Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,183.0 |
1,178.1 |
-4.9 |
-0.4% |
1,232.0 |
High |
1,188.0 |
1,197.3 |
9.3 |
0.8% |
1,242.8 |
Low |
1,166.0 |
1,176.8 |
10.8 |
0.9% |
1,166.0 |
Close |
1,176.1 |
1,194.0 |
17.9 |
1.5% |
1,176.1 |
Range |
22.0 |
20.5 |
-1.5 |
-6.8% |
76.8 |
ATR |
23.1 |
23.0 |
-0.1 |
-0.6% |
0.0 |
Volume |
217,743 |
164,813 |
-52,930 |
-24.3% |
1,038,677 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.9 |
1,242.9 |
1,205.3 |
|
R3 |
1,230.4 |
1,222.4 |
1,199.6 |
|
R2 |
1,209.9 |
1,209.9 |
1,197.8 |
|
R1 |
1,201.9 |
1,201.9 |
1,195.9 |
1,205.9 |
PP |
1,189.4 |
1,189.4 |
1,189.4 |
1,191.4 |
S1 |
1,181.4 |
1,181.4 |
1,192.1 |
1,185.4 |
S2 |
1,168.9 |
1,168.9 |
1,190.2 |
|
S3 |
1,148.4 |
1,160.9 |
1,188.4 |
|
S4 |
1,127.9 |
1,140.4 |
1,182.7 |
|
|
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 |
1,229.6 |
1,166.0 |
63.6 |
5.3% |
26.1 |
2.2% |
44% |
False |
False |
192,217 |
10 |
1,249.7 |
1,166.0 |
83.7 |
7.0% |
25.8 |
2.2% |
33% |
False |
False |
195,624 |
20 |
1,249.7 |
1,146.6 |
103.1 |
8.6% |
23.3 |
1.9% |
46% |
False |
False |
180,506 |
40 |
1,249.7 |
1,102.4 |
147.3 |
12.3% |
19.3 |
1.6% |
62% |
False |
False |
149,865 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.7% |
18.4 |
1.5% |
66% |
False |
False |
106,787 |
80 |
1,249.7 |
1,045.6 |
204.1 |
17.1% |
19.5 |
1.6% |
73% |
False |
False |
81,187 |
100 |
1,249.7 |
1,045.6 |
204.1 |
17.1% |
19.3 |
1.6% |
73% |
False |
False |
65,702 |
120 |
1,249.7 |
1,045.6 |
204.1 |
17.1% |
20.3 |
1.7% |
73% |
False |
False |
55,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.4 |
2.618 |
1,251.0 |
1.618 |
1,230.5 |
1.000 |
1,217.8 |
0.618 |
1,210.0 |
HIGH |
1,197.3 |
0.618 |
1,189.5 |
0.500 |
1,187.1 |
0.382 |
1,184.6 |
LOW |
1,176.8 |
0.618 |
1,164.1 |
1.000 |
1,156.3 |
1.618 |
1,143.6 |
2.618 |
1,123.1 |
4.250 |
1,089.7 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,191.7 |
1,190.0 |
PP |
1,189.4 |
1,186.1 |
S1 |
1,187.1 |
1,182.1 |
|