Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,237.5 |
1,241.7 |
4.2 |
0.3% |
1,182.5 |
High |
1,254.1 |
1,248.4 |
-5.7 |
-0.5% |
1,220.0 |
Low |
1,232.8 |
1,232.8 |
0.0 |
0.0% |
1,161.2 |
Close |
1,248.2 |
1,234.2 |
-14.0 |
-1.1% |
1,215.8 |
Range |
21.3 |
15.6 |
-5.7 |
-26.8% |
58.8 |
ATR |
20.1 |
19.8 |
-0.3 |
-1.6% |
0.0 |
Volume |
6,999 |
7,617 |
618 |
8.8% |
20,880 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.3 |
1,275.3 |
1,242.8 |
|
R3 |
1,269.7 |
1,259.7 |
1,238.5 |
|
R2 |
1,254.1 |
1,254.1 |
1,237.1 |
|
R1 |
1,244.1 |
1,244.1 |
1,235.6 |
1,241.3 |
PP |
1,238.5 |
1,238.5 |
1,238.5 |
1,237.1 |
S1 |
1,228.5 |
1,228.5 |
1,232.8 |
1,225.7 |
S2 |
1,222.9 |
1,222.9 |
1,231.3 |
|
S3 |
1,207.3 |
1,212.9 |
1,229.9 |
|
S4 |
1,191.7 |
1,197.3 |
1,225.6 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.4 |
1,354.4 |
1,248.1 |
|
R3 |
1,316.6 |
1,295.6 |
1,232.0 |
|
R2 |
1,257.8 |
1,257.8 |
1,226.6 |
|
R1 |
1,236.8 |
1,236.8 |
1,221.2 |
1,247.3 |
PP |
1,199.0 |
1,199.0 |
1,199.0 |
1,204.3 |
S1 |
1,178.0 |
1,178.0 |
1,210.4 |
1,188.5 |
S2 |
1,140.2 |
1,140.2 |
1,205.0 |
|
S3 |
1,081.4 |
1,119.2 |
1,199.6 |
|
S4 |
1,022.6 |
1,060.4 |
1,183.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,254.1 |
1,189.9 |
64.2 |
5.2% |
23.5 |
1.9% |
69% |
False |
False |
6,701 |
10 |
1,254.1 |
1,161.2 |
92.9 |
7.5% |
22.4 |
1.8% |
79% |
False |
False |
4,721 |
20 |
1,254.1 |
1,127.8 |
126.3 |
10.2% |
19.4 |
1.6% |
84% |
False |
False |
3,349 |
40 |
1,254.1 |
1,089.9 |
164.2 |
13.3% |
16.5 |
1.3% |
88% |
False |
False |
2,441 |
60 |
1,254.1 |
1,089.9 |
164.2 |
13.3% |
16.6 |
1.3% |
88% |
False |
False |
2,119 |
80 |
1,254.1 |
1,048.2 |
205.9 |
16.7% |
17.7 |
1.4% |
90% |
False |
False |
2,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.7 |
2.618 |
1,289.2 |
1.618 |
1,273.6 |
1.000 |
1,264.0 |
0.618 |
1,258.0 |
HIGH |
1,248.4 |
0.618 |
1,242.4 |
0.500 |
1,240.6 |
0.382 |
1,238.8 |
LOW |
1,232.8 |
0.618 |
1,223.2 |
1.000 |
1,217.2 |
1.618 |
1,207.6 |
2.618 |
1,192.0 |
4.250 |
1,166.5 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,240.6 |
1,233.0 |
PP |
1,238.5 |
1,231.7 |
S1 |
1,236.3 |
1,230.5 |
|