Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,112.50 |
1,109.00 |
-3.50 |
-0.3% |
1,124.25 |
High |
1,118.50 |
1,112.50 |
-6.00 |
-0.5% |
1,170.00 |
Low |
1,094.75 |
1,063.50 |
-31.25 |
-2.9% |
1,117.75 |
Close |
1,105.50 |
1,065.75 |
-39.75 |
-3.6% |
1,131.00 |
Range |
23.75 |
49.00 |
25.25 |
106.3% |
52.25 |
ATR |
27.60 |
29.12 |
1.53 |
5.5% |
0.00 |
Volume |
5,550 |
4,422 |
-1,128 |
-20.3% |
37,988 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.50 |
1,195.75 |
1,092.75 |
|
R3 |
1,178.50 |
1,146.75 |
1,079.25 |
|
R2 |
1,129.50 |
1,129.50 |
1,074.75 |
|
R1 |
1,097.75 |
1,097.75 |
1,070.25 |
1,089.00 |
PP |
1,080.50 |
1,080.50 |
1,080.50 |
1,076.25 |
S1 |
1,048.75 |
1,048.75 |
1,061.25 |
1,040.00 |
S2 |
1,031.50 |
1,031.50 |
1,056.75 |
|
S3 |
982.50 |
999.75 |
1,052.25 |
|
S4 |
933.50 |
950.75 |
1,038.75 |
|
|
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 |
1,154.75 |
1,063.50 |
91.25 |
8.6% |
33.25 |
3.1% |
2% |
False |
True |
5,782 |
10 |
1,170.00 |
1,063.50 |
106.50 |
10.0% |
32.75 |
3.1% |
2% |
False |
True |
7,035 |
20 |
1,211.50 |
1,050.00 |
161.50 |
15.2% |
31.50 |
2.9% |
10% |
False |
False |
4,721 |
40 |
1,211.50 |
1,050.00 |
161.50 |
15.2% |
21.50 |
2.0% |
10% |
False |
False |
3,221 |
60 |
1,211.50 |
1,050.00 |
161.50 |
15.2% |
18.00 |
1.7% |
10% |
False |
False |
2,249 |
80 |
1,211.50 |
1,032.25 |
179.25 |
16.8% |
16.75 |
1.6% |
19% |
False |
False |
1,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.75 |
2.618 |
1,240.75 |
1.618 |
1,191.75 |
1.000 |
1,161.50 |
0.618 |
1,142.75 |
HIGH |
1,112.50 |
0.618 |
1,093.75 |
0.500 |
1,088.00 |
0.382 |
1,082.25 |
LOW |
1,063.50 |
0.618 |
1,033.25 |
1.000 |
1,014.50 |
1.618 |
984.25 |
2.618 |
935.25 |
4.250 |
855.25 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,088.00 |
1,103.00 |
PP |
1,080.50 |
1,090.75 |
S1 |
1,073.25 |
1,078.25 |
|