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 |
1,187.0 |
1,186.5 |
-0.5 |
0.0% |
1,235.1 |
High |
1,192.9 |
1,203.0 |
10.1 |
0.8% |
1,248.0 |
Low |
1,172.0 |
1,185.8 |
13.8 |
1.2% |
1,172.0 |
Close |
1,181.8 |
1,200.0 |
18.2 |
1.5% |
1,181.8 |
Range |
20.9 |
17.2 |
-3.7 |
-17.7% |
76.0 |
ATR |
22.2 |
22.2 |
-0.1 |
-0.3% |
0.0 |
Volume |
5,702 |
3,970 |
-1,732 |
-30.4% |
22,464 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.9 |
1,241.1 |
1,209.5 |
|
R3 |
1,230.7 |
1,223.9 |
1,204.7 |
|
R2 |
1,213.5 |
1,213.5 |
1,203.2 |
|
R1 |
1,206.7 |
1,206.7 |
1,201.6 |
1,210.1 |
PP |
1,196.3 |
1,196.3 |
1,196.3 |
1,198.0 |
S1 |
1,189.5 |
1,189.5 |
1,198.4 |
1,192.9 |
S2 |
1,179.1 |
1,179.1 |
1,196.8 |
|
S3 |
1,161.9 |
1,172.3 |
1,195.3 |
|
S4 |
1,144.7 |
1,155.1 |
1,190.5 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.6 |
1,381.2 |
1,223.6 |
|
R3 |
1,352.6 |
1,305.2 |
1,202.7 |
|
R2 |
1,276.6 |
1,276.6 |
1,195.7 |
|
R1 |
1,229.2 |
1,229.2 |
1,188.8 |
1,214.9 |
PP |
1,200.6 |
1,200.6 |
1,200.6 |
1,193.5 |
S1 |
1,153.2 |
1,153.2 |
1,174.8 |
1,138.9 |
S2 |
1,124.6 |
1,124.6 |
1,167.9 |
|
S3 |
1,048.6 |
1,077.2 |
1,160.9 |
|
S4 |
972.6 |
1,001.2 |
1,140.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,233.6 |
1,172.0 |
61.6 |
5.1% |
24.3 |
2.0% |
45% |
False |
False |
4,322 |
10 |
1,255.1 |
1,172.0 |
83.1 |
6.9% |
24.7 |
2.1% |
34% |
False |
False |
5,191 |
20 |
1,255.1 |
1,150.7 |
104.4 |
8.7% |
22.4 |
1.9% |
47% |
False |
False |
4,348 |
40 |
1,255.1 |
1,106.6 |
148.5 |
12.4% |
18.2 |
1.5% |
63% |
False |
False |
3,008 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.8% |
17.2 |
1.4% |
67% |
False |
False |
2,451 |
80 |
1,255.1 |
1,048.2 |
206.9 |
17.2% |
18.2 |
1.5% |
73% |
False |
False |
2,391 |
100 |
1,255.1 |
1,048.2 |
206.9 |
17.2% |
18.2 |
1.5% |
73% |
False |
False |
2,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.1 |
2.618 |
1,248.0 |
1.618 |
1,230.8 |
1.000 |
1,220.2 |
0.618 |
1,213.6 |
HIGH |
1,203.0 |
0.618 |
1,196.4 |
0.500 |
1,194.4 |
0.382 |
1,192.4 |
LOW |
1,185.8 |
0.618 |
1,175.2 |
1.000 |
1,168.6 |
1.618 |
1,158.0 |
2.618 |
1,140.8 |
4.250 |
1,112.7 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,198.1 |
1,195.8 |
PP |
1,196.3 |
1,191.7 |
S1 |
1,194.4 |
1,187.5 |
|