Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,227.7 |
1,201.5 |
-26.2 |
-2.1% |
1,215.8 |
High |
1,231.6 |
1,202.8 |
-28.8 |
-2.3% |
1,255.1 |
Low |
1,192.0 |
1,180.3 |
-11.7 |
-1.0% |
1,189.9 |
Close |
1,198.5 |
1,194.1 |
-4.4 |
-0.4% |
1,233.1 |
Range |
39.6 |
22.5 |
-17.1 |
-43.2% |
65.2 |
ATR |
22.2 |
22.3 |
0.0 |
0.1% |
0.0 |
Volume |
3,036 |
5,006 |
1,970 |
64.9% |
30,778 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.9 |
1,249.5 |
1,206.5 |
|
R3 |
1,237.4 |
1,227.0 |
1,200.3 |
|
R2 |
1,214.9 |
1,214.9 |
1,198.2 |
|
R1 |
1,204.5 |
1,204.5 |
1,196.2 |
1,198.5 |
PP |
1,192.4 |
1,192.4 |
1,192.4 |
1,189.4 |
S1 |
1,182.0 |
1,182.0 |
1,192.0 |
1,176.0 |
S2 |
1,169.9 |
1,169.9 |
1,190.0 |
|
S3 |
1,147.4 |
1,159.5 |
1,187.9 |
|
S4 |
1,124.9 |
1,137.0 |
1,181.7 |
|
|
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 |
1,180.3 |
74.8 |
6.3% |
27.8 |
2.3% |
18% |
False |
True |
4,356 |
10 |
1,255.1 |
1,180.3 |
74.8 |
6.3% |
25.6 |
2.1% |
18% |
False |
True |
5,528 |
20 |
1,255.1 |
1,139.0 |
116.1 |
9.7% |
22.2 |
1.9% |
47% |
False |
False |
4,079 |
40 |
1,255.1 |
1,091.9 |
163.2 |
13.7% |
17.9 |
1.5% |
63% |
False |
False |
2,837 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.8% |
17.1 |
1.4% |
63% |
False |
False |
2,328 |
80 |
1,255.1 |
1,048.2 |
206.9 |
17.3% |
18.1 |
1.5% |
71% |
False |
False |
2,304 |
100 |
1,255.1 |
1,048.2 |
206.9 |
17.3% |
18.0 |
1.5% |
71% |
False |
False |
2,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.4 |
2.618 |
1,261.7 |
1.618 |
1,239.2 |
1.000 |
1,225.3 |
0.618 |
1,216.7 |
HIGH |
1,202.8 |
0.618 |
1,194.2 |
0.500 |
1,191.6 |
0.382 |
1,188.9 |
LOW |
1,180.3 |
0.618 |
1,166.4 |
1.000 |
1,157.8 |
1.618 |
1,143.9 |
2.618 |
1,121.4 |
4.250 |
1,084.7 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,193.3 |
1,207.0 |
PP |
1,192.4 |
1,202.7 |
S1 |
1,191.6 |
1,198.4 |
|