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 |
10,780.68 |
10,616.98 |
-163.70 |
-1.5% |
10,386.18 |
High |
10,780.75 |
10,660.97 |
-119.78 |
-1.1% |
10,920.27 |
Low |
10,537.25 |
10,436.06 |
-101.19 |
-1.0% |
10,386.03 |
Close |
10,620.16 |
10,625.83 |
5.67 |
0.1% |
10,620.16 |
Range |
243.50 |
224.91 |
-18.59 |
-7.6% |
534.24 |
ATR |
213.47 |
214.29 |
0.82 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,249.02 |
11,162.33 |
10,749.53 |
|
R3 |
11,024.11 |
10,937.42 |
10,687.68 |
|
R2 |
10,799.20 |
10,799.20 |
10,667.06 |
|
R1 |
10,712.51 |
10,712.51 |
10,646.45 |
10,755.86 |
PP |
10,574.29 |
10,574.29 |
10,574.29 |
10,595.96 |
S1 |
10,487.60 |
10,487.60 |
10,605.21 |
10,530.95 |
S2 |
10,349.38 |
10,349.38 |
10,584.60 |
|
S3 |
10,124.47 |
10,262.69 |
10,563.98 |
|
S4 |
9,899.56 |
10,037.78 |
10,502.13 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,244.87 |
11,966.76 |
10,913.99 |
|
R3 |
11,710.63 |
11,432.52 |
10,767.08 |
|
R2 |
11,176.39 |
11,176.39 |
10,718.10 |
|
R1 |
10,898.28 |
10,898.28 |
10,669.13 |
11,037.34 |
PP |
10,642.15 |
10,642.15 |
10,642.15 |
10,711.68 |
S1 |
10,364.04 |
10,364.04 |
10,571.19 |
10,503.10 |
S2 |
10,107.91 |
10,107.91 |
10,522.22 |
|
S3 |
9,573.67 |
9,829.80 |
10,473.24 |
|
S4 |
9,039.43 |
9,295.56 |
10,326.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,920.27 |
10,436.06 |
484.21 |
4.6% |
194.62 |
1.8% |
39% |
False |
True |
|
10 |
11,149.48 |
9,869.62 |
1,279.86 |
12.0% |
318.24 |
3.0% |
59% |
False |
False |
|
20 |
11,258.01 |
9,869.62 |
1,388.39 |
13.1% |
225.70 |
2.1% |
54% |
False |
False |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
13.1% |
158.46 |
1.5% |
54% |
False |
False |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
13.1% |
135.30 |
1.3% |
54% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.4% |
139.86 |
1.3% |
56% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.4% |
131.44 |
1.2% |
56% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.4% |
129.12 |
1.2% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,616.84 |
2.618 |
11,249.78 |
1.618 |
11,024.87 |
1.000 |
10,885.88 |
0.618 |
10,799.96 |
HIGH |
10,660.97 |
0.618 |
10,575.05 |
0.500 |
10,548.52 |
0.382 |
10,521.98 |
LOW |
10,436.06 |
0.618 |
10,297.07 |
1.000 |
10,211.15 |
1.618 |
10,072.16 |
2.618 |
9,847.25 |
4.250 |
9,480.19 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,600.06 |
10,678.17 |
PP |
10,574.29 |
10,660.72 |
S1 |
10,548.52 |
10,643.28 |
|