Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
20,146 |
19,967 |
-179 |
-0.9% |
20,498 |
High |
20,182 |
20,124 |
-58 |
-0.3% |
20,735 |
Low |
19,767 |
19,801 |
34 |
0.2% |
19,380 |
Close |
19,924 |
20,119 |
195 |
1.0% |
19,670 |
Range |
415 |
323 |
-92 |
-22.2% |
1,355 |
ATR |
384 |
380 |
-4 |
-1.1% |
0 |
Volume |
1,567 |
939 |
-628 |
-40.1% |
7,451 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,984 |
20,874 |
20,297 |
|
R3 |
20,661 |
20,551 |
20,208 |
|
R2 |
20,338 |
20,338 |
20,178 |
|
R1 |
20,228 |
20,228 |
20,149 |
20,283 |
PP |
20,015 |
20,015 |
20,015 |
20,042 |
S1 |
19,905 |
19,905 |
20,089 |
19,960 |
S2 |
19,692 |
19,692 |
20,060 |
|
S3 |
19,369 |
19,582 |
20,030 |
|
S4 |
19,046 |
19,259 |
19,941 |
|
|
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 |
4.4% |
425 |
2.1% |
83% |
False |
False |
1,851 |
10 |
20,870 |
19,380 |
1,490 |
7.4% |
329 |
1.6% |
50% |
False |
False |
1,461 |
20 |
22,063 |
19,380 |
2,683 |
13.3% |
288 |
1.4% |
28% |
False |
False |
982 |
40 |
22,500 |
19,380 |
3,120 |
15.5% |
273 |
1.4% |
24% |
False |
False |
735 |
60 |
22,500 |
19,286 |
3,214 |
16.0% |
268 |
1.3% |
26% |
False |
False |
598 |
80 |
22,500 |
19,012 |
3,488 |
17.3% |
281 |
1.4% |
32% |
False |
False |
489 |
100 |
22,500 |
19,012 |
3,488 |
17.3% |
273 |
1.4% |
32% |
False |
False |
403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,497 |
2.618 |
20,970 |
1.618 |
20,647 |
1.000 |
20,447 |
0.618 |
20,324 |
HIGH |
20,124 |
0.618 |
20,001 |
0.500 |
19,963 |
0.382 |
19,924 |
LOW |
19,801 |
0.618 |
19,601 |
1.000 |
19,478 |
1.618 |
19,278 |
2.618 |
18,955 |
4.250 |
18,428 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
20,067 |
20,084 |
PP |
20,015 |
20,048 |
S1 |
19,963 |
20,013 |
|