Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,874 |
10,767 |
-107 |
-1.0% |
10,465 |
High |
10,917 |
10,795 |
-122 |
-1.1% |
10,917 |
Low |
10,744 |
10,509 |
-235 |
-2.2% |
10,451 |
Close |
10,773 |
10,609 |
-164 |
-1.5% |
10,609 |
Range |
173 |
286 |
113 |
65.3% |
466 |
ATR |
228 |
233 |
4 |
1.8% |
0 |
Volume |
142,717 |
141,346 |
-1,371 |
-1.0% |
1,006,864 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,496 |
11,338 |
10,766 |
|
R3 |
11,210 |
11,052 |
10,688 |
|
R2 |
10,924 |
10,924 |
10,662 |
|
R1 |
10,766 |
10,766 |
10,635 |
10,702 |
PP |
10,638 |
10,638 |
10,638 |
10,606 |
S1 |
10,480 |
10,480 |
10,583 |
10,416 |
S2 |
10,352 |
10,352 |
10,557 |
|
S3 |
10,066 |
10,194 |
10,530 |
|
S4 |
9,780 |
9,908 |
10,452 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,057 |
11,799 |
10,865 |
|
R3 |
11,591 |
11,333 |
10,737 |
|
R2 |
11,125 |
11,125 |
10,695 |
|
R1 |
10,867 |
10,867 |
10,652 |
10,996 |
PP |
10,659 |
10,659 |
10,659 |
10,724 |
S1 |
10,401 |
10,401 |
10,566 |
10,530 |
S2 |
10,193 |
10,193 |
10,524 |
|
S3 |
9,727 |
9,935 |
10,481 |
|
S4 |
9,261 |
9,469 |
10,353 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,917 |
10,451 |
466 |
4.4% |
258 |
2.4% |
34% |
False |
False |
201,372 |
10 |
11,131 |
9,840 |
1,291 |
12.2% |
330 |
3.1% |
60% |
False |
False |
200,930 |
20 |
11,206 |
9,840 |
1,366 |
12.9% |
232 |
2.2% |
56% |
False |
False |
175,191 |
40 |
11,206 |
9,840 |
1,366 |
12.9% |
164 |
1.5% |
56% |
False |
False |
139,031 |
60 |
11,206 |
9,840 |
1,366 |
12.9% |
142 |
1.3% |
56% |
False |
False |
100,872 |
80 |
11,206 |
9,731 |
1,475 |
13.9% |
150 |
1.4% |
60% |
False |
False |
75,689 |
100 |
11,206 |
9,731 |
1,475 |
13.9% |
138 |
1.3% |
60% |
False |
False |
60,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,011 |
2.618 |
11,544 |
1.618 |
11,258 |
1.000 |
11,081 |
0.618 |
10,972 |
HIGH |
10,795 |
0.618 |
10,686 |
0.500 |
10,652 |
0.382 |
10,618 |
LOW |
10,509 |
0.618 |
10,332 |
1.000 |
10,223 |
1.618 |
10,046 |
2.618 |
9,760 |
4.250 |
9,294 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,652 |
10,713 |
PP |
10,638 |
10,678 |
S1 |
10,623 |
10,644 |
|