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 |
10,505.70 |
10,440.21 |
-65.49 |
-0.6% |
10,386.18 |
High |
10,522.52 |
10,440.21 |
-82.31 |
-0.8% |
10,920.27 |
Low |
10,324.66 |
10,065.36 |
-259.30 |
-2.5% |
10,386.03 |
Close |
10,444.37 |
10,068.01 |
-376.36 |
-3.6% |
10,620.16 |
Range |
197.86 |
374.85 |
176.99 |
89.5% |
534.24 |
ATR |
214.60 |
226.34 |
11.74 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,315.74 |
11,066.73 |
10,274.18 |
|
R3 |
10,940.89 |
10,691.88 |
10,171.09 |
|
R2 |
10,566.04 |
10,566.04 |
10,136.73 |
|
R1 |
10,317.03 |
10,317.03 |
10,102.37 |
10,254.11 |
PP |
10,191.19 |
10,191.19 |
10,191.19 |
10,159.74 |
S1 |
9,942.18 |
9,942.18 |
10,033.65 |
9,879.26 |
S2 |
9,816.34 |
9,816.34 |
9,999.29 |
|
S3 |
9,441.49 |
9,567.33 |
9,964.93 |
|
S4 |
9,066.64 |
9,192.48 |
9,861.84 |
|
|
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 |
10,780.75 |
10,065.36 |
715.39 |
7.1% |
255.56 |
2.5% |
0% |
False |
True |
|
10 |
10,920.27 |
10,065.36 |
854.91 |
8.5% |
256.95 |
2.6% |
0% |
False |
True |
|
20 |
11,258.01 |
9,869.62 |
1,388.39 |
13.8% |
252.15 |
2.5% |
14% |
False |
False |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
13.8% |
171.54 |
1.7% |
14% |
False |
False |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
13.8% |
143.49 |
1.4% |
14% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
14.1% |
144.39 |
1.4% |
16% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
14.1% |
137.73 |
1.4% |
16% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
14.1% |
133.11 |
1.3% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,033.32 |
2.618 |
11,421.57 |
1.618 |
11,046.72 |
1.000 |
10,815.06 |
0.618 |
10,671.87 |
HIGH |
10,440.21 |
0.618 |
10,297.02 |
0.500 |
10,252.79 |
0.382 |
10,208.55 |
LOW |
10,065.36 |
0.618 |
9,833.70 |
1.000 |
9,690.51 |
1.618 |
9,458.85 |
2.618 |
9,084.00 |
4.250 |
8,472.25 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,252.79 |
10,392.11 |
PP |
10,191.19 |
10,284.08 |
S1 |
10,129.60 |
10,176.04 |
|