Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,140 |
10,140 |
0 |
0.0% |
10,270 |
High |
10,195 |
10,170 |
-25 |
-0.2% |
10,805 |
Low |
9,980 |
9,695 |
-285 |
-2.9% |
10,155 |
Close |
10,125 |
9,735 |
-390 |
-3.9% |
10,320 |
Range |
215 |
475 |
260 |
120.9% |
650 |
ATR |
287 |
300 |
13 |
4.7% |
0 |
Volume |
14,796 |
18,744 |
3,948 |
26.7% |
100,611 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,292 |
10,988 |
9,996 |
|
R3 |
10,817 |
10,513 |
9,866 |
|
R2 |
10,342 |
10,342 |
9,822 |
|
R1 |
10,038 |
10,038 |
9,779 |
9,953 |
PP |
9,867 |
9,867 |
9,867 |
9,824 |
S1 |
9,563 |
9,563 |
9,692 |
9,478 |
S2 |
9,392 |
9,392 |
9,648 |
|
S3 |
8,917 |
9,088 |
9,605 |
|
S4 |
8,442 |
8,613 |
9,474 |
|
|
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 |
10,550 |
9,695 |
855 |
8.8% |
310 |
3.2% |
5% |
False |
True |
14,814 |
10 |
10,805 |
9,695 |
1,110 |
11.4% |
341 |
3.5% |
4% |
False |
True |
21,341 |
20 |
11,235 |
9,670 |
1,565 |
16.1% |
328 |
3.4% |
4% |
False |
False |
18,182 |
40 |
11,450 |
9,670 |
1,780 |
18.3% |
236 |
2.4% |
4% |
False |
False |
13,514 |
60 |
11,450 |
9,670 |
1,780 |
18.3% |
192 |
2.0% |
4% |
False |
False |
11,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,189 |
2.618 |
11,414 |
1.618 |
10,939 |
1.000 |
10,645 |
0.618 |
10,464 |
HIGH |
10,170 |
0.618 |
9,989 |
0.500 |
9,933 |
0.382 |
9,877 |
LOW |
9,695 |
0.618 |
9,402 |
1.000 |
9,220 |
1.618 |
8,927 |
2.618 |
8,452 |
4.250 |
7,676 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
9,933 |
10,045 |
PP |
9,867 |
9,942 |
S1 |
9,801 |
9,838 |
|