Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,063.25 |
1,080.25 |
17.00 |
1.6% |
1,128.00 |
High |
1,084.25 |
1,084.50 |
0.25 |
0.0% |
1,142.75 |
Low |
1,047.50 |
1,066.00 |
18.50 |
1.8% |
1,047.50 |
Close |
1,080.50 |
1,066.75 |
-13.75 |
-1.3% |
1,080.50 |
Range |
36.75 |
18.50 |
-18.25 |
-49.7% |
95.25 |
ATR |
29.67 |
28.87 |
-0.80 |
-2.7% |
0.00 |
Volume |
8,458 |
8,272 |
-186 |
-2.2% |
33,332 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,128.00 |
1,115.75 |
1,077.00 |
|
R3 |
1,109.50 |
1,097.25 |
1,071.75 |
|
R2 |
1,091.00 |
1,091.00 |
1,070.25 |
|
R1 |
1,078.75 |
1,078.75 |
1,068.50 |
1,075.50 |
PP |
1,072.50 |
1,072.50 |
1,072.50 |
1,070.75 |
S1 |
1,060.25 |
1,060.25 |
1,065.00 |
1,057.00 |
S2 |
1,054.00 |
1,054.00 |
1,063.25 |
|
S3 |
1,035.50 |
1,041.75 |
1,061.75 |
|
S4 |
1,017.00 |
1,023.25 |
1,056.50 |
|
|
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 |
8.9% |
31.75 |
3.0% |
20% |
False |
False |
7,540 |
10 |
1,170.00 |
1,047.50 |
122.50 |
11.5% |
30.00 |
2.8% |
16% |
False |
False |
6,711 |
20 |
1,205.00 |
1,047.50 |
157.50 |
14.8% |
33.00 |
3.1% |
12% |
False |
False |
5,439 |
40 |
1,211.50 |
1,047.50 |
164.00 |
15.4% |
22.50 |
2.1% |
12% |
False |
False |
3,548 |
60 |
1,211.50 |
1,047.50 |
164.00 |
15.4% |
18.50 |
1.7% |
12% |
False |
False |
2,527 |
80 |
1,211.50 |
1,032.25 |
179.25 |
16.8% |
17.00 |
1.6% |
19% |
False |
False |
1,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.00 |
2.618 |
1,133.00 |
1.618 |
1,114.50 |
1.000 |
1,103.00 |
0.618 |
1,096.00 |
HIGH |
1,084.50 |
0.618 |
1,077.50 |
0.500 |
1,075.25 |
0.382 |
1,073.00 |
LOW |
1,066.00 |
0.618 |
1,054.50 |
1.000 |
1,047.50 |
1.618 |
1,036.00 |
2.618 |
1,017.50 |
4.250 |
987.50 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,075.25 |
1,080.00 |
PP |
1,072.50 |
1,075.50 |
S1 |
1,069.50 |
1,071.25 |
|