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 |
1,128.00 |
1,130.75 |
2.75 |
0.2% |
1,124.25 |
High |
1,135.75 |
1,142.75 |
7.00 |
0.6% |
1,170.00 |
Low |
1,108.75 |
1,111.50 |
2.75 |
0.2% |
1,117.75 |
Close |
1,130.25 |
1,114.50 |
-15.75 |
-1.4% |
1,131.00 |
Range |
27.00 |
31.25 |
4.25 |
15.7% |
52.25 |
ATR |
27.63 |
27.89 |
0.26 |
0.9% |
0.00 |
Volume |
3,901 |
11,001 |
7,100 |
182.0% |
37,988 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.75 |
1,196.75 |
1,131.75 |
|
R3 |
1,185.50 |
1,165.50 |
1,123.00 |
|
R2 |
1,154.25 |
1,154.25 |
1,120.25 |
|
R1 |
1,134.25 |
1,134.25 |
1,117.25 |
1,128.50 |
PP |
1,123.00 |
1,123.00 |
1,123.00 |
1,120.00 |
S1 |
1,103.00 |
1,103.00 |
1,111.75 |
1,097.50 |
S2 |
1,091.75 |
1,091.75 |
1,108.75 |
|
S3 |
1,060.50 |
1,071.75 |
1,106.00 |
|
S4 |
1,029.25 |
1,040.50 |
1,097.25 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.25 |
1,266.00 |
1,159.75 |
|
R3 |
1,244.00 |
1,213.75 |
1,145.25 |
|
R2 |
1,191.75 |
1,191.75 |
1,140.50 |
|
R1 |
1,161.50 |
1,161.50 |
1,135.75 |
1,176.50 |
PP |
1,139.50 |
1,139.50 |
1,139.50 |
1,147.25 |
S1 |
1,109.25 |
1,109.25 |
1,126.25 |
1,124.50 |
S2 |
1,087.25 |
1,087.25 |
1,121.50 |
|
S3 |
1,035.00 |
1,057.00 |
1,116.75 |
|
S4 |
982.75 |
1,004.75 |
1,102.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,170.00 |
1,108.75 |
61.25 |
5.5% |
28.75 |
2.6% |
9% |
False |
False |
6,754 |
10 |
1,170.25 |
1,050.00 |
120.25 |
10.8% |
39.00 |
3.5% |
54% |
False |
False |
6,955 |
20 |
1,211.50 |
1,050.00 |
161.50 |
14.5% |
29.50 |
2.6% |
40% |
False |
False |
4,617 |
40 |
1,211.50 |
1,050.00 |
161.50 |
14.5% |
20.25 |
1.8% |
40% |
False |
False |
3,059 |
60 |
1,211.50 |
1,050.00 |
161.50 |
14.5% |
17.25 |
1.5% |
40% |
False |
False |
2,086 |
80 |
1,211.50 |
1,032.25 |
179.25 |
16.1% |
16.25 |
1.5% |
46% |
False |
False |
1,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.50 |
2.618 |
1,224.50 |
1.618 |
1,193.25 |
1.000 |
1,174.00 |
0.618 |
1,162.00 |
HIGH |
1,142.75 |
0.618 |
1,130.75 |
0.500 |
1,127.00 |
0.382 |
1,123.50 |
LOW |
1,111.50 |
0.618 |
1,092.25 |
1.000 |
1,080.25 |
1.618 |
1,061.00 |
2.618 |
1,029.75 |
4.250 |
978.75 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,127.00 |
1,131.75 |
PP |
1,123.00 |
1,126.00 |
S1 |
1,118.75 |
1,120.25 |
|