Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,358 |
10,436 |
78 |
0.8% |
10,940 |
High |
10,506 |
10,732 |
226 |
2.2% |
11,070 |
Low |
10,150 |
10,402 |
252 |
2.5% |
9,804 |
Close |
10,281 |
10,683 |
402 |
3.9% |
10,281 |
Range |
356 |
330 |
-26 |
-7.3% |
1,266 |
ATR |
201 |
219 |
18 |
8.9% |
0 |
Volume |
336 |
394 |
58 |
17.3% |
716 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,596 |
11,469 |
10,865 |
|
R3 |
11,266 |
11,139 |
10,774 |
|
R2 |
10,936 |
10,936 |
10,744 |
|
R1 |
10,809 |
10,809 |
10,713 |
10,873 |
PP |
10,606 |
10,606 |
10,606 |
10,637 |
S1 |
10,479 |
10,479 |
10,653 |
10,543 |
S2 |
10,276 |
10,276 |
10,623 |
|
S3 |
9,946 |
10,149 |
10,592 |
|
S4 |
9,616 |
9,819 |
10,502 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,183 |
13,498 |
10,977 |
|
R3 |
12,917 |
12,232 |
10,629 |
|
R2 |
11,651 |
11,651 |
10,513 |
|
R1 |
10,966 |
10,966 |
10,397 |
10,676 |
PP |
10,385 |
10,385 |
10,385 |
10,240 |
S1 |
9,700 |
9,700 |
10,165 |
9,410 |
S2 |
9,119 |
9,119 |
10,049 |
|
S3 |
7,853 |
8,434 |
9,933 |
|
S4 |
6,587 |
7,168 |
9,585 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,053 |
9,804 |
1,249 |
11.7% |
423 |
4.0% |
70% |
False |
False |
207 |
10 |
11,105 |
9,804 |
1,301 |
12.2% |
299 |
2.8% |
68% |
False |
False |
136 |
20 |
11,144 |
9,804 |
1,340 |
12.5% |
200 |
1.9% |
66% |
False |
False |
101 |
40 |
11,144 |
9,804 |
1,340 |
12.5% |
134 |
1.3% |
66% |
False |
False |
62 |
60 |
11,144 |
9,804 |
1,340 |
12.5% |
95 |
0.9% |
66% |
False |
False |
44 |
80 |
11,144 |
9,775 |
1,369 |
12.8% |
79 |
0.7% |
66% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,135 |
2.618 |
11,596 |
1.618 |
11,266 |
1.000 |
11,062 |
0.618 |
10,936 |
HIGH |
10,732 |
0.618 |
10,606 |
0.500 |
10,567 |
0.382 |
10,528 |
LOW |
10,402 |
0.618 |
10,198 |
1.000 |
10,072 |
1.618 |
9,868 |
2.618 |
9,538 |
4.250 |
9,000 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,644 |
10,557 |
PP |
10,606 |
10,430 |
S1 |
10,567 |
10,304 |
|