Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,616.98 |
10,625.45 |
8.47 |
0.1% |
10,386.18 |
High |
10,660.97 |
10,718.86 |
57.89 |
0.5% |
10,920.27 |
Low |
10,436.06 |
10,482.20 |
46.14 |
0.4% |
10,386.03 |
Close |
10,625.83 |
10,510.95 |
-114.88 |
-1.1% |
10,620.16 |
Range |
224.91 |
236.66 |
11.75 |
5.2% |
534.24 |
ATR |
214.29 |
215.88 |
1.60 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,280.65 |
11,132.46 |
10,641.11 |
|
R3 |
11,043.99 |
10,895.80 |
10,576.03 |
|
R2 |
10,807.33 |
10,807.33 |
10,554.34 |
|
R1 |
10,659.14 |
10,659.14 |
10,532.64 |
10,614.91 |
PP |
10,570.67 |
10,570.67 |
10,570.67 |
10,548.55 |
S1 |
10,422.48 |
10,422.48 |
10,489.26 |
10,378.25 |
S2 |
10,334.01 |
10,334.01 |
10,467.56 |
|
S3 |
10,097.35 |
10,185.82 |
10,445.87 |
|
S4 |
9,860.69 |
9,949.16 |
10,380.79 |
|
|
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% |
204.12 |
1.9% |
15% |
False |
False |
|
10 |
10,946.79 |
9,869.62 |
1,077.17 |
10.2% |
313.89 |
3.0% |
60% |
False |
False |
|
20 |
11,258.01 |
9,869.62 |
1,388.39 |
13.2% |
234.31 |
2.2% |
46% |
False |
False |
|
40 |
11,258.01 |
9,869.62 |
1,388.39 |
13.2% |
161.51 |
1.5% |
46% |
False |
False |
|
60 |
11,258.01 |
9,869.62 |
1,388.39 |
13.2% |
138.16 |
1.3% |
46% |
False |
False |
|
80 |
11,258.01 |
9,835.09 |
1,422.92 |
13.5% |
139.92 |
1.3% |
47% |
False |
False |
|
100 |
11,258.01 |
9,835.09 |
1,422.92 |
13.5% |
133.15 |
1.3% |
47% |
False |
False |
|
120 |
11,258.01 |
9,835.09 |
1,422.92 |
13.5% |
129.63 |
1.2% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,724.67 |
2.618 |
11,338.44 |
1.618 |
11,101.78 |
1.000 |
10,955.52 |
0.618 |
10,865.12 |
HIGH |
10,718.86 |
0.618 |
10,628.46 |
0.500 |
10,600.53 |
0.382 |
10,572.60 |
LOW |
10,482.20 |
0.618 |
10,335.94 |
1.000 |
10,245.54 |
1.618 |
10,099.28 |
2.618 |
9,862.62 |
4.250 |
9,476.40 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,600.53 |
10,608.41 |
PP |
10,570.67 |
10,575.92 |
S1 |
10,540.81 |
10,543.44 |
|