Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,534.0 |
4,430.0 |
-104.0 |
-2.3% |
4,475.0 |
High |
4,538.0 |
4,446.0 |
-92.0 |
-2.0% |
4,673.0 |
Low |
4,454.0 |
4,387.0 |
-67.0 |
-1.5% |
4,475.0 |
Close |
4,493.0 |
4,388.0 |
-105.0 |
-2.3% |
4,611.0 |
Range |
84.0 |
59.0 |
-25.0 |
-29.8% |
198.0 |
ATR |
81.7 |
83.4 |
1.7 |
2.1% |
0.0 |
Volume |
37,515 |
43,735 |
6,220 |
16.6% |
185,998 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,584.0 |
4,545.0 |
4,420.5 |
|
R3 |
4,525.0 |
4,486.0 |
4,404.2 |
|
R2 |
4,466.0 |
4,466.0 |
4,398.8 |
|
R1 |
4,427.0 |
4,427.0 |
4,393.4 |
4,417.0 |
PP |
4,407.0 |
4,407.0 |
4,407.0 |
4,402.0 |
S1 |
4,368.0 |
4,368.0 |
4,382.6 |
4,358.0 |
S2 |
4,348.0 |
4,348.0 |
4,377.2 |
|
S3 |
4,289.0 |
4,309.0 |
4,371.8 |
|
S4 |
4,230.0 |
4,250.0 |
4,355.6 |
|
|
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 |
4,387.0 |
286.0 |
6.5% |
63.0 |
1.4% |
0% |
False |
True |
34,456 |
10 |
4,673.0 |
4,387.0 |
286.0 |
6.5% |
87.2 |
2.0% |
0% |
False |
True |
41,697 |
20 |
4,982.0 |
4,387.0 |
595.0 |
13.6% |
65.1 |
1.5% |
0% |
False |
True |
35,128 |
40 |
5,036.0 |
4,387.0 |
649.0 |
14.8% |
48.8 |
1.1% |
0% |
False |
True |
27,502 |
60 |
5,036.0 |
4,387.0 |
649.0 |
14.8% |
42.6 |
1.0% |
0% |
False |
True |
22,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,696.8 |
2.618 |
4,600.5 |
1.618 |
4,541.5 |
1.000 |
4,505.0 |
0.618 |
4,482.5 |
HIGH |
4,446.0 |
0.618 |
4,423.5 |
0.500 |
4,416.5 |
0.382 |
4,409.5 |
LOW |
4,387.0 |
0.618 |
4,350.5 |
1.000 |
4,328.0 |
1.618 |
4,291.5 |
2.618 |
4,232.5 |
4.250 |
4,136.3 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,416.5 |
4,469.5 |
PP |
4,407.0 |
4,442.3 |
S1 |
4,397.5 |
4,415.2 |
|