Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,239.8 |
1,235.1 |
-4.7 |
-0.4% |
1,215.8 |
High |
1,255.1 |
1,248.0 |
-7.1 |
-0.6% |
1,255.1 |
Low |
1,223.0 |
1,224.5 |
1.5 |
0.1% |
1,189.9 |
Close |
1,233.1 |
1,233.5 |
0.4 |
0.0% |
1,233.1 |
Range |
32.1 |
23.5 |
-8.6 |
-26.8% |
65.2 |
ATR |
20.7 |
20.9 |
0.2 |
1.0% |
0.0 |
Volume |
5,020 |
4,824 |
-196 |
-3.9% |
30,778 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.8 |
1,293.2 |
1,246.4 |
|
R3 |
1,282.3 |
1,269.7 |
1,240.0 |
|
R2 |
1,258.8 |
1,258.8 |
1,237.8 |
|
R1 |
1,246.2 |
1,246.2 |
1,235.7 |
1,240.8 |
PP |
1,235.3 |
1,235.3 |
1,235.3 |
1,232.6 |
S1 |
1,222.7 |
1,222.7 |
1,231.3 |
1,217.3 |
S2 |
1,211.8 |
1,211.8 |
1,229.2 |
|
S3 |
1,188.3 |
1,199.2 |
1,227.0 |
|
S4 |
1,164.8 |
1,175.7 |
1,220.6 |
|
|
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 |
1,206.8 |
48.3 |
3.9% |
25.1 |
2.0% |
55% |
False |
False |
6,061 |
10 |
1,255.1 |
1,161.2 |
93.9 |
7.6% |
25.6 |
2.1% |
77% |
False |
False |
5,251 |
20 |
1,255.1 |
1,135.9 |
119.2 |
9.7% |
20.0 |
1.6% |
82% |
False |
False |
3,722 |
40 |
1,255.1 |
1,089.9 |
165.2 |
13.4% |
17.0 |
1.4% |
87% |
False |
False |
2,647 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.4% |
16.6 |
1.3% |
87% |
False |
False |
2,185 |
80 |
1,255.1 |
1,048.2 |
206.9 |
16.8% |
17.6 |
1.4% |
90% |
False |
False |
2,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.9 |
2.618 |
1,309.5 |
1.618 |
1,286.0 |
1.000 |
1,271.5 |
0.618 |
1,262.5 |
HIGH |
1,248.0 |
0.618 |
1,239.0 |
0.500 |
1,236.3 |
0.382 |
1,233.5 |
LOW |
1,224.5 |
0.618 |
1,210.0 |
1.000 |
1,201.0 |
1.618 |
1,186.5 |
2.618 |
1,163.0 |
4.250 |
1,124.6 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,236.3 |
1,239.1 |
PP |
1,235.3 |
1,237.2 |
S1 |
1,234.4 |
1,235.4 |
|