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 |
5,387.5 |
5,207.0 |
-180.5 |
-3.4% |
5,261.0 |
High |
5,391.0 |
5,310.0 |
-81.0 |
-1.5% |
5,432.0 |
Low |
5,216.0 |
5,192.0 |
-24.0 |
-0.5% |
5,216.0 |
Close |
5,243.0 |
5,239.0 |
-4.0 |
-0.1% |
5,243.0 |
Range |
175.0 |
118.0 |
-57.0 |
-32.6% |
216.0 |
ATR |
143.2 |
141.4 |
-1.8 |
-1.3% |
0.0 |
Volume |
124,268 |
161,540 |
37,272 |
30.0% |
1,102,378 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,601.0 |
5,538.0 |
5,304.0 |
|
R3 |
5,483.0 |
5,420.0 |
5,271.5 |
|
R2 |
5,365.0 |
5,365.0 |
5,260.5 |
|
R1 |
5,302.0 |
5,302.0 |
5,250.0 |
5,333.5 |
PP |
5,247.0 |
5,247.0 |
5,247.0 |
5,263.0 |
S1 |
5,184.0 |
5,184.0 |
5,228.0 |
5,215.5 |
S2 |
5,129.0 |
5,129.0 |
5,217.5 |
|
S3 |
5,011.0 |
5,066.0 |
5,206.5 |
|
S4 |
4,893.0 |
4,948.0 |
5,174.0 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,945.0 |
5,810.0 |
5,362.0 |
|
R3 |
5,729.0 |
5,594.0 |
5,302.5 |
|
R2 |
5,513.0 |
5,513.0 |
5,282.5 |
|
R1 |
5,378.0 |
5,378.0 |
5,263.0 |
5,337.5 |
PP |
5,297.0 |
5,297.0 |
5,297.0 |
5,277.0 |
S1 |
5,162.0 |
5,162.0 |
5,223.0 |
5,121.5 |
S2 |
5,081.0 |
5,081.0 |
5,203.5 |
|
S3 |
4,865.0 |
4,946.0 |
5,183.5 |
|
S4 |
4,649.0 |
4,730.0 |
5,124.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,432.0 |
5,192.0 |
240.0 |
4.6% |
126.5 |
2.4% |
20% |
False |
True |
174,454 |
10 |
5,512.0 |
4,801.0 |
711.0 |
13.6% |
184.5 |
3.5% |
62% |
False |
False |
187,959 |
20 |
5,761.0 |
4,801.0 |
960.0 |
18.3% |
143.5 |
2.7% |
46% |
False |
False |
156,465 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
101.0 |
1.9% |
44% |
False |
False |
128,326 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
86.0 |
1.6% |
44% |
False |
False |
96,788 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
76.5 |
1.5% |
44% |
False |
False |
72,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,811.5 |
2.618 |
5,619.0 |
1.618 |
5,501.0 |
1.000 |
5,428.0 |
0.618 |
5,383.0 |
HIGH |
5,310.0 |
0.618 |
5,265.0 |
0.500 |
5,251.0 |
0.382 |
5,237.0 |
LOW |
5,192.0 |
0.618 |
5,119.0 |
1.000 |
5,074.0 |
1.618 |
5,001.0 |
2.618 |
4,883.0 |
4.250 |
4,690.5 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,251.0 |
5,312.0 |
PP |
5,247.0 |
5,287.5 |
S1 |
5,243.0 |
5,263.5 |
|