Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
5,999.0 |
5,831.0 |
-168.0 |
-2.8% |
5,997.5 |
High |
6,047.5 |
5,873.0 |
-174.5 |
-2.9% |
6,187.0 |
Low |
5,782.0 |
5,688.0 |
-94.0 |
-1.6% |
5,688.0 |
Close |
5,850.0 |
5,823.0 |
-27.0 |
-0.5% |
5,823.0 |
Range |
265.5 |
185.0 |
-80.5 |
-30.3% |
499.0 |
ATR |
170.4 |
171.4 |
1.0 |
0.6% |
0.0 |
Volume |
286,732 |
307,905 |
21,173 |
7.4% |
1,347,967 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,349.7 |
6,271.3 |
5,924.8 |
|
R3 |
6,164.7 |
6,086.3 |
5,873.9 |
|
R2 |
5,979.7 |
5,979.7 |
5,856.9 |
|
R1 |
5,901.3 |
5,901.3 |
5,840.0 |
5,848.0 |
PP |
5,794.7 |
5,794.7 |
5,794.7 |
5,768.0 |
S1 |
5,716.3 |
5,716.3 |
5,806.0 |
5,663.0 |
S2 |
5,609.7 |
5,609.7 |
5,789.1 |
|
S3 |
5,424.7 |
5,531.3 |
5,772.1 |
|
S4 |
5,239.7 |
5,346.3 |
5,721.3 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,396.3 |
7,108.7 |
6,097.5 |
|
R3 |
6,897.3 |
6,609.7 |
5,960.2 |
|
R2 |
6,398.3 |
6,398.3 |
5,914.5 |
|
R1 |
6,110.7 |
6,110.7 |
5,868.7 |
6,005.0 |
PP |
5,899.3 |
5,899.3 |
5,899.3 |
5,846.5 |
S1 |
5,611.7 |
5,611.7 |
5,777.3 |
5,506.0 |
S2 |
5,400.3 |
5,400.3 |
5,731.5 |
|
S3 |
4,901.3 |
5,112.7 |
5,685.8 |
|
S4 |
4,402.3 |
4,613.7 |
5,548.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,187.0 |
5,688.0 |
499.0 |
8.6% |
176.7 |
3.0% |
27% |
False |
True |
269,593 |
10 |
6,280.0 |
5,688.0 |
592.0 |
10.2% |
176.0 |
3.0% |
23% |
False |
True |
247,640 |
20 |
6,347.0 |
5,557.0 |
790.0 |
13.6% |
176.7 |
3.0% |
34% |
False |
False |
247,284 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.6% |
126.3 |
2.2% |
34% |
False |
False |
194,228 |
60 |
6,347.0 |
5,527.0 |
820.0 |
14.1% |
107.8 |
1.9% |
36% |
False |
False |
144,137 |
80 |
6,347.0 |
5,400.0 |
947.0 |
16.3% |
106.3 |
1.8% |
45% |
False |
False |
108,240 |
100 |
6,347.0 |
5,400.0 |
947.0 |
16.3% |
103.4 |
1.8% |
45% |
False |
False |
86,661 |
120 |
6,347.0 |
5,400.0 |
947.0 |
16.3% |
99.1 |
1.7% |
45% |
False |
False |
72,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,659.3 |
2.618 |
6,357.3 |
1.618 |
6,172.3 |
1.000 |
6,058.0 |
0.618 |
5,987.3 |
HIGH |
5,873.0 |
0.618 |
5,802.3 |
0.500 |
5,780.5 |
0.382 |
5,758.7 |
LOW |
5,688.0 |
0.618 |
5,573.7 |
1.000 |
5,503.0 |
1.618 |
5,388.7 |
2.618 |
5,203.7 |
4.250 |
4,901.8 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,808.8 |
5,908.0 |
PP |
5,794.7 |
5,879.7 |
S1 |
5,780.5 |
5,851.3 |
|