Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,168 |
10,035 |
-133 |
-1.3% |
10,600 |
High |
10,182 |
10,040 |
-142 |
-1.4% |
10,698 |
Low |
10,034 |
9,757 |
-277 |
-2.8% |
9,886 |
Close |
10,043 |
10,025 |
-18 |
-0.2% |
10,160 |
Range |
148 |
283 |
135 |
91.2% |
812 |
ATR |
241 |
244 |
3 |
1.3% |
0 |
Volume |
239,798 |
142,519 |
-97,279 |
-40.6% |
1,113,903 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,790 |
10,690 |
10,181 |
|
R3 |
10,507 |
10,407 |
10,103 |
|
R2 |
10,224 |
10,224 |
10,077 |
|
R1 |
10,124 |
10,124 |
10,051 |
10,033 |
PP |
9,941 |
9,941 |
9,941 |
9,895 |
S1 |
9,841 |
9,841 |
9,999 |
9,750 |
S2 |
9,658 |
9,658 |
9,973 |
|
S3 |
9,375 |
9,558 |
9,947 |
|
S4 |
9,092 |
9,275 |
9,869 |
|
|
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 |
10,507 |
9,757 |
750 |
7.5% |
270 |
2.7% |
36% |
False |
True |
217,820 |
10 |
10,917 |
9,757 |
1,160 |
11.6% |
254 |
2.5% |
23% |
False |
True |
194,980 |
20 |
11,158 |
9,757 |
1,401 |
14.0% |
280 |
2.8% |
19% |
False |
True |
200,807 |
40 |
11,206 |
9,757 |
1,449 |
14.5% |
191 |
1.9% |
18% |
False |
True |
155,046 |
60 |
11,206 |
9,757 |
1,449 |
14.5% |
159 |
1.6% |
18% |
False |
True |
125,771 |
80 |
11,206 |
9,731 |
1,475 |
14.7% |
156 |
1.6% |
20% |
False |
False |
94,381 |
100 |
11,206 |
9,731 |
1,475 |
14.7% |
152 |
1.5% |
20% |
False |
False |
75,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,243 |
2.618 |
10,781 |
1.618 |
10,498 |
1.000 |
10,323 |
0.618 |
10,215 |
HIGH |
10,040 |
0.618 |
9,932 |
0.500 |
9,899 |
0.382 |
9,865 |
LOW |
9,757 |
0.618 |
9,582 |
1.000 |
9,474 |
1.618 |
9,299 |
2.618 |
9,016 |
4.250 |
8,554 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
9,983 |
10,007 |
PP |
9,941 |
9,988 |
S1 |
9,899 |
9,970 |
|