Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,465 |
10,736 |
271 |
2.6% |
10,972 |
High |
10,794 |
10,840 |
46 |
0.4% |
11,131 |
Low |
10,451 |
10,622 |
171 |
1.6% |
9,840 |
Close |
10,741 |
10,709 |
-32 |
-0.3% |
10,335 |
Range |
343 |
218 |
-125 |
-36.4% |
1,291 |
ATR |
231 |
230 |
-1 |
-0.4% |
0 |
Volume |
322,300 |
230,983 |
-91,317 |
-28.3% |
1,002,444 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,378 |
11,261 |
10,829 |
|
R3 |
11,160 |
11,043 |
10,769 |
|
R2 |
10,942 |
10,942 |
10,749 |
|
R1 |
10,825 |
10,825 |
10,729 |
10,775 |
PP |
10,724 |
10,724 |
10,724 |
10,698 |
S1 |
10,607 |
10,607 |
10,689 |
10,557 |
S2 |
10,506 |
10,506 |
10,669 |
|
S3 |
10,288 |
10,389 |
10,649 |
|
S4 |
10,070 |
10,171 |
10,589 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,308 |
13,613 |
11,045 |
|
R3 |
13,017 |
12,322 |
10,690 |
|
R2 |
11,726 |
11,726 |
10,572 |
|
R1 |
11,031 |
11,031 |
10,453 |
10,733 |
PP |
10,435 |
10,435 |
10,435 |
10,287 |
S1 |
9,740 |
9,740 |
10,217 |
9,442 |
S2 |
9,144 |
9,144 |
10,098 |
|
S3 |
7,853 |
8,449 |
9,980 |
|
S4 |
6,562 |
7,158 |
9,625 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,912 |
9,840 |
1,072 |
10.0% |
421 |
3.9% |
81% |
False |
False |
255,352 |
10 |
11,158 |
9,840 |
1,318 |
12.3% |
305 |
2.8% |
66% |
False |
False |
206,634 |
20 |
11,206 |
9,840 |
1,366 |
12.8% |
213 |
2.0% |
64% |
False |
False |
168,215 |
40 |
11,206 |
9,840 |
1,366 |
12.8% |
151 |
1.4% |
64% |
False |
False |
135,658 |
60 |
11,206 |
9,840 |
1,366 |
12.8% |
137 |
1.3% |
64% |
False |
False |
93,324 |
80 |
11,206 |
9,731 |
1,475 |
13.8% |
146 |
1.4% |
66% |
False |
False |
70,023 |
100 |
11,206 |
9,731 |
1,475 |
13.8% |
134 |
1.2% |
66% |
False |
False |
56,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,767 |
2.618 |
11,411 |
1.618 |
11,193 |
1.000 |
11,058 |
0.618 |
10,975 |
HIGH |
10,840 |
0.618 |
10,757 |
0.500 |
10,731 |
0.382 |
10,705 |
LOW |
10,622 |
0.618 |
10,487 |
1.000 |
10,404 |
1.618 |
10,269 |
2.618 |
10,051 |
4.250 |
9,696 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,731 |
10,646 |
PP |
10,724 |
10,584 |
S1 |
10,716 |
10,521 |
|