Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,109.00 |
1,063.25 |
-45.75 |
-4.1% |
1,128.00 |
High |
1,112.50 |
1,084.25 |
-28.25 |
-2.5% |
1,142.75 |
Low |
1,063.50 |
1,047.50 |
-16.00 |
-1.5% |
1,047.50 |
Close |
1,065.75 |
1,080.50 |
14.75 |
1.4% |
1,080.50 |
Range |
49.00 |
36.75 |
-12.25 |
-25.0% |
95.25 |
ATR |
29.12 |
29.67 |
0.54 |
1.9% |
0.00 |
Volume |
4,422 |
8,458 |
4,036 |
91.3% |
33,332 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.00 |
1,167.50 |
1,100.75 |
|
R3 |
1,144.25 |
1,130.75 |
1,090.50 |
|
R2 |
1,107.50 |
1,107.50 |
1,087.25 |
|
R1 |
1,094.00 |
1,094.00 |
1,083.75 |
1,100.75 |
PP |
1,070.75 |
1,070.75 |
1,070.75 |
1,074.00 |
S1 |
1,057.25 |
1,057.25 |
1,077.25 |
1,064.00 |
S2 |
1,034.00 |
1,034.00 |
1,073.75 |
|
S3 |
997.25 |
1,020.50 |
1,070.50 |
|
S4 |
960.50 |
983.75 |
1,060.25 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.00 |
1,323.50 |
1,133.00 |
|
R3 |
1,280.75 |
1,228.25 |
1,106.75 |
|
R2 |
1,185.50 |
1,185.50 |
1,098.00 |
|
R1 |
1,133.00 |
1,133.00 |
1,089.25 |
1,111.50 |
PP |
1,090.25 |
1,090.25 |
1,090.25 |
1,079.50 |
S1 |
1,037.75 |
1,037.75 |
1,071.75 |
1,016.50 |
S2 |
995.00 |
995.00 |
1,063.00 |
|
S3 |
899.75 |
942.50 |
1,054.25 |
|
S4 |
804.50 |
847.25 |
1,028.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,142.75 |
1,047.50 |
95.25 |
8.8% |
33.50 |
3.1% |
35% |
False |
True |
6,666 |
10 |
1,170.00 |
1,047.50 |
122.50 |
11.3% |
32.00 |
3.0% |
27% |
False |
True |
7,132 |
20 |
1,211.50 |
1,047.50 |
164.00 |
15.2% |
32.50 |
3.0% |
20% |
False |
True |
5,071 |
40 |
1,211.50 |
1,047.50 |
164.00 |
15.2% |
22.25 |
2.0% |
20% |
False |
True |
3,400 |
60 |
1,211.50 |
1,047.50 |
164.00 |
15.2% |
18.25 |
1.7% |
20% |
False |
True |
2,390 |
80 |
1,211.50 |
1,032.25 |
179.25 |
16.6% |
17.00 |
1.6% |
27% |
False |
False |
1,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,240.50 |
2.618 |
1,180.50 |
1.618 |
1,143.75 |
1.000 |
1,121.00 |
0.618 |
1,107.00 |
HIGH |
1,084.25 |
0.618 |
1,070.25 |
0.500 |
1,066.00 |
0.382 |
1,061.50 |
LOW |
1,047.50 |
0.618 |
1,024.75 |
1.000 |
1,010.75 |
1.618 |
988.00 |
2.618 |
951.25 |
4.250 |
891.25 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,075.50 |
1,083.00 |
PP |
1,070.75 |
1,082.25 |
S1 |
1,066.00 |
1,081.25 |
|