Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
114.88 |
111.77 |
-3.11 |
-2.7% |
115.81 |
High |
115.22 |
112.77 |
-2.45 |
-2.1% |
117.68 |
Low |
112.03 |
110.36 |
-1.67 |
-1.5% |
112.87 |
Close |
112.40 |
111.76 |
-0.64 |
-0.6% |
113.89 |
Range |
3.19 |
2.41 |
-0.78 |
-24.5% |
4.81 |
ATR |
2.66 |
2.65 |
-0.02 |
-0.7% |
0.00 |
Volume |
360,132,730 |
394,396,910 |
34,264,180 |
9.5% |
1,525,470,754 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.86 |
117.72 |
113.09 |
|
R3 |
116.45 |
115.31 |
112.42 |
|
R2 |
114.04 |
114.04 |
112.20 |
|
R1 |
112.90 |
112.90 |
111.98 |
112.27 |
PP |
111.63 |
111.63 |
111.63 |
111.31 |
S1 |
110.49 |
110.49 |
111.54 |
109.86 |
S2 |
109.22 |
109.22 |
111.32 |
|
S3 |
106.81 |
108.08 |
111.10 |
|
S4 |
104.40 |
105.67 |
110.43 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.24 |
126.38 |
116.54 |
|
R3 |
124.43 |
121.57 |
115.21 |
|
R2 |
119.62 |
119.62 |
114.77 |
|
R1 |
116.76 |
116.76 |
114.33 |
115.79 |
PP |
114.81 |
114.81 |
114.81 |
114.33 |
S1 |
111.95 |
111.95 |
113.45 |
110.98 |
S2 |
110.00 |
110.00 |
113.01 |
|
S3 |
105.19 |
107.14 |
112.57 |
|
S4 |
100.38 |
102.33 |
111.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117.68 |
110.36 |
7.32 |
6.5% |
2.52 |
2.3% |
19% |
False |
True |
332,022,754 |
10 |
117.68 |
105.00 |
12.68 |
11.3% |
3.47 |
3.1% |
53% |
False |
False |
387,865,505 |
20 |
122.12 |
105.00 |
17.12 |
15.3% |
2.60 |
2.3% |
39% |
False |
False |
321,479,010 |
40 |
122.12 |
105.00 |
17.12 |
15.3% |
1.86 |
1.7% |
39% |
False |
False |
245,561,927 |
60 |
122.12 |
105.00 |
17.12 |
15.3% |
1.59 |
1.4% |
39% |
False |
False |
221,013,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.01 |
2.618 |
119.08 |
1.618 |
116.67 |
1.000 |
115.18 |
0.618 |
114.26 |
HIGH |
112.77 |
0.618 |
111.85 |
0.500 |
111.57 |
0.382 |
111.28 |
LOW |
110.36 |
0.618 |
108.87 |
1.000 |
107.95 |
1.618 |
106.46 |
2.618 |
104.05 |
4.250 |
100.12 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
111.70 |
112.79 |
PP |
111.63 |
112.45 |
S1 |
111.57 |
112.10 |
|