Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,736 |
10,705 |
-31 |
-0.3% |
10,972 |
High |
10,840 |
10,882 |
42 |
0.4% |
11,131 |
Low |
10,622 |
10,615 |
-7 |
-0.1% |
9,840 |
Close |
10,709 |
10,876 |
167 |
1.6% |
10,335 |
Range |
218 |
267 |
49 |
22.5% |
1,291 |
ATR |
230 |
233 |
3 |
1.1% |
0 |
Volume |
230,983 |
169,518 |
-61,465 |
-26.6% |
1,002,444 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,592 |
11,501 |
11,023 |
|
R3 |
11,325 |
11,234 |
10,950 |
|
R2 |
11,058 |
11,058 |
10,925 |
|
R1 |
10,967 |
10,967 |
10,901 |
11,013 |
PP |
10,791 |
10,791 |
10,791 |
10,814 |
S1 |
10,700 |
10,700 |
10,852 |
10,746 |
S2 |
10,524 |
10,524 |
10,827 |
|
S3 |
10,257 |
10,433 |
10,803 |
|
S4 |
9,990 |
10,166 |
10,729 |
|
|
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 |
10,882 |
9,840 |
1,042 |
9.6% |
446 |
4.1% |
99% |
True |
False |
247,363 |
10 |
11,158 |
9,840 |
1,318 |
12.1% |
320 |
2.9% |
79% |
False |
False |
202,484 |
20 |
11,206 |
9,840 |
1,366 |
12.6% |
222 |
2.0% |
76% |
False |
False |
171,221 |
40 |
11,206 |
9,840 |
1,366 |
12.6% |
156 |
1.4% |
76% |
False |
False |
137,423 |
60 |
11,206 |
9,840 |
1,366 |
12.6% |
138 |
1.3% |
76% |
False |
False |
96,145 |
80 |
11,206 |
9,731 |
1,475 |
13.6% |
149 |
1.4% |
78% |
False |
False |
72,141 |
100 |
11,206 |
9,731 |
1,475 |
13.6% |
136 |
1.2% |
78% |
False |
False |
57,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,017 |
2.618 |
11,581 |
1.618 |
11,314 |
1.000 |
11,149 |
0.618 |
11,047 |
HIGH |
10,882 |
0.618 |
10,780 |
0.500 |
10,749 |
0.382 |
10,717 |
LOW |
10,615 |
0.618 |
10,450 |
1.000 |
10,348 |
1.618 |
10,183 |
2.618 |
9,916 |
4.250 |
9,480 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,834 |
10,806 |
PP |
10,791 |
10,736 |
S1 |
10,749 |
10,667 |
|