Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,290 |
10,140 |
-150 |
-1.5% |
10,270 |
High |
10,395 |
10,195 |
-200 |
-1.9% |
10,805 |
Low |
10,150 |
9,980 |
-170 |
-1.7% |
10,155 |
Close |
10,175 |
10,125 |
-50 |
-0.5% |
10,320 |
Range |
245 |
215 |
-30 |
-12.2% |
650 |
ATR |
292 |
287 |
-6 |
-1.9% |
0 |
Volume |
13,321 |
14,796 |
1,475 |
11.1% |
100,611 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,745 |
10,650 |
10,243 |
|
R3 |
10,530 |
10,435 |
10,184 |
|
R2 |
10,315 |
10,315 |
10,165 |
|
R1 |
10,220 |
10,220 |
10,145 |
10,160 |
PP |
10,100 |
10,100 |
10,100 |
10,070 |
S1 |
10,005 |
10,005 |
10,105 |
9,945 |
S2 |
9,885 |
9,885 |
10,086 |
|
S3 |
9,670 |
9,790 |
10,066 |
|
S4 |
9,455 |
9,575 |
10,007 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,377 |
11,998 |
10,678 |
|
R3 |
11,727 |
11,348 |
10,499 |
|
R2 |
11,077 |
11,077 |
10,439 |
|
R1 |
10,698 |
10,698 |
10,380 |
10,888 |
PP |
10,427 |
10,427 |
10,427 |
10,521 |
S1 |
10,048 |
10,048 |
10,261 |
10,238 |
S2 |
9,777 |
9,777 |
10,201 |
|
S3 |
9,127 |
9,398 |
10,141 |
|
S4 |
8,477 |
8,748 |
9,963 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,680 |
9,980 |
700 |
6.9% |
259 |
2.6% |
21% |
False |
True |
13,625 |
10 |
10,805 |
9,670 |
1,135 |
11.2% |
401 |
4.0% |
40% |
False |
False |
21,202 |
20 |
11,235 |
9,670 |
1,565 |
15.5% |
318 |
3.1% |
29% |
False |
False |
17,720 |
40 |
11,450 |
9,670 |
1,780 |
17.6% |
227 |
2.2% |
26% |
False |
False |
13,262 |
60 |
11,450 |
9,670 |
1,780 |
17.6% |
184 |
1.8% |
26% |
False |
False |
10,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,109 |
2.618 |
10,758 |
1.618 |
10,543 |
1.000 |
10,410 |
0.618 |
10,328 |
HIGH |
10,195 |
0.618 |
10,113 |
0.500 |
10,088 |
0.382 |
10,062 |
LOW |
9,980 |
0.618 |
9,847 |
1.000 |
9,765 |
1.618 |
9,632 |
2.618 |
9,417 |
4.250 |
9,066 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,113 |
10,188 |
PP |
10,100 |
10,167 |
S1 |
10,088 |
10,146 |
|