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 |
4,519.0 |
4,534.0 |
15.0 |
0.3% |
4,475.0 |
High |
4,552.0 |
4,538.0 |
-14.0 |
-0.3% |
4,673.0 |
Low |
4,467.0 |
4,454.0 |
-13.0 |
-0.3% |
4,475.0 |
Close |
4,494.0 |
4,493.0 |
-1.0 |
0.0% |
4,611.0 |
Range |
85.0 |
84.0 |
-1.0 |
-1.2% |
198.0 |
ATR |
81.5 |
81.7 |
0.2 |
0.2% |
0.0 |
Volume |
40,284 |
37,515 |
-2,769 |
-6.9% |
185,998 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,747.0 |
4,704.0 |
4,539.2 |
|
R3 |
4,663.0 |
4,620.0 |
4,516.1 |
|
R2 |
4,579.0 |
4,579.0 |
4,508.4 |
|
R1 |
4,536.0 |
4,536.0 |
4,500.7 |
4,515.5 |
PP |
4,495.0 |
4,495.0 |
4,495.0 |
4,484.8 |
S1 |
4,452.0 |
4,452.0 |
4,485.3 |
4,431.5 |
S2 |
4,411.0 |
4,411.0 |
4,477.6 |
|
S3 |
4,327.0 |
4,368.0 |
4,469.9 |
|
S4 |
4,243.0 |
4,284.0 |
4,446.8 |
|
|
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 |
4,454.0 |
219.0 |
4.9% |
64.6 |
1.4% |
18% |
False |
True |
33,312 |
10 |
4,693.0 |
4,405.0 |
288.0 |
6.4% |
86.8 |
1.9% |
31% |
False |
False |
40,817 |
20 |
4,982.0 |
4,405.0 |
577.0 |
12.8% |
63.6 |
1.4% |
15% |
False |
False |
33,734 |
40 |
5,036.0 |
4,405.0 |
631.0 |
14.0% |
48.0 |
1.1% |
14% |
False |
False |
26,808 |
60 |
5,036.0 |
4,405.0 |
631.0 |
14.0% |
42.3 |
0.9% |
14% |
False |
False |
21,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,895.0 |
2.618 |
4,757.9 |
1.618 |
4,673.9 |
1.000 |
4,622.0 |
0.618 |
4,589.9 |
HIGH |
4,538.0 |
0.618 |
4,505.9 |
0.500 |
4,496.0 |
0.382 |
4,486.1 |
LOW |
4,454.0 |
0.618 |
4,402.1 |
1.000 |
4,370.0 |
1.618 |
4,318.1 |
2.618 |
4,234.1 |
4.250 |
4,097.0 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,496.0 |
4,541.5 |
PP |
4,495.0 |
4,525.3 |
S1 |
4,494.0 |
4,509.2 |
|