Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,604 |
10,487 |
-117 |
-1.1% |
10,465 |
High |
10,698 |
10,507 |
-191 |
-1.8% |
10,917 |
Low |
10,461 |
10,307 |
-154 |
-1.5% |
10,451 |
Close |
10,490 |
10,405 |
-85 |
-0.8% |
10,609 |
Range |
237 |
200 |
-37 |
-15.6% |
466 |
ATR |
233 |
230 |
-2 |
-1.0% |
0 |
Volume |
198,406 |
201,071 |
2,665 |
1.3% |
1,006,864 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,006 |
10,906 |
10,515 |
|
R3 |
10,806 |
10,706 |
10,460 |
|
R2 |
10,606 |
10,606 |
10,442 |
|
R1 |
10,506 |
10,506 |
10,423 |
10,456 |
PP |
10,406 |
10,406 |
10,406 |
10,382 |
S1 |
10,306 |
10,306 |
10,387 |
10,256 |
S2 |
10,206 |
10,206 |
10,368 |
|
S3 |
10,006 |
10,106 |
10,350 |
|
S4 |
9,806 |
9,906 |
10,295 |
|
|
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 |
10,307 |
610 |
5.9% |
225 |
2.2% |
16% |
False |
True |
178,450 |
10 |
10,917 |
9,840 |
1,077 |
10.4% |
336 |
3.2% |
52% |
False |
False |
212,906 |
20 |
11,206 |
9,840 |
1,366 |
13.1% |
251 |
2.4% |
41% |
False |
False |
180,782 |
40 |
11,206 |
9,840 |
1,366 |
13.1% |
171 |
1.6% |
41% |
False |
False |
145,459 |
60 |
11,206 |
9,840 |
1,366 |
13.1% |
147 |
1.4% |
41% |
False |
False |
110,997 |
80 |
11,206 |
9,731 |
1,475 |
14.2% |
151 |
1.4% |
46% |
False |
False |
83,287 |
100 |
11,206 |
9,731 |
1,475 |
14.2% |
143 |
1.4% |
46% |
False |
False |
66,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,357 |
2.618 |
11,031 |
1.618 |
10,831 |
1.000 |
10,707 |
0.618 |
10,631 |
HIGH |
10,507 |
0.618 |
10,431 |
0.500 |
10,407 |
0.382 |
10,384 |
LOW |
10,307 |
0.618 |
10,184 |
1.000 |
10,107 |
1.618 |
9,984 |
2.618 |
9,784 |
4.250 |
9,457 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,407 |
10,503 |
PP |
10,406 |
10,470 |
S1 |
10,406 |
10,438 |
|