Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
20,201 |
20,050 |
-151 |
-0.7% |
19,753 |
High |
20,347 |
20,170 |
-177 |
-0.9% |
20,347 |
Low |
20,078 |
19,875 |
-203 |
-1.0% |
19,753 |
Close |
20,180 |
19,910 |
-270 |
-1.3% |
19,910 |
Range |
269 |
295 |
26 |
9.7% |
594 |
ATR |
372 |
367 |
-5 |
-1.3% |
0 |
Volume |
4,108 |
878 |
-3,230 |
-78.6% |
9,857 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,870 |
20,685 |
20,072 |
|
R3 |
20,575 |
20,390 |
19,991 |
|
R2 |
20,280 |
20,280 |
19,964 |
|
R1 |
20,095 |
20,095 |
19,937 |
20,040 |
PP |
19,985 |
19,985 |
19,985 |
19,958 |
S1 |
19,800 |
19,800 |
19,883 |
19,745 |
S2 |
19,690 |
19,690 |
19,856 |
|
S3 |
19,395 |
19,505 |
19,829 |
|
S4 |
19,100 |
19,210 |
19,748 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,785 |
21,442 |
20,237 |
|
R3 |
21,191 |
20,848 |
20,073 |
|
R2 |
20,597 |
20,597 |
20,019 |
|
R1 |
20,254 |
20,254 |
19,964 |
20,426 |
PP |
20,003 |
20,003 |
20,003 |
20,089 |
S1 |
19,660 |
19,660 |
19,856 |
19,832 |
S2 |
19,409 |
19,409 |
19,801 |
|
S3 |
18,815 |
19,066 |
19,747 |
|
S4 |
18,221 |
18,472 |
19,583 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,347 |
19,753 |
594 |
3.0% |
364 |
1.8% |
26% |
False |
False |
1,971 |
10 |
20,735 |
19,380 |
1,355 |
6.8% |
332 |
1.7% |
39% |
False |
False |
1,730 |
20 |
21,467 |
19,380 |
2,087 |
10.5% |
288 |
1.4% |
25% |
False |
False |
1,195 |
40 |
22,500 |
19,380 |
3,120 |
15.7% |
277 |
1.4% |
17% |
False |
False |
843 |
60 |
22,500 |
19,380 |
3,120 |
15.7% |
269 |
1.4% |
17% |
False |
False |
679 |
80 |
22,500 |
19,012 |
3,488 |
17.5% |
281 |
1.4% |
26% |
False |
False |
547 |
100 |
22,500 |
19,012 |
3,488 |
17.5% |
271 |
1.4% |
26% |
False |
False |
453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,424 |
2.618 |
20,942 |
1.618 |
20,647 |
1.000 |
20,465 |
0.618 |
20,352 |
HIGH |
20,170 |
0.618 |
20,057 |
0.500 |
20,023 |
0.382 |
19,988 |
LOW |
19,875 |
0.618 |
19,693 |
1.000 |
19,580 |
1.618 |
19,398 |
2.618 |
19,103 |
4.250 |
18,621 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
20,023 |
20,074 |
PP |
19,985 |
20,019 |
S1 |
19,948 |
19,965 |
|