Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
19,463 |
19,341 |
-122 |
-0.6% |
19,723 |
High |
19,663 |
19,690 |
27 |
0.1% |
19,850 |
Low |
19,183 |
19,326 |
143 |
0.7% |
19,183 |
Close |
19,401 |
19,520 |
119 |
0.6% |
19,401 |
Range |
480 |
364 |
-116 |
-24.2% |
667 |
ATR |
386 |
385 |
-2 |
-0.4% |
0 |
Volume |
3,934 |
6,819 |
2,885 |
73.3% |
12,230 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,604 |
20,426 |
19,720 |
|
R3 |
20,240 |
20,062 |
19,620 |
|
R2 |
19,876 |
19,876 |
19,587 |
|
R1 |
19,698 |
19,698 |
19,553 |
19,787 |
PP |
19,512 |
19,512 |
19,512 |
19,557 |
S1 |
19,334 |
19,334 |
19,487 |
19,423 |
S2 |
19,148 |
19,148 |
19,453 |
|
S3 |
18,784 |
18,970 |
19,420 |
|
S4 |
18,420 |
18,606 |
19,320 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,479 |
21,107 |
19,768 |
|
R3 |
20,812 |
20,440 |
19,584 |
|
R2 |
20,145 |
20,145 |
19,523 |
|
R1 |
19,773 |
19,773 |
19,462 |
19,626 |
PP |
19,478 |
19,478 |
19,478 |
19,404 |
S1 |
19,106 |
19,106 |
19,340 |
18,959 |
S2 |
18,811 |
18,811 |
19,279 |
|
S3 |
18,144 |
18,439 |
19,218 |
|
S4 |
17,477 |
17,772 |
19,034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,850 |
19,183 |
667 |
3.4% |
371 |
1.9% |
51% |
False |
False |
3,809 |
10 |
20,347 |
19,183 |
1,164 |
6.0% |
368 |
1.9% |
29% |
False |
False |
2,890 |
20 |
21,368 |
19,183 |
2,185 |
11.2% |
320 |
1.6% |
15% |
False |
False |
2,025 |
40 |
22,500 |
19,183 |
3,317 |
17.0% |
296 |
1.5% |
10% |
False |
False |
1,280 |
60 |
22,500 |
19,183 |
3,317 |
17.0% |
279 |
1.4% |
10% |
False |
False |
982 |
80 |
22,500 |
19,012 |
3,488 |
17.9% |
283 |
1.5% |
15% |
False |
False |
779 |
100 |
22,500 |
19,012 |
3,488 |
17.9% |
278 |
1.4% |
15% |
False |
False |
641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,237 |
2.618 |
20,643 |
1.618 |
20,279 |
1.000 |
20,054 |
0.618 |
19,915 |
HIGH |
19,690 |
0.618 |
19,551 |
0.500 |
19,508 |
0.382 |
19,465 |
LOW |
19,326 |
0.618 |
19,101 |
1.000 |
18,962 |
1.618 |
18,737 |
2.618 |
18,373 |
4.250 |
17,779 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
19,516 |
19,492 |
PP |
19,512 |
19,464 |
S1 |
19,508 |
19,437 |
|