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 |
4,639.0 |
4,615.0 |
-24.0 |
-0.5% |
4,475.0 |
High |
4,673.0 |
4,629.0 |
-44.0 |
-0.9% |
4,673.0 |
Low |
4,617.0 |
4,598.0 |
-19.0 |
-0.4% |
4,475.0 |
Close |
4,672.0 |
4,611.0 |
-61.0 |
-1.3% |
4,611.0 |
Range |
56.0 |
31.0 |
-25.0 |
-44.6% |
198.0 |
ATR |
76.9 |
76.7 |
-0.2 |
-0.3% |
0.0 |
Volume |
28,152 |
22,597 |
-5,555 |
-19.7% |
185,998 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,705.7 |
4,689.3 |
4,628.1 |
|
R3 |
4,674.7 |
4,658.3 |
4,619.5 |
|
R2 |
4,643.7 |
4,643.7 |
4,616.7 |
|
R1 |
4,627.3 |
4,627.3 |
4,613.8 |
4,620.0 |
PP |
4,612.7 |
4,612.7 |
4,612.7 |
4,609.0 |
S1 |
4,596.3 |
4,596.3 |
4,608.2 |
4,589.0 |
S2 |
4,581.7 |
4,581.7 |
4,605.3 |
|
S3 |
4,550.7 |
4,565.3 |
4,602.5 |
|
S4 |
4,519.7 |
4,534.3 |
4,594.0 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,180.3 |
5,093.7 |
4,719.9 |
|
R3 |
4,982.3 |
4,895.7 |
4,665.5 |
|
R2 |
4,784.3 |
4,784.3 |
4,647.3 |
|
R1 |
4,697.7 |
4,697.7 |
4,629.2 |
4,741.0 |
PP |
4,586.3 |
4,586.3 |
4,586.3 |
4,608.0 |
S1 |
4,499.7 |
4,499.7 |
4,592.9 |
4,543.0 |
S2 |
4,388.3 |
4,388.3 |
4,574.7 |
|
S3 |
4,190.3 |
4,301.7 |
4,556.6 |
|
S4 |
3,992.3 |
4,103.7 |
4,502.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,673.0 |
4,475.0 |
198.0 |
4.3% |
83.0 |
1.8% |
69% |
False |
False |
37,199 |
10 |
4,814.0 |
4,405.0 |
409.0 |
8.9% |
82.1 |
1.8% |
50% |
False |
False |
38,170 |
20 |
5,017.0 |
4,405.0 |
612.0 |
13.3% |
58.4 |
1.3% |
34% |
False |
False |
31,856 |
40 |
5,036.0 |
4,405.0 |
631.0 |
13.7% |
45.8 |
1.0% |
33% |
False |
False |
27,260 |
60 |
5,036.0 |
4,405.0 |
631.0 |
13.7% |
39.7 |
0.9% |
33% |
False |
False |
20,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,760.8 |
2.618 |
4,710.2 |
1.618 |
4,679.2 |
1.000 |
4,660.0 |
0.618 |
4,648.2 |
HIGH |
4,629.0 |
0.618 |
4,617.2 |
0.500 |
4,613.5 |
0.382 |
4,609.8 |
LOW |
4,598.0 |
0.618 |
4,578.8 |
1.000 |
4,567.0 |
1.618 |
4,547.8 |
2.618 |
4,516.8 |
4.250 |
4,466.3 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,613.5 |
4,614.0 |
PP |
4,612.7 |
4,613.0 |
S1 |
4,611.8 |
4,612.0 |
|