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 |
5,410.0 |
5,387.5 |
-22.5 |
-0.4% |
5,261.0 |
High |
5,432.0 |
5,391.0 |
-41.0 |
-0.8% |
5,432.0 |
Low |
5,361.0 |
5,216.0 |
-145.0 |
-2.7% |
5,216.0 |
Close |
5,406.0 |
5,243.0 |
-163.0 |
-3.0% |
5,243.0 |
Range |
71.0 |
175.0 |
104.0 |
146.5% |
216.0 |
ATR |
139.6 |
143.2 |
3.6 |
2.6% |
0.0 |
Volume |
147,497 |
124,268 |
-23,229 |
-15.7% |
1,102,378 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,808.5 |
5,700.5 |
5,339.0 |
|
R3 |
5,633.5 |
5,525.5 |
5,291.0 |
|
R2 |
5,458.5 |
5,458.5 |
5,275.0 |
|
R1 |
5,350.5 |
5,350.5 |
5,259.0 |
5,317.0 |
PP |
5,283.5 |
5,283.5 |
5,283.5 |
5,266.5 |
S1 |
5,175.5 |
5,175.5 |
5,227.0 |
5,142.0 |
S2 |
5,108.5 |
5,108.5 |
5,211.0 |
|
S3 |
4,933.5 |
5,000.5 |
5,195.0 |
|
S4 |
4,758.5 |
4,825.5 |
5,147.0 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,945.0 |
5,810.0 |
5,362.0 |
|
R3 |
5,729.0 |
5,594.0 |
5,302.5 |
|
R2 |
5,513.0 |
5,513.0 |
5,282.5 |
|
R1 |
5,378.0 |
5,378.0 |
5,263.0 |
5,337.5 |
PP |
5,297.0 |
5,297.0 |
5,297.0 |
5,277.0 |
S1 |
5,162.0 |
5,162.0 |
5,223.0 |
5,121.5 |
S2 |
5,081.0 |
5,081.0 |
5,203.5 |
|
S3 |
4,865.0 |
4,946.0 |
5,183.5 |
|
S4 |
4,649.0 |
4,730.0 |
5,124.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,432.0 |
5,216.0 |
216.0 |
4.1% |
133.0 |
2.5% |
13% |
False |
True |
220,475 |
10 |
5,607.0 |
4,801.0 |
806.0 |
15.4% |
188.0 |
3.6% |
55% |
False |
False |
183,326 |
20 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
143.0 |
2.7% |
44% |
False |
False |
151,955 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
98.5 |
1.9% |
44% |
False |
False |
130,574 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
84.5 |
1.6% |
44% |
False |
False |
94,097 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
75.0 |
1.4% |
44% |
False |
False |
70,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,135.0 |
2.618 |
5,849.0 |
1.618 |
5,674.0 |
1.000 |
5,566.0 |
0.618 |
5,499.0 |
HIGH |
5,391.0 |
0.618 |
5,324.0 |
0.500 |
5,303.5 |
0.382 |
5,283.0 |
LOW |
5,216.0 |
0.618 |
5,108.0 |
1.000 |
5,041.0 |
1.618 |
4,933.0 |
2.618 |
4,758.0 |
4.250 |
4,472.0 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,303.5 |
5,324.0 |
PP |
5,283.5 |
5,297.0 |
S1 |
5,263.0 |
5,270.0 |
|