Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,234.2 |
1,226.0 |
-8.2 |
-0.7% |
1,208.0 |
High |
1,244.3 |
1,231.1 |
-13.2 |
-1.1% |
1,251.4 |
Low |
1,221.0 |
1,208.7 |
-12.3 |
-1.0% |
1,186.5 |
Close |
1,229.9 |
1,216.4 |
-13.5 |
-1.1% |
1,229.6 |
Range |
23.3 |
22.4 |
-0.9 |
-3.9% |
64.9 |
ATR |
21.2 |
21.3 |
0.1 |
0.4% |
0.0 |
Volume |
22,144 |
19,939 |
-2,205 |
-10.0% |
126,183 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.9 |
1,273.6 |
1,228.7 |
|
R3 |
1,263.5 |
1,251.2 |
1,222.6 |
|
R2 |
1,241.1 |
1,241.1 |
1,220.5 |
|
R1 |
1,228.8 |
1,228.8 |
1,218.5 |
1,223.8 |
PP |
1,218.7 |
1,218.7 |
1,218.7 |
1,216.2 |
S1 |
1,206.4 |
1,206.4 |
1,214.3 |
1,201.4 |
S2 |
1,196.3 |
1,196.3 |
1,212.3 |
|
S3 |
1,173.9 |
1,184.0 |
1,210.2 |
|
S4 |
1,151.5 |
1,161.6 |
1,204.1 |
|
|
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 |
1,208.7 |
42.7 |
3.5% |
23.0 |
1.9% |
18% |
False |
True |
20,628 |
10 |
1,251.4 |
1,157.6 |
93.8 |
7.7% |
25.7 |
2.1% |
63% |
False |
False |
20,076 |
20 |
1,251.4 |
1,133.5 |
117.9 |
9.7% |
20.9 |
1.7% |
70% |
False |
False |
11,773 |
40 |
1,251.4 |
1,087.8 |
163.6 |
13.4% |
17.5 |
1.4% |
79% |
False |
False |
6,733 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.4% |
17.0 |
1.4% |
79% |
False |
False |
5,134 |
80 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.2 |
1.4% |
83% |
False |
False |
4,149 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
16.7 |
1.4% |
83% |
False |
False |
3,525 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.3 |
1.4% |
83% |
False |
False |
3,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.3 |
2.618 |
1,289.7 |
1.618 |
1,267.3 |
1.000 |
1,253.5 |
0.618 |
1,244.9 |
HIGH |
1,231.1 |
0.618 |
1,222.5 |
0.500 |
1,219.9 |
0.382 |
1,217.3 |
LOW |
1,208.7 |
0.618 |
1,194.9 |
1.000 |
1,186.3 |
1.618 |
1,172.5 |
2.618 |
1,150.1 |
4.250 |
1,113.5 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,219.9 |
1,230.1 |
PP |
1,218.7 |
1,225.5 |
S1 |
1,217.6 |
1,221.0 |
|