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 |
19,610 |
19,442 |
-168 |
-0.9% |
19,753 |
High |
19,850 |
19,687 |
-163 |
-0.8% |
20,347 |
Low |
19,513 |
19,335 |
-178 |
-0.9% |
19,753 |
Close |
19,776 |
19,335 |
-441 |
-2.2% |
19,910 |
Range |
337 |
352 |
15 |
4.5% |
594 |
ATR |
374 |
379 |
5 |
1.3% |
0 |
Volume |
2,143 |
4,729 |
2,586 |
120.7% |
9,857 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,508 |
20,274 |
19,529 |
|
R3 |
20,156 |
19,922 |
19,432 |
|
R2 |
19,804 |
19,804 |
19,400 |
|
R1 |
19,570 |
19,570 |
19,367 |
19,511 |
PP |
19,452 |
19,452 |
19,452 |
19,423 |
S1 |
19,218 |
19,218 |
19,303 |
19,159 |
S2 |
19,100 |
19,100 |
19,270 |
|
S3 |
18,748 |
18,866 |
19,238 |
|
S4 |
18,396 |
18,514 |
19,141 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,785 |
21,442 |
20,237 |
|
R3 |
21,191 |
20,848 |
20,073 |
|
R2 |
20,597 |
20,597 |
20,019 |
|
R1 |
20,254 |
20,254 |
19,964 |
20,426 |
PP |
20,003 |
20,003 |
20,003 |
20,089 |
S1 |
19,660 |
19,660 |
19,856 |
19,832 |
S2 |
19,409 |
19,409 |
19,801 |
|
S3 |
18,815 |
19,066 |
19,747 |
|
S4 |
18,221 |
18,472 |
19,583 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,347 |
19,335 |
1,012 |
5.2% |
315 |
1.6% |
0% |
False |
True |
2,656 |
10 |
20,347 |
19,335 |
1,012 |
5.2% |
370 |
1.9% |
0% |
False |
True |
2,253 |
20 |
21,368 |
19,335 |
2,033 |
10.5% |
301 |
1.6% |
0% |
False |
True |
1,528 |
40 |
22,500 |
19,335 |
3,165 |
16.4% |
287 |
1.5% |
0% |
False |
True |
1,029 |
60 |
22,500 |
19,335 |
3,165 |
16.4% |
275 |
1.4% |
0% |
False |
True |
809 |
80 |
22,500 |
19,012 |
3,488 |
18.0% |
284 |
1.5% |
9% |
False |
False |
648 |
100 |
22,500 |
19,012 |
3,488 |
18.0% |
273 |
1.4% |
9% |
False |
False |
535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,183 |
2.618 |
20,609 |
1.618 |
20,257 |
1.000 |
20,039 |
0.618 |
19,905 |
HIGH |
19,687 |
0.618 |
19,553 |
0.500 |
19,511 |
0.382 |
19,469 |
LOW |
19,335 |
0.618 |
19,117 |
1.000 |
18,983 |
1.618 |
18,765 |
2.618 |
18,413 |
4.250 |
17,839 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
19,511 |
19,593 |
PP |
19,452 |
19,507 |
S1 |
19,394 |
19,421 |
|