Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,238.0 |
1,233.1 |
-4.9 |
-0.4% |
1,208.0 |
High |
1,245.3 |
1,251.4 |
6.1 |
0.5% |
1,251.4 |
Low |
1,229.6 |
1,219.7 |
-9.9 |
-0.8% |
1,186.5 |
Close |
1,231.0 |
1,229.6 |
-1.4 |
-0.1% |
1,229.6 |
Range |
15.7 |
31.7 |
16.0 |
101.9% |
64.9 |
ATR |
20.3 |
21.1 |
0.8 |
4.0% |
0.0 |
Volume |
19,324 |
22,481 |
3,157 |
16.3% |
126,183 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.7 |
1,310.8 |
1,247.0 |
|
R3 |
1,297.0 |
1,279.1 |
1,238.3 |
|
R2 |
1,265.3 |
1,265.3 |
1,235.4 |
|
R1 |
1,247.4 |
1,247.4 |
1,232.5 |
1,240.5 |
PP |
1,233.6 |
1,233.6 |
1,233.6 |
1,230.1 |
S1 |
1,215.7 |
1,215.7 |
1,226.7 |
1,208.8 |
S2 |
1,201.9 |
1,201.9 |
1,223.8 |
|
S3 |
1,170.2 |
1,184.0 |
1,220.9 |
|
S4 |
1,138.5 |
1,152.3 |
1,212.2 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.2 |
1,388.3 |
1,265.3 |
|
R3 |
1,352.3 |
1,323.4 |
1,247.4 |
|
R2 |
1,287.4 |
1,287.4 |
1,241.5 |
|
R1 |
1,258.5 |
1,258.5 |
1,235.5 |
1,273.0 |
PP |
1,222.5 |
1,222.5 |
1,222.5 |
1,229.7 |
S1 |
1,193.6 |
1,193.6 |
1,223.7 |
1,208.1 |
S2 |
1,157.6 |
1,157.6 |
1,217.7 |
|
S3 |
1,092.7 |
1,128.7 |
1,211.8 |
|
S4 |
1,027.8 |
1,063.8 |
1,193.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,251.4 |
1,186.5 |
64.9 |
5.3% |
24.8 |
2.0% |
66% |
True |
False |
25,236 |
10 |
1,251.4 |
1,157.6 |
93.8 |
7.6% |
24.9 |
2.0% |
77% |
True |
False |
16,541 |
20 |
1,251.4 |
1,125.9 |
125.5 |
10.2% |
19.8 |
1.6% |
83% |
True |
False |
9,874 |
40 |
1,251.4 |
1,087.8 |
163.6 |
13.3% |
17.3 |
1.4% |
87% |
True |
False |
5,779 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.3% |
16.9 |
1.4% |
87% |
True |
False |
4,472 |
80 |
1,251.4 |
1,050.0 |
201.4 |
16.4% |
17.1 |
1.4% |
89% |
True |
False |
3,639 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.4% |
16.7 |
1.4% |
89% |
True |
False |
3,117 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.4% |
17.2 |
1.4% |
89% |
True |
False |
2,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.1 |
2.618 |
1,334.4 |
1.618 |
1,302.7 |
1.000 |
1,283.1 |
0.618 |
1,271.0 |
HIGH |
1,251.4 |
0.618 |
1,239.3 |
0.500 |
1,235.6 |
0.382 |
1,231.8 |
LOW |
1,219.7 |
0.618 |
1,200.1 |
1.000 |
1,188.0 |
1.618 |
1,168.4 |
2.618 |
1,136.7 |
4.250 |
1,085.0 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,235.6 |
1,235.6 |
PP |
1,233.6 |
1,233.6 |
S1 |
1,231.6 |
1,231.6 |
|