Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,107.34 |
1,067.26 |
-40.08 |
-3.6% |
1,136.52 |
High |
1,107.34 |
1,090.16 |
-17.18 |
-1.6% |
1,148.66 |
Low |
1,071.58 |
1,055.90 |
-15.68 |
-1.5% |
1,055.90 |
Close |
1,071.59 |
1,087.69 |
16.10 |
1.5% |
1,087.69 |
Range |
35.76 |
34.26 |
-1.50 |
-4.2% |
92.76 |
ATR |
26.58 |
27.13 |
0.55 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,180.70 |
1,168.45 |
1,106.53 |
|
R3 |
1,146.44 |
1,134.19 |
1,097.11 |
|
R2 |
1,112.18 |
1,112.18 |
1,093.97 |
|
R1 |
1,099.93 |
1,099.93 |
1,090.83 |
1,106.06 |
PP |
1,077.92 |
1,077.92 |
1,077.92 |
1,080.98 |
S1 |
1,065.67 |
1,065.67 |
1,084.55 |
1,071.80 |
S2 |
1,043.66 |
1,043.66 |
1,081.41 |
|
S3 |
1,009.40 |
1,031.41 |
1,078.27 |
|
S4 |
975.14 |
997.15 |
1,068.85 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.70 |
1,324.45 |
1,138.71 |
|
R3 |
1,282.94 |
1,231.69 |
1,113.20 |
|
R2 |
1,190.18 |
1,190.18 |
1,104.70 |
|
R1 |
1,138.93 |
1,138.93 |
1,096.19 |
1,118.18 |
PP |
1,097.42 |
1,097.42 |
1,097.42 |
1,087.04 |
S1 |
1,046.17 |
1,046.17 |
1,079.19 |
1,025.42 |
S2 |
1,004.66 |
1,004.66 |
1,070.68 |
|
S3 |
911.90 |
953.41 |
1,062.18 |
|
S4 |
819.14 |
860.65 |
1,036.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,148.66 |
1,055.90 |
92.76 |
8.5% |
30.40 |
2.8% |
34% |
False |
True |
|
10 |
1,173.57 |
1,055.90 |
117.67 |
10.8% |
28.23 |
2.6% |
27% |
False |
True |
|
20 |
1,219.80 |
1,055.90 |
163.90 |
15.1% |
28.91 |
2.7% |
19% |
False |
True |
|
40 |
1,219.80 |
1,055.90 |
163.90 |
15.1% |
20.03 |
1.8% |
19% |
False |
True |
|
60 |
1,219.80 |
1,055.90 |
163.90 |
15.1% |
16.63 |
1.5% |
19% |
False |
True |
|
80 |
1,219.80 |
1,044.50 |
175.30 |
16.1% |
16.53 |
1.5% |
25% |
False |
False |
|
100 |
1,219.80 |
1,044.50 |
175.30 |
16.1% |
15.78 |
1.5% |
25% |
False |
False |
|
120 |
1,219.80 |
1,044.50 |
175.30 |
16.1% |
14.87 |
1.4% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,235.77 |
2.618 |
1,179.85 |
1.618 |
1,145.59 |
1.000 |
1,124.42 |
0.618 |
1,111.33 |
HIGH |
1,090.16 |
0.618 |
1,077.07 |
0.500 |
1,073.03 |
0.382 |
1,068.99 |
LOW |
1,055.90 |
0.618 |
1,034.73 |
1.000 |
1,021.64 |
1.618 |
1,000.47 |
2.618 |
966.21 |
4.250 |
910.30 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,082.80 |
1,090.09 |
PP |
1,077.92 |
1,089.29 |
S1 |
1,073.03 |
1,088.49 |
|