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 |
1,226.0 |
1,226.2 |
0.2 |
0.0% |
1,208.0 |
High |
1,231.1 |
1,229.7 |
-1.4 |
-0.1% |
1,251.4 |
Low |
1,208.7 |
1,188.5 |
-20.2 |
-1.7% |
1,186.5 |
Close |
1,216.4 |
1,194.9 |
-21.5 |
-1.8% |
1,229.6 |
Range |
22.4 |
41.2 |
18.8 |
83.9% |
64.9 |
ATR |
21.3 |
22.7 |
1.4 |
6.7% |
0.0 |
Volume |
19,939 |
20,226 |
287 |
1.4% |
126,183 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.0 |
1,302.6 |
1,217.6 |
|
R3 |
1,286.8 |
1,261.4 |
1,206.2 |
|
R2 |
1,245.6 |
1,245.6 |
1,202.5 |
|
R1 |
1,220.2 |
1,220.2 |
1,198.7 |
1,212.3 |
PP |
1,204.4 |
1,204.4 |
1,204.4 |
1,200.4 |
S1 |
1,179.0 |
1,179.0 |
1,191.1 |
1,171.1 |
S2 |
1,163.2 |
1,163.2 |
1,187.3 |
|
S3 |
1,122.0 |
1,137.8 |
1,183.6 |
|
S4 |
1,080.8 |
1,096.6 |
1,172.2 |
|
|
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 |
1,188.5 |
62.9 |
5.3% |
26.9 |
2.2% |
10% |
False |
True |
20,822 |
10 |
1,251.4 |
1,168.0 |
83.4 |
7.0% |
27.7 |
2.3% |
32% |
False |
False |
21,432 |
20 |
1,251.4 |
1,133.5 |
117.9 |
9.9% |
22.3 |
1.9% |
52% |
False |
False |
12,486 |
40 |
1,251.4 |
1,087.8 |
163.6 |
13.7% |
18.2 |
1.5% |
65% |
False |
False |
7,214 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.7% |
17.3 |
1.4% |
65% |
False |
False |
5,460 |
80 |
1,251.4 |
1,050.0 |
201.4 |
16.9% |
17.7 |
1.5% |
72% |
False |
False |
4,391 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.9% |
17.0 |
1.4% |
72% |
False |
False |
3,713 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.9% |
17.6 |
1.5% |
72% |
False |
False |
3,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.8 |
2.618 |
1,337.6 |
1.618 |
1,296.4 |
1.000 |
1,270.9 |
0.618 |
1,255.2 |
HIGH |
1,229.7 |
0.618 |
1,214.0 |
0.500 |
1,209.1 |
0.382 |
1,204.2 |
LOW |
1,188.5 |
0.618 |
1,163.0 |
1.000 |
1,147.3 |
1.618 |
1,121.8 |
2.618 |
1,080.6 |
4.250 |
1,013.4 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,209.1 |
1,216.4 |
PP |
1,204.4 |
1,209.2 |
S1 |
1,199.6 |
1,202.1 |
|