Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,450 |
10,550 |
100 |
1.0% |
11,015 |
High |
10,580 |
10,680 |
100 |
0.9% |
11,165 |
Low |
10,360 |
10,460 |
100 |
1.0% |
9,670 |
Close |
10,555 |
10,495 |
-60 |
-0.6% |
10,185 |
Range |
220 |
220 |
0 |
0.0% |
1,495 |
ATR |
301 |
295 |
-6 |
-1.9% |
0 |
Volume |
15,500 |
12,803 |
-2,697 |
-17.4% |
109,690 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,205 |
11,070 |
10,616 |
|
R3 |
10,985 |
10,850 |
10,556 |
|
R2 |
10,765 |
10,765 |
10,535 |
|
R1 |
10,630 |
10,630 |
10,515 |
10,588 |
PP |
10,545 |
10,545 |
10,545 |
10,524 |
S1 |
10,410 |
10,410 |
10,475 |
10,368 |
S2 |
10,325 |
10,325 |
10,455 |
|
S3 |
10,105 |
10,190 |
10,435 |
|
S4 |
9,885 |
9,970 |
10,374 |
|
|
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 |
10,050 |
755 |
7.2% |
371 |
3.5% |
59% |
False |
False |
27,868 |
10 |
11,165 |
9,670 |
1,495 |
14.2% |
395 |
3.8% |
55% |
False |
False |
21,007 |
20 |
11,270 |
9,670 |
1,600 |
15.2% |
305 |
2.9% |
52% |
False |
False |
17,783 |
40 |
11,450 |
9,670 |
1,780 |
17.0% |
212 |
2.0% |
46% |
False |
False |
12,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,615 |
2.618 |
11,256 |
1.618 |
11,036 |
1.000 |
10,900 |
0.618 |
10,816 |
HIGH |
10,680 |
0.618 |
10,596 |
0.500 |
10,570 |
0.382 |
10,544 |
LOW |
10,460 |
0.618 |
10,324 |
1.000 |
10,240 |
1.618 |
10,104 |
2.618 |
9,884 |
4.250 |
9,525 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,570 |
10,570 |
PP |
10,545 |
10,545 |
S1 |
10,520 |
10,520 |
|