Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,767 |
10,600 |
-167 |
-1.6% |
10,465 |
High |
10,795 |
10,641 |
-154 |
-1.4% |
10,917 |
Low |
10,509 |
10,411 |
-98 |
-0.9% |
10,451 |
Close |
10,609 |
10,599 |
-10 |
-0.1% |
10,609 |
Range |
286 |
230 |
-56 |
-19.6% |
466 |
ATR |
233 |
232 |
0 |
-0.1% |
0 |
Volume |
141,346 |
208,712 |
67,366 |
47.7% |
1,006,864 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,240 |
11,150 |
10,726 |
|
R3 |
11,010 |
10,920 |
10,662 |
|
R2 |
10,780 |
10,780 |
10,641 |
|
R1 |
10,690 |
10,690 |
10,620 |
10,620 |
PP |
10,550 |
10,550 |
10,550 |
10,516 |
S1 |
10,460 |
10,460 |
10,578 |
10,390 |
S2 |
10,320 |
10,320 |
10,557 |
|
S3 |
10,090 |
10,230 |
10,536 |
|
S4 |
9,860 |
10,000 |
10,473 |
|
|
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 |
10,411 |
506 |
4.8% |
235 |
2.2% |
37% |
False |
True |
178,655 |
10 |
11,115 |
9,840 |
1,275 |
12.0% |
336 |
3.2% |
60% |
False |
False |
205,450 |
20 |
11,206 |
9,840 |
1,366 |
12.9% |
237 |
2.2% |
56% |
False |
False |
173,982 |
40 |
11,206 |
9,840 |
1,366 |
12.9% |
166 |
1.6% |
56% |
False |
False |
141,597 |
60 |
11,206 |
9,840 |
1,366 |
12.9% |
144 |
1.4% |
56% |
False |
False |
104,349 |
80 |
11,206 |
9,731 |
1,475 |
13.9% |
150 |
1.4% |
59% |
False |
False |
78,296 |
100 |
11,206 |
9,731 |
1,475 |
13.9% |
140 |
1.3% |
59% |
False |
False |
62,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,619 |
2.618 |
11,243 |
1.618 |
11,013 |
1.000 |
10,871 |
0.618 |
10,783 |
HIGH |
10,641 |
0.618 |
10,553 |
0.500 |
10,526 |
0.382 |
10,499 |
LOW |
10,411 |
0.618 |
10,269 |
1.000 |
10,181 |
1.618 |
10,039 |
2.618 |
9,809 |
4.250 |
9,434 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,575 |
10,664 |
PP |
10,550 |
10,642 |
S1 |
10,526 |
10,621 |
|