Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,052 |
10,168 |
116 |
1.2% |
10,600 |
High |
10,182 |
10,182 |
0 |
0.0% |
10,698 |
Low |
9,886 |
10,034 |
148 |
1.5% |
9,886 |
Close |
10,160 |
10,043 |
-117 |
-1.2% |
10,160 |
Range |
296 |
148 |
-148 |
-50.0% |
812 |
ATR |
248 |
241 |
-7 |
-2.9% |
0 |
Volume |
294,103 |
239,798 |
-54,305 |
-18.5% |
1,113,903 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,530 |
10,435 |
10,125 |
|
R3 |
10,382 |
10,287 |
10,084 |
|
R2 |
10,234 |
10,234 |
10,070 |
|
R1 |
10,139 |
10,139 |
10,057 |
10,113 |
PP |
10,086 |
10,086 |
10,086 |
10,073 |
S1 |
9,991 |
9,991 |
10,030 |
9,965 |
S2 |
9,938 |
9,938 |
10,016 |
|
S3 |
9,790 |
9,843 |
10,002 |
|
S4 |
9,642 |
9,695 |
9,962 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,684 |
12,234 |
10,607 |
|
R3 |
11,872 |
11,422 |
10,383 |
|
R2 |
11,060 |
11,060 |
10,309 |
|
R1 |
10,610 |
10,610 |
10,235 |
10,429 |
PP |
10,248 |
10,248 |
10,248 |
10,158 |
S1 |
9,798 |
9,798 |
10,086 |
9,617 |
S2 |
9,436 |
9,436 |
10,011 |
|
S3 |
8,624 |
8,986 |
9,937 |
|
S4 |
7,812 |
8,174 |
9,714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,698 |
9,886 |
812 |
8.1% |
261 |
2.6% |
19% |
False |
False |
228,997 |
10 |
10,917 |
9,886 |
1,031 |
10.3% |
248 |
2.5% |
15% |
False |
False |
203,826 |
20 |
11,168 |
9,840 |
1,328 |
13.2% |
278 |
2.8% |
15% |
False |
False |
198,336 |
40 |
11,206 |
9,840 |
1,366 |
13.6% |
186 |
1.8% |
15% |
False |
False |
154,692 |
60 |
11,206 |
9,840 |
1,366 |
13.6% |
155 |
1.5% |
15% |
False |
False |
123,407 |
80 |
11,206 |
9,731 |
1,475 |
14.7% |
154 |
1.5% |
21% |
False |
False |
92,602 |
100 |
11,206 |
9,731 |
1,475 |
14.7% |
150 |
1.5% |
21% |
False |
False |
74,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,811 |
2.618 |
10,570 |
1.618 |
10,422 |
1.000 |
10,330 |
0.618 |
10,274 |
HIGH |
10,182 |
0.618 |
10,126 |
0.500 |
10,108 |
0.382 |
10,091 |
LOW |
10,034 |
0.618 |
9,943 |
1.000 |
9,886 |
1.618 |
9,795 |
2.618 |
9,647 |
4.250 |
9,405 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,108 |
10,171 |
PP |
10,086 |
10,128 |
S1 |
10,065 |
10,086 |
|