Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
5,205.0 |
5,162.0 |
-43.0 |
-0.8% |
5,261.0 |
High |
5,252.5 |
5,216.5 |
-36.0 |
-0.7% |
5,432.0 |
Low |
5,121.5 |
4,980.5 |
-141.0 |
-2.8% |
5,216.0 |
Close |
5,150.0 |
5,063.0 |
-87.0 |
-1.7% |
5,243.0 |
Range |
131.0 |
236.0 |
105.0 |
80.2% |
216.0 |
ATR |
143.1 |
149.8 |
6.6 |
4.6% |
0.0 |
Volume |
135,260 |
197,568 |
62,308 |
46.1% |
1,102,378 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,794.5 |
5,665.0 |
5,193.0 |
|
R3 |
5,558.5 |
5,429.0 |
5,128.0 |
|
R2 |
5,322.5 |
5,322.5 |
5,106.5 |
|
R1 |
5,193.0 |
5,193.0 |
5,084.5 |
5,140.0 |
PP |
5,086.5 |
5,086.5 |
5,086.5 |
5,060.0 |
S1 |
4,957.0 |
4,957.0 |
5,041.5 |
4,904.0 |
S2 |
4,850.5 |
4,850.5 |
5,019.5 |
|
S3 |
4,614.5 |
4,721.0 |
4,998.0 |
|
S4 |
4,378.5 |
4,485.0 |
4,933.0 |
|
|
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 |
5,391.0 |
4,980.5 |
410.5 |
8.1% |
159.5 |
3.1% |
20% |
False |
True |
153,883 |
10 |
5,432.0 |
4,980.5 |
451.5 |
8.9% |
152.0 |
3.0% |
18% |
False |
True |
197,947 |
20 |
5,761.0 |
4,801.0 |
960.0 |
19.0% |
158.0 |
3.1% |
27% |
False |
False |
162,772 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
108.5 |
2.1% |
26% |
False |
False |
129,857 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
91.5 |
1.8% |
26% |
False |
False |
104,841 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.7% |
83.0 |
1.6% |
26% |
False |
False |
78,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,219.5 |
2.618 |
5,834.5 |
1.618 |
5,598.5 |
1.000 |
5,452.5 |
0.618 |
5,362.5 |
HIGH |
5,216.5 |
0.618 |
5,126.5 |
0.500 |
5,098.5 |
0.382 |
5,070.5 |
LOW |
4,980.5 |
0.618 |
4,834.5 |
1.000 |
4,744.5 |
1.618 |
4,598.5 |
2.618 |
4,362.5 |
4.250 |
3,977.5 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,098.5 |
5,151.0 |
PP |
5,086.5 |
5,122.0 |
S1 |
5,075.0 |
5,092.5 |
|