Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
9,830 |
9,685 |
-145 |
-1.5% |
10,245 |
High |
9,850 |
9,685 |
-165 |
-1.7% |
10,395 |
Low |
9,680 |
9,290 |
-390 |
-4.0% |
9,520 |
Close |
9,700 |
9,555 |
-145 |
-1.5% |
9,840 |
Range |
170 |
395 |
225 |
132.4% |
875 |
ATR |
294 |
303 |
8 |
2.8% |
0 |
Volume |
21,558 |
11,710 |
-9,848 |
-45.7% |
87,795 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,695 |
10,520 |
9,772 |
|
R3 |
10,300 |
10,125 |
9,664 |
|
R2 |
9,905 |
9,905 |
9,628 |
|
R1 |
9,730 |
9,730 |
9,591 |
9,620 |
PP |
9,510 |
9,510 |
9,510 |
9,455 |
S1 |
9,335 |
9,335 |
9,519 |
9,225 |
S2 |
9,115 |
9,115 |
9,483 |
|
S3 |
8,720 |
8,940 |
9,447 |
|
S4 |
8,325 |
8,545 |
9,338 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,543 |
12,067 |
10,321 |
|
R3 |
11,668 |
11,192 |
10,081 |
|
R2 |
10,793 |
10,793 |
10,001 |
|
R1 |
10,317 |
10,317 |
9,920 |
10,118 |
PP |
9,918 |
9,918 |
9,918 |
9,819 |
S1 |
9,442 |
9,442 |
9,760 |
9,243 |
S2 |
9,043 |
9,043 |
9,680 |
|
S3 |
8,168 |
8,567 |
9,600 |
|
S4 |
7,293 |
7,692 |
9,359 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,195 |
9,290 |
905 |
9.5% |
321 |
3.4% |
29% |
False |
True |
18,396 |
10 |
10,680 |
9,290 |
1,390 |
14.5% |
291 |
3.0% |
19% |
False |
True |
16,081 |
20 |
11,165 |
9,290 |
1,875 |
19.6% |
338 |
3.5% |
14% |
False |
True |
19,256 |
40 |
11,450 |
9,290 |
2,160 |
22.6% |
248 |
2.6% |
12% |
False |
True |
14,272 |
60 |
11,450 |
9,290 |
2,160 |
22.6% |
205 |
2.1% |
12% |
False |
True |
12,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,364 |
2.618 |
10,719 |
1.618 |
10,324 |
1.000 |
10,080 |
0.618 |
9,929 |
HIGH |
9,685 |
0.618 |
9,534 |
0.500 |
9,488 |
0.382 |
9,441 |
LOW |
9,290 |
0.618 |
9,046 |
1.000 |
8,895 |
1.618 |
8,651 |
2.618 |
8,256 |
4.250 |
7,611 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
9,533 |
9,580 |
PP |
9,510 |
9,572 |
S1 |
9,488 |
9,563 |
|