Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,190.0 |
4,325.0 |
135.0 |
3.2% |
4,519.0 |
High |
4,319.0 |
4,418.0 |
99.0 |
2.3% |
4,552.0 |
Low |
4,183.0 |
4,306.0 |
123.0 |
2.9% |
4,183.0 |
Close |
4,299.0 |
4,417.0 |
118.0 |
2.7% |
4,299.0 |
Range |
136.0 |
112.0 |
-24.0 |
-17.6% |
369.0 |
ATR |
88.5 |
90.6 |
2.2 |
2.5% |
0.0 |
Volume |
53,341 |
49,615 |
-3,726 |
-7.0% |
222,441 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,716.3 |
4,678.7 |
4,478.6 |
|
R3 |
4,604.3 |
4,566.7 |
4,447.8 |
|
R2 |
4,492.3 |
4,492.3 |
4,437.5 |
|
R1 |
4,454.7 |
4,454.7 |
4,427.3 |
4,473.5 |
PP |
4,380.3 |
4,380.3 |
4,380.3 |
4,389.8 |
S1 |
4,342.7 |
4,342.7 |
4,406.7 |
4,361.5 |
S2 |
4,268.3 |
4,268.3 |
4,396.5 |
|
S3 |
4,156.3 |
4,230.7 |
4,386.2 |
|
S4 |
4,044.3 |
4,118.7 |
4,355.4 |
|
|
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 |
4,538.0 |
4,183.0 |
355.0 |
8.0% |
98.8 |
2.2% |
66% |
False |
False |
46,354 |
10 |
4,673.0 |
4,183.0 |
490.0 |
11.1% |
84.5 |
1.9% |
48% |
False |
False |
40,406 |
20 |
4,921.0 |
4,183.0 |
738.0 |
16.7% |
78.0 |
1.8% |
32% |
False |
False |
39,078 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.3% |
55.3 |
1.3% |
27% |
False |
False |
29,879 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.3% |
47.8 |
1.1% |
27% |
False |
False |
25,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,894.0 |
2.618 |
4,711.2 |
1.618 |
4,599.2 |
1.000 |
4,530.0 |
0.618 |
4,487.2 |
HIGH |
4,418.0 |
0.618 |
4,375.2 |
0.500 |
4,362.0 |
0.382 |
4,348.8 |
LOW |
4,306.0 |
0.618 |
4,236.8 |
1.000 |
4,194.0 |
1.618 |
4,124.8 |
2.618 |
4,012.8 |
4.250 |
3,830.0 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,398.7 |
4,378.2 |
PP |
4,380.3 |
4,339.3 |
S1 |
4,362.0 |
4,300.5 |
|