Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,234.8 |
1,238.0 |
3.2 |
0.3% |
1,180.9 |
High |
1,251.0 |
1,245.3 |
-5.7 |
-0.5% |
1,216.1 |
Low |
1,229.2 |
1,229.6 |
0.4 |
0.0% |
1,157.6 |
Close |
1,244.9 |
1,231.0 |
-13.9 |
-1.1% |
1,212.2 |
Range |
21.8 |
15.7 |
-6.1 |
-28.0% |
58.5 |
ATR |
20.6 |
20.3 |
-0.4 |
-1.7% |
0.0 |
Volume |
19,256 |
19,324 |
68 |
0.4% |
39,227 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.4 |
1,272.4 |
1,239.6 |
|
R3 |
1,266.7 |
1,256.7 |
1,235.3 |
|
R2 |
1,251.0 |
1,251.0 |
1,233.9 |
|
R1 |
1,241.0 |
1,241.0 |
1,232.4 |
1,238.2 |
PP |
1,235.3 |
1,235.3 |
1,235.3 |
1,233.9 |
S1 |
1,225.3 |
1,225.3 |
1,229.6 |
1,222.5 |
S2 |
1,219.6 |
1,219.6 |
1,228.1 |
|
S3 |
1,203.9 |
1,209.6 |
1,226.7 |
|
S4 |
1,188.2 |
1,193.9 |
1,222.4 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.8 |
1,350.0 |
1,244.4 |
|
R3 |
1,312.3 |
1,291.5 |
1,228.3 |
|
R2 |
1,253.8 |
1,253.8 |
1,222.9 |
|
R1 |
1,233.0 |
1,233.0 |
1,217.6 |
1,243.4 |
PP |
1,195.3 |
1,195.3 |
1,195.3 |
1,200.5 |
S1 |
1,174.5 |
1,174.5 |
1,206.8 |
1,184.9 |
S2 |
1,136.8 |
1,136.8 |
1,201.5 |
|
S3 |
1,078.3 |
1,116.0 |
1,196.1 |
|
S4 |
1,019.8 |
1,057.5 |
1,180.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,251.0 |
1,186.5 |
64.5 |
5.2% |
22.6 |
1.8% |
69% |
False |
False |
23,755 |
10 |
1,251.0 |
1,157.6 |
93.4 |
7.6% |
23.0 |
1.9% |
79% |
False |
False |
14,613 |
20 |
1,251.0 |
1,125.9 |
125.1 |
10.2% |
19.6 |
1.6% |
84% |
False |
False |
8,919 |
40 |
1,251.0 |
1,087.8 |
163.2 |
13.3% |
16.8 |
1.4% |
88% |
False |
False |
5,247 |
60 |
1,251.0 |
1,087.8 |
163.2 |
13.3% |
16.8 |
1.4% |
88% |
False |
False |
4,127 |
80 |
1,251.0 |
1,050.0 |
201.0 |
16.3% |
17.1 |
1.4% |
90% |
False |
False |
3,371 |
100 |
1,251.0 |
1,050.0 |
201.0 |
16.3% |
16.5 |
1.3% |
90% |
False |
False |
2,895 |
120 |
1,251.0 |
1,050.0 |
201.0 |
16.3% |
17.0 |
1.4% |
90% |
False |
False |
2,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.0 |
2.618 |
1,286.4 |
1.618 |
1,270.7 |
1.000 |
1,261.0 |
0.618 |
1,255.0 |
HIGH |
1,245.3 |
0.618 |
1,239.3 |
0.500 |
1,237.5 |
0.382 |
1,235.6 |
LOW |
1,229.6 |
0.618 |
1,219.9 |
1.000 |
1,213.9 |
1.618 |
1,204.2 |
2.618 |
1,188.5 |
4.250 |
1,162.9 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,237.5 |
1,229.7 |
PP |
1,235.3 |
1,228.5 |
S1 |
1,233.2 |
1,227.2 |
|