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 |
1,191.0 |
1,183.0 |
-8.0 |
-0.7% |
1,232.0 |
High |
1,198.2 |
1,188.0 |
-10.2 |
-0.9% |
1,242.8 |
Low |
1,175.0 |
1,166.0 |
-9.0 |
-0.8% |
1,166.0 |
Close |
1,188.6 |
1,176.1 |
-12.5 |
-1.1% |
1,176.1 |
Range |
23.2 |
22.0 |
-1.2 |
-5.2% |
76.8 |
ATR |
23.1 |
23.1 |
0.0 |
-0.2% |
0.0 |
Volume |
225,810 |
217,743 |
-8,067 |
-3.6% |
1,038,677 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.7 |
1,231.4 |
1,188.2 |
|
R3 |
1,220.7 |
1,209.4 |
1,182.2 |
|
R2 |
1,198.7 |
1,198.7 |
1,180.1 |
|
R1 |
1,187.4 |
1,187.4 |
1,178.1 |
1,182.1 |
PP |
1,176.7 |
1,176.7 |
1,176.7 |
1,174.0 |
S1 |
1,165.4 |
1,165.4 |
1,174.1 |
1,160.1 |
S2 |
1,154.7 |
1,154.7 |
1,172.1 |
|
S3 |
1,132.7 |
1,143.4 |
1,170.1 |
|
S4 |
1,110.7 |
1,121.4 |
1,164.0 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.4 |
1,377.5 |
1,218.3 |
|
R3 |
1,348.6 |
1,300.7 |
1,197.2 |
|
R2 |
1,271.8 |
1,271.8 |
1,190.2 |
|
R1 |
1,223.9 |
1,223.9 |
1,183.1 |
1,209.5 |
PP |
1,195.0 |
1,195.0 |
1,195.0 |
1,187.7 |
S1 |
1,147.1 |
1,147.1 |
1,169.1 |
1,132.7 |
S2 |
1,118.2 |
1,118.2 |
1,162.0 |
|
S3 |
1,041.4 |
1,070.3 |
1,155.0 |
|
S4 |
964.6 |
993.5 |
1,133.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,242.8 |
1,166.0 |
76.8 |
6.5% |
26.7 |
2.3% |
13% |
False |
True |
207,735 |
10 |
1,249.7 |
1,166.0 |
83.7 |
7.1% |
26.0 |
2.2% |
12% |
False |
True |
204,673 |
20 |
1,249.7 |
1,146.6 |
103.1 |
8.8% |
22.7 |
1.9% |
29% |
False |
False |
179,488 |
40 |
1,249.7 |
1,089.6 |
160.1 |
13.6% |
19.3 |
1.6% |
54% |
False |
False |
147,216 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.9% |
18.3 |
1.6% |
55% |
False |
False |
104,129 |
80 |
1,249.7 |
1,045.6 |
204.1 |
17.4% |
19.5 |
1.7% |
64% |
False |
False |
79,191 |
100 |
1,249.7 |
1,045.6 |
204.1 |
17.4% |
19.3 |
1.6% |
64% |
False |
False |
64,070 |
120 |
1,249.7 |
1,045.6 |
204.1 |
17.4% |
20.3 |
1.7% |
64% |
False |
False |
53,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.5 |
2.618 |
1,245.6 |
1.618 |
1,223.6 |
1.000 |
1,210.0 |
0.618 |
1,201.6 |
HIGH |
1,188.0 |
0.618 |
1,179.6 |
0.500 |
1,177.0 |
0.382 |
1,174.4 |
LOW |
1,166.0 |
0.618 |
1,152.4 |
1.000 |
1,144.0 |
1.618 |
1,130.4 |
2.618 |
1,108.4 |
4.250 |
1,072.5 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,177.0 |
1,197.1 |
PP |
1,176.7 |
1,190.1 |
S1 |
1,176.4 |
1,183.1 |
|