Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
6,083.0 |
5,999.0 |
-84.0 |
-1.4% |
5,852.0 |
High |
6,128.0 |
6,047.5 |
-80.5 |
-1.3% |
6,280.0 |
Low |
5,960.0 |
5,782.0 |
-178.0 |
-3.0% |
5,850.0 |
Close |
5,987.5 |
5,850.0 |
-137.5 |
-2.3% |
6,035.0 |
Range |
168.0 |
265.5 |
97.5 |
58.0% |
430.0 |
ATR |
163.0 |
170.4 |
7.3 |
4.5% |
0.0 |
Volume |
295,626 |
286,732 |
-8,894 |
-3.0% |
1,128,439 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,689.7 |
6,535.3 |
5,996.0 |
|
R3 |
6,424.2 |
6,269.8 |
5,923.0 |
|
R2 |
6,158.7 |
6,158.7 |
5,898.7 |
|
R1 |
6,004.3 |
6,004.3 |
5,874.3 |
5,948.8 |
PP |
5,893.2 |
5,893.2 |
5,893.2 |
5,865.4 |
S1 |
5,738.8 |
5,738.8 |
5,825.7 |
5,683.3 |
S2 |
5,627.7 |
5,627.7 |
5,801.3 |
|
S3 |
5,362.2 |
5,473.3 |
5,777.0 |
|
S4 |
5,096.7 |
5,207.8 |
5,704.0 |
|
|
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 |
6,239.5 |
5,782.0 |
457.5 |
7.8% |
184.3 |
3.2% |
15% |
False |
True |
257,912 |
10 |
6,280.0 |
5,659.0 |
621.0 |
10.6% |
182.5 |
3.1% |
31% |
False |
False |
257,788 |
20 |
6,347.0 |
5,557.0 |
790.0 |
13.5% |
173.4 |
3.0% |
37% |
False |
False |
240,983 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.5% |
123.7 |
2.1% |
37% |
False |
False |
190,920 |
60 |
6,347.0 |
5,527.0 |
820.0 |
14.0% |
105.7 |
1.8% |
39% |
False |
False |
139,027 |
80 |
6,347.0 |
5,400.0 |
947.0 |
16.2% |
105.2 |
1.8% |
48% |
False |
False |
104,393 |
100 |
6,347.0 |
5,400.0 |
947.0 |
16.2% |
101.9 |
1.7% |
48% |
False |
False |
83,584 |
120 |
6,347.0 |
5,400.0 |
947.0 |
16.2% |
98.7 |
1.7% |
48% |
False |
False |
69,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,175.9 |
2.618 |
6,742.6 |
1.618 |
6,477.1 |
1.000 |
6,313.0 |
0.618 |
6,211.6 |
HIGH |
6,047.5 |
0.618 |
5,946.1 |
0.500 |
5,914.8 |
0.382 |
5,883.4 |
LOW |
5,782.0 |
0.618 |
5,617.9 |
1.000 |
5,516.5 |
1.618 |
5,352.4 |
2.618 |
5,086.9 |
4.250 |
4,653.6 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,914.8 |
5,984.5 |
PP |
5,893.2 |
5,939.7 |
S1 |
5,871.6 |
5,894.8 |
|