Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,175 |
10,270 |
95 |
0.9% |
11,015 |
High |
10,515 |
10,805 |
290 |
2.8% |
11,165 |
Low |
10,050 |
10,270 |
220 |
2.2% |
9,670 |
Close |
10,185 |
10,715 |
530 |
5.2% |
10,185 |
Range |
465 |
535 |
70 |
15.1% |
1,495 |
ATR |
274 |
298 |
25 |
9.0% |
0 |
Volume |
50,182 |
34,424 |
-15,758 |
-31.4% |
109,690 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,202 |
11,993 |
11,009 |
|
R3 |
11,667 |
11,458 |
10,862 |
|
R2 |
11,132 |
11,132 |
10,813 |
|
R1 |
10,923 |
10,923 |
10,764 |
11,028 |
PP |
10,597 |
10,597 |
10,597 |
10,649 |
S1 |
10,388 |
10,388 |
10,666 |
10,493 |
S2 |
10,062 |
10,062 |
10,617 |
|
S3 |
9,527 |
9,853 |
10,568 |
|
S4 |
8,992 |
9,318 |
10,421 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,825 |
14,000 |
11,007 |
|
R3 |
13,330 |
12,505 |
10,596 |
|
R2 |
11,835 |
11,835 |
10,459 |
|
R1 |
11,010 |
11,010 |
10,322 |
10,675 |
PP |
10,340 |
10,340 |
10,340 |
10,173 |
S1 |
9,515 |
9,515 |
10,048 |
9,180 |
S2 |
8,845 |
8,845 |
9,911 |
|
S3 |
7,350 |
8,020 |
9,774 |
|
S4 |
5,855 |
6,525 |
9,363 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,125 |
9,670 |
1,455 |
13.6% |
540 |
5.0% |
72% |
False |
False |
26,494 |
10 |
11,230 |
9,670 |
1,560 |
14.6% |
381 |
3.6% |
67% |
False |
False |
21,076 |
20 |
11,350 |
9,670 |
1,680 |
15.7% |
280 |
2.6% |
62% |
False |
False |
16,095 |
40 |
11,450 |
9,670 |
1,780 |
16.6% |
196 |
1.8% |
59% |
False |
False |
11,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,079 |
2.618 |
12,206 |
1.618 |
11,671 |
1.000 |
11,340 |
0.618 |
11,136 |
HIGH |
10,805 |
0.618 |
10,601 |
0.500 |
10,538 |
0.382 |
10,474 |
LOW |
10,270 |
0.618 |
9,939 |
1.000 |
9,735 |
1.618 |
9,404 |
2.618 |
8,869 |
4.250 |
7,996 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,656 |
10,556 |
PP |
10,597 |
10,397 |
S1 |
10,538 |
10,238 |
|