Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
19,380 |
19,753 |
373 |
1.9% |
20,498 |
High |
19,830 |
20,272 |
442 |
2.2% |
20,735 |
Low |
19,380 |
19,753 |
373 |
1.9% |
19,380 |
Close |
19,670 |
20,179 |
509 |
2.6% |
19,670 |
Range |
450 |
519 |
69 |
15.3% |
1,355 |
ATR |
365 |
382 |
17 |
4.6% |
0 |
Volume |
2,505 |
2,365 |
-140 |
-5.6% |
7,451 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,625 |
21,421 |
20,464 |
|
R3 |
21,106 |
20,902 |
20,322 |
|
R2 |
20,587 |
20,587 |
20,274 |
|
R1 |
20,383 |
20,383 |
20,227 |
20,485 |
PP |
20,068 |
20,068 |
20,068 |
20,119 |
S1 |
19,864 |
19,864 |
20,131 |
19,966 |
S2 |
19,549 |
19,549 |
20,084 |
|
S3 |
19,030 |
19,345 |
20,036 |
|
S4 |
18,511 |
18,826 |
19,894 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,993 |
23,187 |
20,415 |
|
R3 |
22,638 |
21,832 |
20,043 |
|
R2 |
21,283 |
21,283 |
19,918 |
|
R1 |
20,477 |
20,477 |
19,794 |
20,203 |
PP |
19,928 |
19,928 |
19,928 |
19,791 |
S1 |
19,122 |
19,122 |
19,546 |
18,848 |
S2 |
18,573 |
18,573 |
19,422 |
|
S3 |
17,218 |
17,767 |
19,297 |
|
S4 |
15,863 |
16,412 |
18,925 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,735 |
19,380 |
1,355 |
6.7% |
375 |
1.9% |
59% |
False |
False |
1,755 |
10 |
21,235 |
19,380 |
1,855 |
9.2% |
304 |
1.5% |
43% |
False |
False |
1,350 |
20 |
22,063 |
19,380 |
2,683 |
13.3% |
269 |
1.3% |
30% |
False |
False |
891 |
40 |
22,500 |
19,380 |
3,120 |
15.5% |
267 |
1.3% |
26% |
False |
False |
693 |
60 |
22,500 |
19,012 |
3,488 |
17.3% |
266 |
1.3% |
33% |
False |
False |
562 |
80 |
22,500 |
19,012 |
3,488 |
17.3% |
279 |
1.4% |
33% |
False |
False |
460 |
100 |
22,500 |
19,012 |
3,488 |
17.3% |
271 |
1.3% |
33% |
False |
False |
378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,478 |
2.618 |
21,631 |
1.618 |
21,112 |
1.000 |
20,791 |
0.618 |
20,593 |
HIGH |
20,272 |
0.618 |
20,074 |
0.500 |
20,013 |
0.382 |
19,951 |
LOW |
19,753 |
0.618 |
19,432 |
1.000 |
19,234 |
1.618 |
18,913 |
2.618 |
18,394 |
4.250 |
17,547 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
20,124 |
20,061 |
PP |
20,068 |
19,944 |
S1 |
20,013 |
19,826 |
|