Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
19,753 |
20,146 |
393 |
2.0% |
20,498 |
High |
20,272 |
20,182 |
-90 |
-0.4% |
20,735 |
Low |
19,753 |
19,767 |
14 |
0.1% |
19,380 |
Close |
20,179 |
19,924 |
-255 |
-1.3% |
19,670 |
Range |
519 |
415 |
-104 |
-20.0% |
1,355 |
ATR |
382 |
384 |
2 |
0.6% |
0 |
Volume |
2,365 |
1,567 |
-798 |
-33.7% |
7,451 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,203 |
20,978 |
20,152 |
|
R3 |
20,788 |
20,563 |
20,038 |
|
R2 |
20,373 |
20,373 |
20,000 |
|
R1 |
20,148 |
20,148 |
19,962 |
20,053 |
PP |
19,958 |
19,958 |
19,958 |
19,910 |
S1 |
19,733 |
19,733 |
19,886 |
19,638 |
S2 |
19,543 |
19,543 |
19,848 |
|
S3 |
19,128 |
19,318 |
19,810 |
|
S4 |
18,713 |
18,903 |
19,696 |
|
|
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 |
20,272 |
19,380 |
892 |
4.5% |
405 |
2.0% |
61% |
False |
False |
1,876 |
10 |
20,870 |
19,380 |
1,490 |
7.5% |
316 |
1.6% |
37% |
False |
False |
1,465 |
20 |
22,063 |
19,380 |
2,683 |
13.5% |
277 |
1.4% |
20% |
False |
False |
949 |
40 |
22,500 |
19,380 |
3,120 |
15.7% |
273 |
1.4% |
17% |
False |
False |
719 |
60 |
22,500 |
19,070 |
3,430 |
17.2% |
269 |
1.3% |
25% |
False |
False |
586 |
80 |
22,500 |
19,012 |
3,488 |
17.5% |
281 |
1.4% |
26% |
False |
False |
479 |
100 |
22,500 |
19,012 |
3,488 |
17.5% |
273 |
1.4% |
26% |
False |
False |
394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,946 |
2.618 |
21,268 |
1.618 |
20,853 |
1.000 |
20,597 |
0.618 |
20,438 |
HIGH |
20,182 |
0.618 |
20,023 |
0.500 |
19,975 |
0.382 |
19,926 |
LOW |
19,767 |
0.618 |
19,511 |
1.000 |
19,352 |
1.618 |
19,096 |
2.618 |
18,681 |
4.250 |
18,003 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
19,975 |
19,891 |
PP |
19,958 |
19,859 |
S1 |
19,941 |
19,826 |
|