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 |
5,030.0 |
5,066.0 |
36.0 |
0.7% |
5,207.0 |
High |
5,086.5 |
5,095.0 |
8.5 |
0.2% |
5,322.0 |
Low |
4,940.0 |
5,002.0 |
62.0 |
1.3% |
4,940.0 |
Close |
5,039.0 |
5,052.5 |
13.5 |
0.3% |
5,039.0 |
Range |
146.5 |
93.0 |
-53.5 |
-36.5% |
382.0 |
ATR |
149.5 |
145.5 |
-4.0 |
-2.7% |
0.0 |
Volume |
226,810 |
271,443 |
44,633 |
19.7% |
871,960 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,329.0 |
5,283.5 |
5,103.5 |
|
R3 |
5,236.0 |
5,190.5 |
5,078.0 |
|
R2 |
5,143.0 |
5,143.0 |
5,069.5 |
|
R1 |
5,097.5 |
5,097.5 |
5,061.0 |
5,074.0 |
PP |
5,050.0 |
5,050.0 |
5,050.0 |
5,038.0 |
S1 |
5,004.5 |
5,004.5 |
5,044.0 |
4,981.0 |
S2 |
4,957.0 |
4,957.0 |
5,035.5 |
|
S3 |
4,864.0 |
4,911.5 |
5,027.0 |
|
S4 |
4,771.0 |
4,818.5 |
5,001.5 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,246.5 |
6,024.5 |
5,249.0 |
|
R3 |
5,864.5 |
5,642.5 |
5,144.0 |
|
R2 |
5,482.5 |
5,482.5 |
5,109.0 |
|
R1 |
5,260.5 |
5,260.5 |
5,074.0 |
5,180.5 |
PP |
5,100.5 |
5,100.5 |
5,100.5 |
5,060.0 |
S1 |
4,878.5 |
4,878.5 |
5,004.0 |
4,798.5 |
S2 |
4,718.5 |
4,718.5 |
4,969.0 |
|
S3 |
4,336.5 |
4,496.5 |
4,934.0 |
|
S4 |
3,954.5 |
4,114.5 |
4,829.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,322.0 |
4,940.0 |
382.0 |
7.6% |
148.5 |
2.9% |
29% |
False |
False |
196,372 |
10 |
5,432.0 |
4,940.0 |
492.0 |
9.7% |
137.5 |
2.7% |
23% |
False |
False |
185,413 |
20 |
5,761.0 |
4,801.0 |
960.0 |
19.0% |
159.5 |
3.2% |
26% |
False |
False |
175,728 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.8% |
111.5 |
2.2% |
25% |
False |
False |
136,831 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.8% |
93.0 |
1.8% |
25% |
False |
False |
113,144 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.8% |
86.0 |
1.7% |
25% |
False |
False |
84,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,490.0 |
2.618 |
5,338.5 |
1.618 |
5,245.5 |
1.000 |
5,188.0 |
0.618 |
5,152.5 |
HIGH |
5,095.0 |
0.618 |
5,059.5 |
0.500 |
5,048.5 |
0.382 |
5,037.5 |
LOW |
5,002.0 |
0.618 |
4,944.5 |
1.000 |
4,909.0 |
1.618 |
4,851.5 |
2.618 |
4,758.5 |
4.250 |
4,607.0 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,051.0 |
5,078.0 |
PP |
5,050.0 |
5,069.5 |
S1 |
5,048.5 |
5,061.0 |
|