Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,104.75 |
1,060.00 |
-44.75 |
-4.1% |
1,135.00 |
High |
1,106.75 |
1,079.50 |
-27.25 |
-2.5% |
1,138.00 |
Low |
1,059.25 |
1,043.75 |
-15.50 |
-1.5% |
1,043.75 |
Close |
1,061.25 |
1,076.00 |
14.75 |
1.4% |
1,076.00 |
Range |
47.50 |
35.75 |
-11.75 |
-24.7% |
94.25 |
ATR |
27.00 |
27.63 |
0.62 |
2.3% |
0.00 |
Volume |
61 |
82 |
21 |
34.4% |
813 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.75 |
1,160.50 |
1,095.75 |
|
R3 |
1,138.00 |
1,124.75 |
1,085.75 |
|
R2 |
1,102.25 |
1,102.25 |
1,082.50 |
|
R1 |
1,089.00 |
1,089.00 |
1,079.25 |
1,095.50 |
PP |
1,066.50 |
1,066.50 |
1,066.50 |
1,069.75 |
S1 |
1,053.25 |
1,053.25 |
1,072.75 |
1,060.00 |
S2 |
1,030.75 |
1,030.75 |
1,069.50 |
|
S3 |
995.00 |
1,017.50 |
1,066.25 |
|
S4 |
959.25 |
981.75 |
1,056.25 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.75 |
1,316.50 |
1,127.75 |
|
R3 |
1,274.50 |
1,222.25 |
1,102.00 |
|
R2 |
1,180.25 |
1,180.25 |
1,093.25 |
|
R1 |
1,128.00 |
1,128.00 |
1,084.75 |
1,107.00 |
PP |
1,086.00 |
1,086.00 |
1,086.00 |
1,075.50 |
S1 |
1,033.75 |
1,033.75 |
1,067.25 |
1,012.75 |
S2 |
991.75 |
991.75 |
1,058.75 |
|
S3 |
897.50 |
939.50 |
1,050.00 |
|
S4 |
803.25 |
845.25 |
1,024.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,138.00 |
1,043.75 |
94.25 |
8.8% |
33.50 |
3.1% |
34% |
False |
True |
162 |
10 |
1,164.75 |
1,043.75 |
121.00 |
11.2% |
31.50 |
2.9% |
27% |
False |
True |
171 |
20 |
1,208.00 |
1,043.75 |
164.25 |
15.3% |
30.00 |
2.8% |
20% |
False |
True |
148 |
40 |
1,208.00 |
1,043.75 |
164.25 |
15.3% |
20.25 |
1.9% |
20% |
False |
True |
104 |
60 |
1,208.00 |
1,043.75 |
164.25 |
15.3% |
15.75 |
1.5% |
20% |
False |
True |
99 |
80 |
1,208.00 |
1,034.75 |
173.25 |
16.1% |
13.25 |
1.2% |
24% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,231.50 |
2.618 |
1,173.00 |
1.618 |
1,137.25 |
1.000 |
1,115.25 |
0.618 |
1,101.50 |
HIGH |
1,079.50 |
0.618 |
1,065.75 |
0.500 |
1,061.50 |
0.382 |
1,057.50 |
LOW |
1,043.75 |
0.618 |
1,021.75 |
1.000 |
1,008.00 |
1.618 |
986.00 |
2.618 |
950.25 |
4.250 |
891.75 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,071.25 |
1,078.50 |
PP |
1,066.50 |
1,077.50 |
S1 |
1,061.50 |
1,076.75 |
|