Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
19,341 |
19,296 |
-45 |
-0.2% |
19,723 |
High |
19,690 |
19,296 |
-394 |
-2.0% |
19,850 |
Low |
19,326 |
18,899 |
-427 |
-2.2% |
19,183 |
Close |
19,520 |
18,899 |
-621 |
-3.2% |
19,401 |
Range |
364 |
397 |
33 |
9.1% |
667 |
ATR |
385 |
402 |
17 |
4.4% |
0 |
Volume |
6,819 |
27,020 |
20,201 |
296.2% |
12,230 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,222 |
19,958 |
19,117 |
|
R3 |
19,825 |
19,561 |
19,008 |
|
R2 |
19,428 |
19,428 |
18,972 |
|
R1 |
19,164 |
19,164 |
18,935 |
19,098 |
PP |
19,031 |
19,031 |
19,031 |
18,998 |
S1 |
18,767 |
18,767 |
18,863 |
18,701 |
S2 |
18,634 |
18,634 |
18,826 |
|
S3 |
18,237 |
18,370 |
18,790 |
|
S4 |
17,840 |
17,973 |
18,681 |
|
|
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 |
18,899 |
951 |
5.0% |
386 |
2.0% |
0% |
False |
True |
8,929 |
10 |
20,347 |
18,899 |
1,448 |
7.7% |
356 |
1.9% |
0% |
False |
True |
5,356 |
20 |
21,235 |
18,899 |
2,336 |
12.4% |
330 |
1.7% |
0% |
False |
True |
3,353 |
40 |
22,500 |
18,899 |
3,601 |
19.1% |
299 |
1.6% |
0% |
False |
True |
1,942 |
60 |
22,500 |
18,899 |
3,601 |
19.1% |
276 |
1.5% |
0% |
False |
True |
1,428 |
80 |
22,500 |
18,899 |
3,601 |
19.1% |
284 |
1.5% |
0% |
False |
True |
1,113 |
100 |
22,500 |
18,899 |
3,601 |
19.1% |
279 |
1.5% |
0% |
False |
True |
911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,983 |
2.618 |
20,335 |
1.618 |
19,938 |
1.000 |
19,693 |
0.618 |
19,541 |
HIGH |
19,296 |
0.618 |
19,144 |
0.500 |
19,098 |
0.382 |
19,051 |
LOW |
18,899 |
0.618 |
18,654 |
1.000 |
18,502 |
1.618 |
18,257 |
2.618 |
17,860 |
4.250 |
17,212 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
19,098 |
19,295 |
PP |
19,031 |
19,163 |
S1 |
18,965 |
19,031 |
|