Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
5,207.0 |
5,292.0 |
85.0 |
1.6% |
5,261.0 |
High |
5,310.0 |
5,322.0 |
12.0 |
0.2% |
5,432.0 |
Low |
5,192.0 |
5,185.0 |
-7.0 |
-0.1% |
5,216.0 |
Close |
5,239.0 |
5,291.5 |
52.5 |
1.0% |
5,243.0 |
Range |
118.0 |
137.0 |
19.0 |
16.1% |
216.0 |
ATR |
141.4 |
141.1 |
-0.3 |
-0.2% |
0.0 |
Volume |
161,540 |
150,782 |
-10,758 |
-6.7% |
1,102,378 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,677.0 |
5,621.5 |
5,367.0 |
|
R3 |
5,540.0 |
5,484.5 |
5,329.0 |
|
R2 |
5,403.0 |
5,403.0 |
5,316.5 |
|
R1 |
5,347.5 |
5,347.5 |
5,304.0 |
5,307.0 |
PP |
5,266.0 |
5,266.0 |
5,266.0 |
5,246.0 |
S1 |
5,210.5 |
5,210.5 |
5,279.0 |
5,170.0 |
S2 |
5,129.0 |
5,129.0 |
5,266.5 |
|
S3 |
4,992.0 |
5,073.5 |
5,254.0 |
|
S4 |
4,855.0 |
4,936.5 |
5,216.0 |
|
|
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 |
5,185.0 |
247.0 |
4.7% |
127.5 |
2.4% |
43% |
False |
True |
155,002 |
10 |
5,432.0 |
4,801.0 |
631.0 |
11.9% |
183.0 |
3.5% |
78% |
False |
False |
203,037 |
20 |
5,761.0 |
4,801.0 |
960.0 |
18.1% |
147.5 |
2.8% |
51% |
False |
False |
156,588 |
40 |
5,800.0 |
4,801.0 |
999.0 |
18.9% |
103.0 |
1.9% |
49% |
False |
False |
128,364 |
60 |
5,800.0 |
4,801.0 |
999.0 |
18.9% |
87.0 |
1.6% |
49% |
False |
False |
99,298 |
80 |
5,800.0 |
4,801.0 |
999.0 |
18.9% |
78.0 |
1.5% |
49% |
False |
False |
74,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,904.0 |
2.618 |
5,680.5 |
1.618 |
5,543.5 |
1.000 |
5,459.0 |
0.618 |
5,406.5 |
HIGH |
5,322.0 |
0.618 |
5,269.5 |
0.500 |
5,253.5 |
0.382 |
5,237.5 |
LOW |
5,185.0 |
0.618 |
5,100.5 |
1.000 |
5,048.0 |
1.618 |
4,963.5 |
2.618 |
4,826.5 |
4.250 |
4,603.0 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,279.0 |
5,290.5 |
PP |
5,266.0 |
5,289.0 |
S1 |
5,253.5 |
5,288.0 |
|