Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,233.3 |
1,232.0 |
-1.3 |
-0.1% |
1,207.0 |
High |
1,249.7 |
1,242.8 |
-6.9 |
-0.6% |
1,249.7 |
Low |
1,217.6 |
1,219.1 |
1.5 |
0.1% |
1,184.4 |
Close |
1,227.8 |
1,228.1 |
0.3 |
0.0% |
1,227.8 |
Range |
32.1 |
23.7 |
-8.4 |
-26.2% |
65.3 |
ATR |
21.4 |
21.6 |
0.2 |
0.8% |
0.0 |
Volume |
163,428 |
242,404 |
78,976 |
48.3% |
1,008,053 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.1 |
1,288.3 |
1,241.1 |
|
R3 |
1,277.4 |
1,264.6 |
1,234.6 |
|
R2 |
1,253.7 |
1,253.7 |
1,232.4 |
|
R1 |
1,240.9 |
1,240.9 |
1,230.3 |
1,235.5 |
PP |
1,230.0 |
1,230.0 |
1,230.0 |
1,227.3 |
S1 |
1,217.2 |
1,217.2 |
1,225.9 |
1,211.8 |
S2 |
1,206.3 |
1,206.3 |
1,223.8 |
|
S3 |
1,182.6 |
1,193.5 |
1,221.6 |
|
S4 |
1,158.9 |
1,169.8 |
1,215.1 |
|
|
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 |
1,201.5 |
48.2 |
3.9% |
25.5 |
2.1% |
55% |
False |
False |
199,032 |
10 |
1,249.7 |
1,156.2 |
93.5 |
7.6% |
25.9 |
2.1% |
77% |
False |
False |
197,975 |
20 |
1,249.7 |
1,132.0 |
117.7 |
9.6% |
20.6 |
1.7% |
82% |
False |
False |
164,448 |
40 |
1,249.7 |
1,086.1 |
163.6 |
13.3% |
18.1 |
1.5% |
87% |
False |
False |
130,620 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.3% |
17.9 |
1.5% |
87% |
False |
False |
91,236 |
80 |
1,249.7 |
1,045.6 |
204.1 |
16.6% |
18.9 |
1.5% |
89% |
False |
False |
69,379 |
100 |
1,249.7 |
1,045.6 |
204.1 |
16.6% |
18.8 |
1.5% |
89% |
False |
False |
56,208 |
120 |
1,249.7 |
1,045.6 |
204.1 |
16.6% |
20.3 |
1.7% |
89% |
False |
False |
47,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.5 |
2.618 |
1,304.8 |
1.618 |
1,281.1 |
1.000 |
1,266.5 |
0.618 |
1,257.4 |
HIGH |
1,242.8 |
0.618 |
1,233.7 |
0.500 |
1,231.0 |
0.382 |
1,228.2 |
LOW |
1,219.1 |
0.618 |
1,204.5 |
1.000 |
1,195.4 |
1.618 |
1,180.8 |
2.618 |
1,157.1 |
4.250 |
1,118.4 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,231.0 |
1,233.7 |
PP |
1,230.0 |
1,231.8 |
S1 |
1,229.1 |
1,230.0 |
|