Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,270 |
10,715 |
445 |
4.3% |
11,015 |
High |
10,805 |
10,780 |
-25 |
-0.2% |
11,165 |
Low |
10,270 |
10,365 |
95 |
0.9% |
9,670 |
Close |
10,715 |
10,445 |
-270 |
-2.5% |
10,185 |
Range |
535 |
415 |
-120 |
-22.4% |
1,495 |
ATR |
298 |
307 |
8 |
2.8% |
0 |
Volume |
34,424 |
26,434 |
-7,990 |
-23.2% |
109,690 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,775 |
11,525 |
10,673 |
|
R3 |
11,360 |
11,110 |
10,559 |
|
R2 |
10,945 |
10,945 |
10,521 |
|
R1 |
10,695 |
10,695 |
10,483 |
10,613 |
PP |
10,530 |
10,530 |
10,530 |
10,489 |
S1 |
10,280 |
10,280 |
10,407 |
10,198 |
S2 |
10,115 |
10,115 |
10,369 |
|
S3 |
9,700 |
9,865 |
10,331 |
|
S4 |
9,285 |
9,450 |
10,217 |
|
|
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 |
10,805 |
9,670 |
1,135 |
10.9% |
537 |
5.1% |
68% |
False |
False |
30,131 |
10 |
11,165 |
9,670 |
1,495 |
14.3% |
386 |
3.7% |
52% |
False |
False |
22,431 |
20 |
11,350 |
9,670 |
1,680 |
16.1% |
294 |
2.8% |
46% |
False |
False |
17,153 |
40 |
11,450 |
9,670 |
1,780 |
17.0% |
204 |
2.0% |
44% |
False |
False |
12,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,544 |
2.618 |
11,867 |
1.618 |
11,452 |
1.000 |
11,195 |
0.618 |
11,037 |
HIGH |
10,780 |
0.618 |
10,622 |
0.500 |
10,573 |
0.382 |
10,524 |
LOW |
10,365 |
0.618 |
10,109 |
1.000 |
9,950 |
1.618 |
9,694 |
2.618 |
9,279 |
4.250 |
8,601 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,573 |
10,439 |
PP |
10,530 |
10,433 |
S1 |
10,488 |
10,428 |
|