Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,715 |
10,450 |
-265 |
-2.5% |
11,015 |
High |
10,780 |
10,580 |
-200 |
-1.9% |
11,165 |
Low |
10,365 |
10,360 |
-5 |
0.0% |
9,670 |
Close |
10,445 |
10,555 |
110 |
1.1% |
10,185 |
Range |
415 |
220 |
-195 |
-47.0% |
1,495 |
ATR |
307 |
301 |
-6 |
-2.0% |
0 |
Volume |
26,434 |
15,500 |
-10,934 |
-41.4% |
109,690 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,158 |
11,077 |
10,676 |
|
R3 |
10,938 |
10,857 |
10,616 |
|
R2 |
10,718 |
10,718 |
10,595 |
|
R1 |
10,637 |
10,637 |
10,575 |
10,678 |
PP |
10,498 |
10,498 |
10,498 |
10,519 |
S1 |
10,417 |
10,417 |
10,535 |
10,458 |
S2 |
10,278 |
10,278 |
10,515 |
|
S3 |
10,058 |
10,197 |
10,495 |
|
S4 |
9,838 |
9,977 |
10,434 |
|
|
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 |
10.8% |
542 |
5.1% |
78% |
False |
False |
28,779 |
10 |
11,165 |
9,670 |
1,495 |
14.2% |
391 |
3.7% |
59% |
False |
False |
22,011 |
20 |
11,350 |
9,670 |
1,680 |
15.9% |
299 |
2.8% |
53% |
False |
False |
17,556 |
40 |
11,450 |
9,670 |
1,780 |
16.9% |
208 |
2.0% |
50% |
False |
False |
12,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,515 |
2.618 |
11,156 |
1.618 |
10,936 |
1.000 |
10,800 |
0.618 |
10,716 |
HIGH |
10,580 |
0.618 |
10,496 |
0.500 |
10,470 |
0.382 |
10,444 |
LOW |
10,360 |
0.618 |
10,224 |
1.000 |
10,140 |
1.618 |
10,004 |
2.618 |
9,784 |
4.250 |
9,425 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,527 |
10,549 |
PP |
10,498 |
10,543 |
S1 |
10,470 |
10,538 |
|