Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
5,997.5 |
6,115.0 |
117.5 |
2.0% |
5,852.0 |
High |
6,156.0 |
6,187.0 |
31.0 |
0.5% |
6,280.0 |
Low |
5,982.0 |
6,096.0 |
114.0 |
1.9% |
5,850.0 |
Close |
6,067.0 |
6,160.0 |
93.0 |
1.5% |
6,035.0 |
Range |
174.0 |
91.0 |
-83.0 |
-47.7% |
430.0 |
ATR |
163.3 |
160.2 |
-3.1 |
-1.9% |
0.0 |
Volume |
245,918 |
211,786 |
-34,132 |
-13.9% |
1,128,439 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,420.7 |
6,381.3 |
6,210.1 |
|
R3 |
6,329.7 |
6,290.3 |
6,185.0 |
|
R2 |
6,238.7 |
6,238.7 |
6,176.7 |
|
R1 |
6,199.3 |
6,199.3 |
6,168.3 |
6,219.0 |
PP |
6,147.7 |
6,147.7 |
6,147.7 |
6,157.5 |
S1 |
6,108.3 |
6,108.3 |
6,151.7 |
6,128.0 |
S2 |
6,056.7 |
6,056.7 |
6,143.3 |
|
S3 |
5,965.7 |
6,017.3 |
6,135.0 |
|
S4 |
5,874.7 |
5,926.3 |
6,110.0 |
|
|
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 |
5,982.0 |
298.0 |
4.8% |
157.5 |
2.6% |
60% |
False |
False |
220,545 |
10 |
6,280.0 |
5,557.0 |
723.0 |
11.7% |
195.0 |
3.2% |
83% |
False |
False |
256,574 |
20 |
6,347.0 |
5,557.0 |
790.0 |
12.8% |
162.6 |
2.6% |
76% |
False |
False |
230,899 |
40 |
6,347.0 |
5,557.0 |
790.0 |
12.8% |
117.0 |
1.9% |
76% |
False |
False |
183,132 |
60 |
6,347.0 |
5,527.0 |
820.0 |
13.3% |
102.0 |
1.7% |
77% |
False |
False |
129,337 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.4% |
102.5 |
1.7% |
80% |
False |
False |
97,120 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.4% |
98.5 |
1.6% |
80% |
False |
False |
77,769 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.4% |
96.0 |
1.6% |
80% |
False |
False |
65,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,573.8 |
2.618 |
6,425.2 |
1.618 |
6,334.2 |
1.000 |
6,278.0 |
0.618 |
6,243.2 |
HIGH |
6,187.0 |
0.618 |
6,152.2 |
0.500 |
6,141.5 |
0.382 |
6,130.8 |
LOW |
6,096.0 |
0.618 |
6,039.8 |
1.000 |
6,005.0 |
1.618 |
5,948.8 |
2.618 |
5,857.8 |
4.250 |
5,709.3 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
6,153.8 |
6,143.6 |
PP |
6,147.7 |
6,127.2 |
S1 |
6,141.5 |
6,110.8 |
|