
5,971.3 |
|
|
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 |
5,912.0 |
368.0 |
6.1% |
176.1 |
2.9% |
42% |
False |
False |
218,800 |
10 |
6,280.0 |
5,557.0 |
723.0 |
11.9% |
206.8 |
3.4% |
71% |
False |
False |
263,390 |
20 |
6,347.0 |
5,557.0 |
790.0 |
13.0% |
162.9 |
2.7% |
65% |
False |
False |
228,170 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.0% |
116.9 |
1.9% |
65% |
False |
False |
181,737 |
60 |
6,347.0 |
5,527.0 |
820.0 |
13.5% |
102.2 |
1.7% |
66% |
False |
False |
125,816 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.6% |
103.5 |
1.7% |
70% |
False |
False |
94,480 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.6% |
98.3 |
1.6% |
70% |
False |
False |
75,652 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.6% |
95.7 |
1.6% |
70% |
False |
False |
63,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,895.5 |
2.618 |
6,611.5 |
1.618 |
6,437.5 |
1.000 |
6,330.0 |
0.618 |
6,263.5 |
HIGH |
6,156.0 |
0.618 |
6,089.5 |
0.500 |
6,069.0 |
0.382 |
6,048.5 |
LOW |
5,982.0 |
0.618 |
5,874.5 |
1.000 |
5,808.0 |
1.618 |
5,700.5 |
2.618 |
5,526.5 |
4.250 |
5,242.5 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
6,069.0 |
6,131.0 |
PP |
6,068.3 |
6,109.7 |
S1 |
6,067.7 |
6,088.3 |
|