Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,241.7 |
1,239.8 |
-1.9 |
-0.2% |
1,215.8 |
High |
1,248.4 |
1,255.1 |
6.7 |
0.5% |
1,255.1 |
Low |
1,232.8 |
1,223.0 |
-9.8 |
-0.8% |
1,189.9 |
Close |
1,234.2 |
1,233.1 |
-1.1 |
-0.1% |
1,233.1 |
Range |
15.6 |
32.1 |
16.5 |
105.8% |
65.2 |
ATR |
19.8 |
20.7 |
0.9 |
4.4% |
0.0 |
Volume |
7,617 |
5,020 |
-2,597 |
-34.1% |
30,778 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.4 |
1,315.3 |
1,250.8 |
|
R3 |
1,301.3 |
1,283.2 |
1,241.9 |
|
R2 |
1,269.2 |
1,269.2 |
1,239.0 |
|
R1 |
1,251.1 |
1,251.1 |
1,236.0 |
1,244.1 |
PP |
1,237.1 |
1,237.1 |
1,237.1 |
1,233.6 |
S1 |
1,219.0 |
1,219.0 |
1,230.2 |
1,212.0 |
S2 |
1,205.0 |
1,205.0 |
1,227.2 |
|
S3 |
1,172.9 |
1,186.9 |
1,224.3 |
|
S4 |
1,140.8 |
1,154.8 |
1,215.4 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.6 |
1,392.6 |
1,269.0 |
|
R3 |
1,356.4 |
1,327.4 |
1,251.0 |
|
R2 |
1,291.2 |
1,291.2 |
1,245.1 |
|
R1 |
1,262.2 |
1,262.2 |
1,239.1 |
1,276.7 |
PP |
1,226.0 |
1,226.0 |
1,226.0 |
1,233.3 |
S1 |
1,197.0 |
1,197.0 |
1,227.1 |
1,211.5 |
S2 |
1,160.8 |
1,160.8 |
1,221.1 |
|
S3 |
1,095.6 |
1,131.8 |
1,215.2 |
|
S4 |
1,030.4 |
1,066.6 |
1,197.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,255.1 |
1,189.9 |
65.2 |
5.3% |
25.6 |
2.1% |
66% |
True |
False |
6,155 |
10 |
1,255.1 |
1,161.2 |
93.9 |
7.6% |
24.3 |
2.0% |
77% |
True |
False |
5,165 |
20 |
1,255.1 |
1,127.8 |
127.3 |
10.3% |
19.5 |
1.6% |
83% |
True |
False |
3,545 |
40 |
1,255.1 |
1,089.9 |
165.2 |
13.4% |
17.0 |
1.4% |
87% |
True |
False |
2,559 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.4% |
16.7 |
1.4% |
87% |
True |
False |
2,151 |
80 |
1,255.1 |
1,048.2 |
206.9 |
16.8% |
17.7 |
1.4% |
89% |
True |
False |
2,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.5 |
2.618 |
1,339.1 |
1.618 |
1,307.0 |
1.000 |
1,287.2 |
0.618 |
1,274.9 |
HIGH |
1,255.1 |
0.618 |
1,242.8 |
0.500 |
1,239.1 |
0.382 |
1,235.3 |
LOW |
1,223.0 |
0.618 |
1,203.2 |
1.000 |
1,190.9 |
1.618 |
1,171.1 |
2.618 |
1,139.0 |
4.250 |
1,086.6 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,239.1 |
1,239.1 |
PP |
1,237.1 |
1,237.1 |
S1 |
1,235.1 |
1,235.1 |
|