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 |
10,063.93 |
10,193.46 |
129.53 |
1.3% |
10,616.98 |
High |
10,198.53 |
10,196.41 |
-2.12 |
0.0% |
10,718.86 |
Low |
9,918.82 |
10,052.67 |
133.85 |
1.3% |
9,918.82 |
Close |
10,193.39 |
10,066.57 |
-126.82 |
-1.2% |
10,193.39 |
Range |
279.71 |
143.74 |
-135.97 |
-48.6% |
800.04 |
ATR |
230.15 |
223.98 |
-6.17 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,536.44 |
10,445.24 |
10,145.63 |
|
R3 |
10,392.70 |
10,301.50 |
10,106.10 |
|
R2 |
10,248.96 |
10,248.96 |
10,092.92 |
|
R1 |
10,157.76 |
10,157.76 |
10,079.75 |
10,131.49 |
PP |
10,105.22 |
10,105.22 |
10,105.22 |
10,092.08 |
S1 |
10,014.02 |
10,014.02 |
10,053.39 |
9,987.75 |
S2 |
9,961.48 |
9,961.48 |
10,040.22 |
|
S3 |
9,817.74 |
9,870.28 |
10,027.04 |
|
S4 |
9,674.00 |
9,726.54 |
9,987.51 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,677.14 |
12,235.31 |
10,633.41 |
|
R3 |
11,877.10 |
11,435.27 |
10,413.40 |
|
R2 |
11,077.06 |
11,077.06 |
10,340.06 |
|
R1 |
10,635.23 |
10,635.23 |
10,266.73 |
10,456.13 |
PP |
10,277.02 |
10,277.02 |
10,277.02 |
10,187.47 |
S1 |
9,835.19 |
9,835.19 |
10,120.05 |
9,656.09 |
S2 |
9,476.98 |
9,476.98 |
10,046.72 |
|
S3 |
8,676.94 |
9,035.15 |
9,973.38 |
|
S4 |
7,876.90 |
8,235.11 |
9,753.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,718.86 |
9,918.82 |
800.04 |
7.9% |
246.56 |
2.4% |
18% |
False |
False |
|
10 |
10,920.27 |
9,918.82 |
1,001.45 |
9.9% |
220.59 |
2.2% |
15% |
False |
False |
|
20 |
11,218.86 |
9,869.62 |
1,349.24 |
13.4% |
264.80 |
2.6% |
15% |
False |
False |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
13.8% |
176.77 |
1.8% |
14% |
False |
False |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
13.8% |
146.18 |
1.5% |
14% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
14.1% |
145.25 |
1.4% |
16% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
14.1% |
141.16 |
1.4% |
16% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
14.1% |
133.95 |
1.3% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,807.31 |
2.618 |
10,572.72 |
1.618 |
10,428.98 |
1.000 |
10,340.15 |
0.618 |
10,285.24 |
HIGH |
10,196.41 |
0.618 |
10,141.50 |
0.500 |
10,124.54 |
0.382 |
10,107.58 |
LOW |
10,052.67 |
0.618 |
9,963.84 |
1.000 |
9,908.93 |
1.618 |
9,820.10 |
2.618 |
9,676.36 |
4.250 |
9,441.78 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,124.54 |
10,179.52 |
PP |
10,105.22 |
10,141.87 |
S1 |
10,085.89 |
10,104.22 |
|