Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,615.0 |
4,519.0 |
-96.0 |
-2.1% |
4,475.0 |
High |
4,629.0 |
4,552.0 |
-77.0 |
-1.7% |
4,673.0 |
Low |
4,598.0 |
4,467.0 |
-131.0 |
-2.8% |
4,475.0 |
Close |
4,611.0 |
4,494.0 |
-117.0 |
-2.5% |
4,611.0 |
Range |
31.0 |
85.0 |
54.0 |
174.2% |
198.0 |
ATR |
76.7 |
81.5 |
4.8 |
6.3% |
0.0 |
Volume |
22,597 |
40,284 |
17,687 |
78.3% |
185,998 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,759.3 |
4,711.7 |
4,540.8 |
|
R3 |
4,674.3 |
4,626.7 |
4,517.4 |
|
R2 |
4,589.3 |
4,589.3 |
4,509.6 |
|
R1 |
4,541.7 |
4,541.7 |
4,501.8 |
4,523.0 |
PP |
4,504.3 |
4,504.3 |
4,504.3 |
4,495.0 |
S1 |
4,456.7 |
4,456.7 |
4,486.2 |
4,438.0 |
S2 |
4,419.3 |
4,419.3 |
4,478.4 |
|
S3 |
4,334.3 |
4,371.7 |
4,470.6 |
|
S4 |
4,249.3 |
4,286.7 |
4,447.3 |
|
|
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 |
4,467.0 |
206.0 |
4.6% |
70.2 |
1.6% |
13% |
False |
True |
34,459 |
10 |
4,814.0 |
4,405.0 |
409.0 |
9.1% |
86.4 |
1.9% |
22% |
False |
False |
39,765 |
20 |
4,982.0 |
4,405.0 |
577.0 |
12.8% |
61.0 |
1.4% |
15% |
False |
False |
32,978 |
40 |
5,036.0 |
4,405.0 |
631.0 |
14.0% |
46.8 |
1.0% |
14% |
False |
False |
26,521 |
60 |
5,036.0 |
4,405.0 |
631.0 |
14.0% |
41.1 |
0.9% |
14% |
False |
False |
21,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,913.3 |
2.618 |
4,774.5 |
1.618 |
4,689.5 |
1.000 |
4,637.0 |
0.618 |
4,604.5 |
HIGH |
4,552.0 |
0.618 |
4,519.5 |
0.500 |
4,509.5 |
0.382 |
4,499.5 |
LOW |
4,467.0 |
0.618 |
4,414.5 |
1.000 |
4,382.0 |
1.618 |
4,329.5 |
2.618 |
4,244.5 |
4.250 |
4,105.8 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,509.5 |
4,570.0 |
PP |
4,504.3 |
4,544.7 |
S1 |
4,499.2 |
4,519.3 |
|