Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,232.0 |
1,238.3 |
6.3 |
0.5% |
1,181.0 |
High |
1,249.2 |
1,243.7 |
-5.5 |
-0.4% |
1,214.9 |
Low |
1,227.2 |
1,227.5 |
0.3 |
0.0% |
1,156.2 |
Close |
1,243.1 |
1,229.2 |
-13.9 |
-1.1% |
1,210.4 |
Range |
22.0 |
16.2 |
-5.8 |
-26.4% |
58.7 |
ATR |
21.0 |
20.6 |
-0.3 |
-1.6% |
0.0 |
Volume |
206,838 |
205,851 |
-987 |
-0.5% |
850,243 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.1 |
1,271.8 |
1,238.1 |
|
R3 |
1,265.9 |
1,255.6 |
1,233.7 |
|
R2 |
1,249.7 |
1,249.7 |
1,232.2 |
|
R1 |
1,239.4 |
1,239.4 |
1,230.7 |
1,236.5 |
PP |
1,233.5 |
1,233.5 |
1,233.5 |
1,232.0 |
S1 |
1,223.2 |
1,223.2 |
1,227.7 |
1,220.3 |
S2 |
1,217.3 |
1,217.3 |
1,226.2 |
|
S3 |
1,201.1 |
1,207.0 |
1,224.7 |
|
S4 |
1,184.9 |
1,190.8 |
1,220.3 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.9 |
1,348.9 |
1,242.7 |
|
R3 |
1,311.2 |
1,290.2 |
1,226.5 |
|
R2 |
1,252.5 |
1,252.5 |
1,221.2 |
|
R1 |
1,231.5 |
1,231.5 |
1,215.8 |
1,242.0 |
PP |
1,193.8 |
1,193.8 |
1,193.8 |
1,199.1 |
S1 |
1,172.8 |
1,172.8 |
1,205.0 |
1,183.3 |
S2 |
1,135.1 |
1,135.1 |
1,199.6 |
|
S3 |
1,076.4 |
1,114.1 |
1,194.3 |
|
S4 |
1,017.7 |
1,055.4 |
1,178.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,249.2 |
1,184.4 |
64.8 |
5.3% |
23.3 |
1.9% |
69% |
False |
False |
223,173 |
10 |
1,249.2 |
1,156.2 |
93.0 |
7.6% |
22.9 |
1.9% |
78% |
False |
False |
180,452 |
20 |
1,249.2 |
1,124.3 |
124.9 |
10.2% |
20.0 |
1.6% |
84% |
False |
False |
159,255 |
40 |
1,249.2 |
1,086.1 |
163.1 |
13.3% |
17.6 |
1.4% |
88% |
False |
False |
121,404 |
60 |
1,249.2 |
1,086.1 |
163.1 |
13.3% |
17.8 |
1.5% |
88% |
False |
False |
84,620 |
80 |
1,249.2 |
1,045.6 |
203.6 |
16.6% |
19.0 |
1.5% |
90% |
False |
False |
64,395 |
100 |
1,249.2 |
1,045.6 |
203.6 |
16.6% |
18.7 |
1.5% |
90% |
False |
False |
52,228 |
120 |
1,249.2 |
1,045.6 |
203.6 |
16.6% |
20.1 |
1.6% |
90% |
False |
False |
44,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.6 |
2.618 |
1,286.1 |
1.618 |
1,269.9 |
1.000 |
1,259.9 |
0.618 |
1,253.7 |
HIGH |
1,243.7 |
0.618 |
1,237.5 |
0.500 |
1,235.6 |
0.382 |
1,233.7 |
LOW |
1,227.5 |
0.618 |
1,217.5 |
1.000 |
1,211.3 |
1.618 |
1,201.3 |
2.618 |
1,185.1 |
4.250 |
1,158.7 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,235.6 |
1,227.9 |
PP |
1,233.5 |
1,226.6 |
S1 |
1,231.3 |
1,225.4 |
|