Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,238.3 |
1,233.3 |
-5.0 |
-0.4% |
1,207.0 |
High |
1,243.7 |
1,249.7 |
6.0 |
0.5% |
1,249.7 |
Low |
1,227.5 |
1,217.6 |
-9.9 |
-0.8% |
1,184.4 |
Close |
1,229.2 |
1,227.8 |
-1.4 |
-0.1% |
1,227.8 |
Range |
16.2 |
32.1 |
15.9 |
98.1% |
65.3 |
ATR |
20.6 |
21.4 |
0.8 |
4.0% |
0.0 |
Volume |
205,851 |
163,428 |
-42,423 |
-20.6% |
1,008,053 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.0 |
1,310.0 |
1,245.5 |
|
R3 |
1,295.9 |
1,277.9 |
1,236.6 |
|
R2 |
1,263.8 |
1,263.8 |
1,233.7 |
|
R1 |
1,245.8 |
1,245.8 |
1,230.7 |
1,238.8 |
PP |
1,231.7 |
1,231.7 |
1,231.7 |
1,228.2 |
S1 |
1,213.7 |
1,213.7 |
1,224.9 |
1,206.7 |
S2 |
1,199.6 |
1,199.6 |
1,221.9 |
|
S3 |
1,167.5 |
1,181.6 |
1,219.0 |
|
S4 |
1,135.4 |
1,149.5 |
1,210.1 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.5 |
1,387.5 |
1,263.7 |
|
R3 |
1,351.2 |
1,322.2 |
1,245.8 |
|
R2 |
1,285.9 |
1,285.9 |
1,239.8 |
|
R1 |
1,256.9 |
1,256.9 |
1,233.8 |
1,271.4 |
PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,227.9 |
S1 |
1,191.6 |
1,191.6 |
1,221.8 |
1,206.1 |
S2 |
1,155.3 |
1,155.3 |
1,215.8 |
|
S3 |
1,090.0 |
1,126.3 |
1,209.8 |
|
S4 |
1,024.7 |
1,061.0 |
1,191.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,249.7 |
1,184.4 |
65.3 |
5.3% |
25.3 |
2.1% |
66% |
True |
False |
201,610 |
10 |
1,249.7 |
1,156.2 |
93.5 |
7.6% |
24.6 |
2.0% |
77% |
True |
False |
185,829 |
20 |
1,249.7 |
1,124.3 |
125.4 |
10.2% |
20.1 |
1.6% |
83% |
True |
False |
162,461 |
40 |
1,249.7 |
1,086.1 |
163.6 |
13.3% |
18.2 |
1.5% |
87% |
True |
False |
124,925 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.3% |
17.9 |
1.5% |
87% |
True |
False |
87,284 |
80 |
1,249.7 |
1,045.6 |
204.1 |
16.6% |
19.0 |
1.5% |
89% |
True |
False |
66,398 |
100 |
1,249.7 |
1,045.6 |
204.1 |
16.6% |
18.8 |
1.5% |
89% |
True |
False |
53,799 |
120 |
1,249.7 |
1,045.6 |
204.1 |
16.6% |
20.2 |
1.6% |
89% |
True |
False |
45,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.1 |
2.618 |
1,333.7 |
1.618 |
1,301.6 |
1.000 |
1,281.8 |
0.618 |
1,269.5 |
HIGH |
1,249.7 |
0.618 |
1,237.4 |
0.500 |
1,233.7 |
0.382 |
1,229.9 |
LOW |
1,217.6 |
0.618 |
1,197.8 |
1.000 |
1,185.5 |
1.618 |
1,165.7 |
2.618 |
1,133.6 |
4.250 |
1,081.2 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,233.7 |
1,233.7 |
PP |
1,231.7 |
1,231.7 |
S1 |
1,229.8 |
1,229.8 |
|