Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,223.9 |
1,223.8 |
-0.1 |
0.0% |
1,207.0 |
High |
1,229.6 |
1,228.2 |
-1.4 |
-0.1% |
1,249.7 |
Low |
1,206.6 |
1,186.6 |
-20.0 |
-1.7% |
1,184.4 |
Close |
1,214.6 |
1,193.1 |
-21.5 |
-1.8% |
1,227.8 |
Range |
23.0 |
41.6 |
18.6 |
80.9% |
65.3 |
ATR |
21.7 |
23.1 |
1.4 |
6.5% |
0.0 |
Volume |
166,751 |
185,969 |
19,218 |
11.5% |
1,008,053 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.4 |
1,301.9 |
1,216.0 |
|
R3 |
1,285.8 |
1,260.3 |
1,204.5 |
|
R2 |
1,244.2 |
1,244.2 |
1,200.7 |
|
R1 |
1,218.7 |
1,218.7 |
1,196.9 |
1,210.7 |
PP |
1,202.6 |
1,202.6 |
1,202.6 |
1,198.6 |
S1 |
1,177.1 |
1,177.1 |
1,189.3 |
1,169.1 |
S2 |
1,161.0 |
1,161.0 |
1,185.5 |
|
S3 |
1,119.4 |
1,135.5 |
1,181.7 |
|
S4 |
1,077.8 |
1,093.9 |
1,170.2 |
|
|
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 |
1,186.6 |
63.1 |
5.3% |
27.3 |
2.3% |
10% |
False |
True |
192,880 |
10 |
1,249.7 |
1,173.0 |
76.7 |
6.4% |
27.6 |
2.3% |
26% |
False |
False |
205,496 |
20 |
1,249.7 |
1,132.0 |
117.7 |
9.9% |
22.5 |
1.9% |
52% |
False |
False |
169,850 |
40 |
1,249.7 |
1,086.1 |
163.6 |
13.7% |
19.0 |
1.6% |
65% |
False |
False |
138,133 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.7% |
18.2 |
1.5% |
65% |
False |
False |
96,891 |
80 |
1,249.7 |
1,045.6 |
204.1 |
17.1% |
19.4 |
1.6% |
72% |
False |
False |
73,706 |
100 |
1,249.7 |
1,045.6 |
204.1 |
17.1% |
19.1 |
1.6% |
72% |
False |
False |
59,663 |
120 |
1,249.7 |
1,045.6 |
204.1 |
17.1% |
20.6 |
1.7% |
72% |
False |
False |
50,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.0 |
2.618 |
1,337.1 |
1.618 |
1,295.5 |
1.000 |
1,269.8 |
0.618 |
1,253.9 |
HIGH |
1,228.2 |
0.618 |
1,212.3 |
0.500 |
1,207.4 |
0.382 |
1,202.5 |
LOW |
1,186.6 |
0.618 |
1,160.9 |
1.000 |
1,145.0 |
1.618 |
1,119.3 |
2.618 |
1,077.7 |
4.250 |
1,009.8 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,207.4 |
1,214.7 |
PP |
1,202.6 |
1,207.5 |
S1 |
1,197.9 |
1,200.3 |
|