Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
19,723 |
19,610 |
-113 |
-0.6% |
19,753 |
High |
19,723 |
19,850 |
127 |
0.6% |
20,347 |
Low |
19,400 |
19,513 |
113 |
0.6% |
19,753 |
Close |
19,608 |
19,776 |
168 |
0.9% |
19,910 |
Range |
323 |
337 |
14 |
4.3% |
594 |
ATR |
377 |
374 |
-3 |
-0.8% |
0 |
Volume |
1,424 |
2,143 |
719 |
50.5% |
9,857 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,724 |
20,587 |
19,961 |
|
R3 |
20,387 |
20,250 |
19,869 |
|
R2 |
20,050 |
20,050 |
19,838 |
|
R1 |
19,913 |
19,913 |
19,807 |
19,982 |
PP |
19,713 |
19,713 |
19,713 |
19,747 |
S1 |
19,576 |
19,576 |
19,745 |
19,645 |
S2 |
19,376 |
19,376 |
19,714 |
|
S3 |
19,039 |
19,239 |
19,683 |
|
S4 |
18,702 |
18,902 |
19,591 |
|
|
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% |
309 |
1.6% |
40% |
False |
False |
1,898 |
10 |
20,347 |
19,380 |
967 |
4.9% |
357 |
1.8% |
41% |
False |
False |
1,887 |
20 |
21,467 |
19,380 |
2,087 |
10.6% |
300 |
1.5% |
19% |
False |
False |
1,314 |
40 |
22,500 |
19,380 |
3,120 |
15.8% |
282 |
1.4% |
13% |
False |
False |
917 |
60 |
22,500 |
19,380 |
3,120 |
15.8% |
273 |
1.4% |
13% |
False |
False |
731 |
80 |
22,500 |
19,012 |
3,488 |
17.6% |
284 |
1.4% |
22% |
False |
False |
590 |
100 |
22,500 |
19,012 |
3,488 |
17.6% |
271 |
1.4% |
22% |
False |
False |
488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,282 |
2.618 |
20,732 |
1.618 |
20,395 |
1.000 |
20,187 |
0.618 |
20,058 |
HIGH |
19,850 |
0.618 |
19,721 |
0.500 |
19,682 |
0.382 |
19,642 |
LOW |
19,513 |
0.618 |
19,305 |
1.000 |
19,176 |
1.618 |
18,968 |
2.618 |
18,631 |
4.250 |
18,081 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
19,745 |
19,785 |
PP |
19,713 |
19,782 |
S1 |
19,682 |
19,779 |
|