Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
6,115.0 |
6,083.0 |
-32.0 |
-0.5% |
5,852.0 |
High |
6,187.0 |
6,128.0 |
-59.0 |
-1.0% |
6,280.0 |
Low |
6,096.0 |
5,960.0 |
-136.0 |
-2.2% |
5,850.0 |
Close |
6,160.0 |
5,987.5 |
-172.5 |
-2.8% |
6,035.0 |
Range |
91.0 |
168.0 |
77.0 |
84.6% |
430.0 |
ATR |
160.2 |
163.0 |
2.8 |
1.8% |
0.0 |
Volume |
211,786 |
295,626 |
83,840 |
39.6% |
1,128,439 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,529.2 |
6,426.3 |
6,079.9 |
|
R3 |
6,361.2 |
6,258.3 |
6,033.7 |
|
R2 |
6,193.2 |
6,193.2 |
6,018.3 |
|
R1 |
6,090.3 |
6,090.3 |
6,002.9 |
6,057.8 |
PP |
6,025.2 |
6,025.2 |
6,025.2 |
6,008.9 |
S1 |
5,922.3 |
5,922.3 |
5,972.1 |
5,889.8 |
S2 |
5,857.2 |
5,857.2 |
5,956.7 |
|
S3 |
5,689.2 |
5,754.3 |
5,941.3 |
|
S4 |
5,521.2 |
5,586.3 |
5,895.1 |
|
|
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 |
5,960.0 |
320.0 |
5.3% |
147.2 |
2.5% |
9% |
False |
True |
230,806 |
10 |
6,280.0 |
5,557.0 |
723.0 |
12.1% |
202.0 |
3.4% |
60% |
False |
False |
257,838 |
20 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
167.5 |
2.8% |
54% |
False |
False |
238,116 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
118.8 |
2.0% |
54% |
False |
False |
186,912 |
60 |
6,347.0 |
5,527.0 |
820.0 |
13.7% |
103.7 |
1.7% |
56% |
False |
False |
134,258 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
103.7 |
1.7% |
62% |
False |
False |
100,813 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
99.7 |
1.7% |
62% |
False |
False |
80,721 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.8% |
97.1 |
1.6% |
62% |
False |
False |
67,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,842.0 |
2.618 |
6,567.8 |
1.618 |
6,399.8 |
1.000 |
6,296.0 |
0.618 |
6,231.8 |
HIGH |
6,128.0 |
0.618 |
6,063.8 |
0.500 |
6,044.0 |
0.382 |
6,024.2 |
LOW |
5,960.0 |
0.618 |
5,856.2 |
1.000 |
5,792.0 |
1.618 |
5,688.2 |
2.618 |
5,520.2 |
4.250 |
5,246.0 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
6,044.0 |
6,073.5 |
PP |
6,025.2 |
6,044.8 |
S1 |
6,006.3 |
6,016.2 |
|