Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
20,050 |
19,723 |
-327 |
-1.6% |
19,753 |
High |
20,170 |
19,723 |
-447 |
-2.2% |
20,347 |
Low |
19,875 |
19,400 |
-475 |
-2.4% |
19,753 |
Close |
19,910 |
19,608 |
-302 |
-1.5% |
19,910 |
Range |
295 |
323 |
28 |
9.5% |
594 |
ATR |
367 |
377 |
10 |
2.8% |
0 |
Volume |
878 |
1,424 |
546 |
62.2% |
9,857 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,546 |
20,400 |
19,786 |
|
R3 |
20,223 |
20,077 |
19,697 |
|
R2 |
19,900 |
19,900 |
19,667 |
|
R1 |
19,754 |
19,754 |
19,638 |
19,666 |
PP |
19,577 |
19,577 |
19,577 |
19,533 |
S1 |
19,431 |
19,431 |
19,578 |
19,343 |
S2 |
19,254 |
19,254 |
19,549 |
|
S3 |
18,931 |
19,108 |
19,519 |
|
S4 |
18,608 |
18,785 |
19,430 |
|
|
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 |
19,400 |
947 |
4.8% |
325 |
1.7% |
22% |
False |
True |
1,783 |
10 |
20,735 |
19,380 |
1,355 |
6.9% |
350 |
1.8% |
17% |
False |
False |
1,769 |
20 |
21,467 |
19,380 |
2,087 |
10.6% |
289 |
1.5% |
11% |
False |
False |
1,233 |
40 |
22,500 |
19,380 |
3,120 |
15.9% |
278 |
1.4% |
7% |
False |
False |
872 |
60 |
22,500 |
19,380 |
3,120 |
15.9% |
271 |
1.4% |
7% |
False |
False |
697 |
80 |
22,500 |
19,012 |
3,488 |
17.8% |
282 |
1.4% |
17% |
False |
False |
564 |
100 |
22,500 |
19,012 |
3,488 |
17.8% |
272 |
1.4% |
17% |
False |
False |
467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,096 |
2.618 |
20,569 |
1.618 |
20,246 |
1.000 |
20,046 |
0.618 |
19,923 |
HIGH |
19,723 |
0.618 |
19,600 |
0.500 |
19,562 |
0.382 |
19,523 |
LOW |
19,400 |
0.618 |
19,200 |
1.000 |
19,077 |
1.618 |
18,877 |
2.618 |
18,554 |
4.250 |
18,027 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
19,593 |
19,874 |
PP |
19,577 |
19,785 |
S1 |
19,562 |
19,697 |
|