Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,233.1 |
1,234.2 |
1.1 |
0.1% |
1,208.0 |
High |
1,251.4 |
1,244.3 |
-7.1 |
-0.6% |
1,251.4 |
Low |
1,219.7 |
1,221.0 |
1.3 |
0.1% |
1,186.5 |
Close |
1,229.6 |
1,229.9 |
0.3 |
0.0% |
1,229.6 |
Range |
31.7 |
23.3 |
-8.4 |
-26.5% |
64.9 |
ATR |
21.1 |
21.2 |
0.2 |
0.8% |
0.0 |
Volume |
22,481 |
22,144 |
-337 |
-1.5% |
126,183 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.6 |
1,289.1 |
1,242.7 |
|
R3 |
1,278.3 |
1,265.8 |
1,236.3 |
|
R2 |
1,255.0 |
1,255.0 |
1,234.2 |
|
R1 |
1,242.5 |
1,242.5 |
1,232.0 |
1,237.1 |
PP |
1,231.7 |
1,231.7 |
1,231.7 |
1,229.1 |
S1 |
1,219.2 |
1,219.2 |
1,227.8 |
1,213.8 |
S2 |
1,208.4 |
1,208.4 |
1,225.6 |
|
S3 |
1,185.1 |
1,195.9 |
1,223.5 |
|
S4 |
1,161.8 |
1,172.6 |
1,217.1 |
|
|
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 |
1,203.4 |
48.0 |
3.9% |
25.1 |
2.0% |
55% |
False |
False |
20,881 |
10 |
1,251.4 |
1,157.6 |
93.8 |
7.6% |
26.1 |
2.1% |
77% |
False |
False |
18,323 |
20 |
1,251.4 |
1,133.5 |
117.9 |
9.6% |
20.3 |
1.6% |
82% |
False |
False |
10,838 |
40 |
1,251.4 |
1,087.8 |
163.6 |
13.3% |
17.3 |
1.4% |
87% |
False |
False |
6,270 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.3% |
16.9 |
1.4% |
87% |
False |
False |
4,827 |
80 |
1,251.4 |
1,050.0 |
201.4 |
16.4% |
17.0 |
1.4% |
89% |
False |
False |
3,914 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.4% |
16.7 |
1.4% |
89% |
False |
False |
3,336 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.4% |
17.3 |
1.4% |
89% |
False |
False |
2,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.3 |
2.618 |
1,305.3 |
1.618 |
1,282.0 |
1.000 |
1,267.6 |
0.618 |
1,258.7 |
HIGH |
1,244.3 |
0.618 |
1,235.4 |
0.500 |
1,232.7 |
0.382 |
1,229.9 |
LOW |
1,221.0 |
0.618 |
1,206.6 |
1.000 |
1,197.7 |
1.618 |
1,183.3 |
2.618 |
1,160.0 |
4.250 |
1,122.0 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,232.7 |
1,235.6 |
PP |
1,231.7 |
1,233.7 |
S1 |
1,230.8 |
1,231.8 |
|