Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,430.0 |
4,388.0 |
-42.0 |
-0.9% |
4,475.0 |
High |
4,446.0 |
4,415.0 |
-31.0 |
-0.7% |
4,673.0 |
Low |
4,387.0 |
4,312.0 |
-75.0 |
-1.7% |
4,475.0 |
Close |
4,388.0 |
4,317.0 |
-71.0 |
-1.6% |
4,611.0 |
Range |
59.0 |
103.0 |
44.0 |
74.6% |
198.0 |
ATR |
83.4 |
84.8 |
1.4 |
1.7% |
0.0 |
Volume |
43,735 |
47,566 |
3,831 |
8.8% |
185,998 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,657.0 |
4,590.0 |
4,373.7 |
|
R3 |
4,554.0 |
4,487.0 |
4,345.3 |
|
R2 |
4,451.0 |
4,451.0 |
4,335.9 |
|
R1 |
4,384.0 |
4,384.0 |
4,326.4 |
4,366.0 |
PP |
4,348.0 |
4,348.0 |
4,348.0 |
4,339.0 |
S1 |
4,281.0 |
4,281.0 |
4,307.6 |
4,263.0 |
S2 |
4,245.0 |
4,245.0 |
4,298.1 |
|
S3 |
4,142.0 |
4,178.0 |
4,288.7 |
|
S4 |
4,039.0 |
4,075.0 |
4,260.4 |
|
|
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 |
4,629.0 |
4,312.0 |
317.0 |
7.3% |
72.4 |
1.7% |
2% |
False |
True |
38,339 |
10 |
4,673.0 |
4,312.0 |
361.0 |
8.4% |
90.1 |
2.1% |
1% |
False |
True |
42,519 |
20 |
4,936.0 |
4,312.0 |
624.0 |
14.5% |
69.3 |
1.6% |
1% |
False |
True |
36,381 |
40 |
5,036.0 |
4,312.0 |
724.0 |
16.8% |
50.6 |
1.2% |
1% |
False |
True |
28,237 |
60 |
5,036.0 |
4,312.0 |
724.0 |
16.8% |
43.9 |
1.0% |
1% |
False |
True |
23,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,852.8 |
2.618 |
4,684.7 |
1.618 |
4,581.7 |
1.000 |
4,518.0 |
0.618 |
4,478.7 |
HIGH |
4,415.0 |
0.618 |
4,375.7 |
0.500 |
4,363.5 |
0.382 |
4,351.3 |
LOW |
4,312.0 |
0.618 |
4,248.3 |
1.000 |
4,209.0 |
1.618 |
4,145.3 |
2.618 |
4,042.3 |
4.250 |
3,874.3 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,363.5 |
4,425.0 |
PP |
4,348.0 |
4,389.0 |
S1 |
4,332.5 |
4,353.0 |
|