Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,600 |
10,604 |
4 |
0.0% |
10,465 |
High |
10,641 |
10,698 |
57 |
0.5% |
10,917 |
Low |
10,411 |
10,461 |
50 |
0.5% |
10,451 |
Close |
10,599 |
10,490 |
-109 |
-1.0% |
10,609 |
Range |
230 |
237 |
7 |
3.0% |
466 |
ATR |
232 |
233 |
0 |
0.1% |
0 |
Volume |
208,712 |
198,406 |
-10,306 |
-4.9% |
1,006,864 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,261 |
11,112 |
10,620 |
|
R3 |
11,024 |
10,875 |
10,555 |
|
R2 |
10,787 |
10,787 |
10,534 |
|
R1 |
10,638 |
10,638 |
10,512 |
10,594 |
PP |
10,550 |
10,550 |
10,550 |
10,528 |
S1 |
10,401 |
10,401 |
10,468 |
10,357 |
S2 |
10,313 |
10,313 |
10,447 |
|
S3 |
10,076 |
10,164 |
10,425 |
|
S4 |
9,839 |
9,927 |
10,360 |
|
|
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% |
239 |
2.3% |
16% |
False |
False |
172,139 |
10 |
10,917 |
9,840 |
1,077 |
10.3% |
330 |
3.1% |
60% |
False |
False |
213,746 |
20 |
11,206 |
9,840 |
1,366 |
13.0% |
245 |
2.3% |
48% |
False |
False |
176,045 |
40 |
11,206 |
9,840 |
1,366 |
13.0% |
169 |
1.6% |
48% |
False |
False |
143,376 |
60 |
11,206 |
9,840 |
1,366 |
13.0% |
147 |
1.4% |
48% |
False |
False |
107,648 |
80 |
11,206 |
9,731 |
1,475 |
14.1% |
150 |
1.4% |
51% |
False |
False |
80,774 |
100 |
11,206 |
9,731 |
1,475 |
14.1% |
142 |
1.4% |
51% |
False |
False |
64,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,705 |
2.618 |
11,319 |
1.618 |
11,082 |
1.000 |
10,935 |
0.618 |
10,845 |
HIGH |
10,698 |
0.618 |
10,608 |
0.500 |
10,580 |
0.382 |
10,552 |
LOW |
10,461 |
0.618 |
10,315 |
1.000 |
10,224 |
1.618 |
10,078 |
2.618 |
9,841 |
4.250 |
9,454 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,580 |
10,603 |
PP |
10,550 |
10,565 |
S1 |
10,520 |
10,528 |
|