Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,487 |
10,405 |
-82 |
-0.8% |
10,465 |
High |
10,507 |
10,456 |
-51 |
-0.5% |
10,917 |
Low |
10,307 |
10,034 |
-273 |
-2.6% |
10,451 |
Close |
10,405 |
10,056 |
-349 |
-3.4% |
10,609 |
Range |
200 |
422 |
222 |
111.0% |
466 |
ATR |
230 |
244 |
14 |
5.9% |
0 |
Volume |
201,071 |
211,611 |
10,540 |
5.2% |
1,006,864 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,448 |
11,174 |
10,288 |
|
R3 |
11,026 |
10,752 |
10,172 |
|
R2 |
10,604 |
10,604 |
10,133 |
|
R1 |
10,330 |
10,330 |
10,095 |
10,256 |
PP |
10,182 |
10,182 |
10,182 |
10,145 |
S1 |
9,908 |
9,908 |
10,017 |
9,834 |
S2 |
9,760 |
9,760 |
9,979 |
|
S3 |
9,338 |
9,486 |
9,940 |
|
S4 |
8,916 |
9,064 |
9,824 |
|
|
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 |
10,795 |
10,034 |
761 |
7.6% |
275 |
2.7% |
3% |
False |
True |
192,229 |
10 |
10,917 |
10,034 |
883 |
8.8% |
276 |
2.7% |
2% |
False |
True |
215,303 |
20 |
11,206 |
9,840 |
1,366 |
13.6% |
265 |
2.6% |
16% |
False |
False |
185,164 |
40 |
11,206 |
9,840 |
1,366 |
13.6% |
180 |
1.8% |
16% |
False |
False |
147,922 |
60 |
11,206 |
9,840 |
1,366 |
13.6% |
153 |
1.5% |
16% |
False |
False |
114,519 |
80 |
11,206 |
9,731 |
1,475 |
14.7% |
154 |
1.5% |
22% |
False |
False |
85,931 |
100 |
11,206 |
9,731 |
1,475 |
14.7% |
147 |
1.5% |
22% |
False |
False |
68,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,250 |
2.618 |
11,561 |
1.618 |
11,139 |
1.000 |
10,878 |
0.618 |
10,717 |
HIGH |
10,456 |
0.618 |
10,295 |
0.500 |
10,245 |
0.382 |
10,195 |
LOW |
10,034 |
0.618 |
9,773 |
1.000 |
9,612 |
1.618 |
9,351 |
2.618 |
8,929 |
4.250 |
8,241 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,245 |
10,366 |
PP |
10,182 |
10,263 |
S1 |
10,119 |
10,159 |
|