Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,388.0 |
4,190.0 |
-198.0 |
-4.5% |
4,519.0 |
High |
4,415.0 |
4,319.0 |
-96.0 |
-2.2% |
4,552.0 |
Low |
4,312.0 |
4,183.0 |
-129.0 |
-3.0% |
4,183.0 |
Close |
4,317.0 |
4,299.0 |
-18.0 |
-0.4% |
4,299.0 |
Range |
103.0 |
136.0 |
33.0 |
32.0% |
369.0 |
ATR |
84.8 |
88.5 |
3.7 |
4.3% |
0.0 |
Volume |
47,566 |
53,341 |
5,775 |
12.1% |
222,441 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,675.0 |
4,623.0 |
4,373.8 |
|
R3 |
4,539.0 |
4,487.0 |
4,336.4 |
|
R2 |
4,403.0 |
4,403.0 |
4,323.9 |
|
R1 |
4,351.0 |
4,351.0 |
4,311.5 |
4,377.0 |
PP |
4,267.0 |
4,267.0 |
4,267.0 |
4,280.0 |
S1 |
4,215.0 |
4,215.0 |
4,286.5 |
4,241.0 |
S2 |
4,131.0 |
4,131.0 |
4,274.1 |
|
S3 |
3,995.0 |
4,079.0 |
4,261.6 |
|
S4 |
3,859.0 |
3,943.0 |
4,224.2 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,451.7 |
5,244.3 |
4,502.0 |
|
R3 |
5,082.7 |
4,875.3 |
4,400.5 |
|
R2 |
4,713.7 |
4,713.7 |
4,366.7 |
|
R1 |
4,506.3 |
4,506.3 |
4,332.8 |
4,425.5 |
PP |
4,344.7 |
4,344.7 |
4,344.7 |
4,304.3 |
S1 |
4,137.3 |
4,137.3 |
4,265.2 |
4,056.5 |
S2 |
3,975.7 |
3,975.7 |
4,231.4 |
|
S3 |
3,606.7 |
3,768.3 |
4,197.5 |
|
S4 |
3,237.7 |
3,399.3 |
4,096.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,552.0 |
4,183.0 |
369.0 |
8.6% |
93.4 |
2.2% |
31% |
False |
True |
44,488 |
10 |
4,673.0 |
4,183.0 |
490.0 |
11.4% |
88.2 |
2.1% |
24% |
False |
True |
40,843 |
20 |
4,921.0 |
4,183.0 |
738.0 |
17.2% |
73.9 |
1.7% |
16% |
False |
True |
37,853 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.8% |
53.3 |
1.2% |
14% |
False |
True |
29,135 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.8% |
45.9 |
1.1% |
14% |
False |
True |
24,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,897.0 |
2.618 |
4,675.0 |
1.618 |
4,539.0 |
1.000 |
4,455.0 |
0.618 |
4,403.0 |
HIGH |
4,319.0 |
0.618 |
4,267.0 |
0.500 |
4,251.0 |
0.382 |
4,235.0 |
LOW |
4,183.0 |
0.618 |
4,099.0 |
1.000 |
4,047.0 |
1.618 |
3,963.0 |
2.618 |
3,827.0 |
4.250 |
3,605.0 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,283.0 |
4,314.5 |
PP |
4,267.0 |
4,309.3 |
S1 |
4,251.0 |
4,304.2 |
|