Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,436 |
10,697 |
261 |
2.5% |
10,940 |
High |
10,732 |
10,782 |
50 |
0.5% |
11,070 |
Low |
10,402 |
10,570 |
168 |
1.6% |
9,804 |
Close |
10,683 |
10,652 |
-31 |
-0.3% |
10,281 |
Range |
330 |
212 |
-118 |
-35.8% |
1,266 |
ATR |
219 |
219 |
-1 |
-0.2% |
0 |
Volume |
394 |
199 |
-195 |
-49.5% |
716 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,304 |
11,190 |
10,769 |
|
R3 |
11,092 |
10,978 |
10,710 |
|
R2 |
10,880 |
10,880 |
10,691 |
|
R1 |
10,766 |
10,766 |
10,672 |
10,717 |
PP |
10,668 |
10,668 |
10,668 |
10,644 |
S1 |
10,554 |
10,554 |
10,633 |
10,505 |
S2 |
10,456 |
10,456 |
10,613 |
|
S3 |
10,244 |
10,342 |
10,594 |
|
S4 |
10,032 |
10,130 |
10,536 |
|
|
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 |
10,852 |
9,804 |
1,048 |
9.8% |
407 |
3.8% |
81% |
False |
False |
237 |
10 |
11,096 |
9,804 |
1,292 |
12.1% |
296 |
2.8% |
66% |
False |
False |
151 |
20 |
11,144 |
9,804 |
1,340 |
12.6% |
206 |
1.9% |
63% |
False |
False |
107 |
40 |
11,144 |
9,804 |
1,340 |
12.6% |
140 |
1.3% |
63% |
False |
False |
67 |
60 |
11,144 |
9,804 |
1,340 |
12.6% |
98 |
0.9% |
63% |
False |
False |
47 |
80 |
11,144 |
9,775 |
1,369 |
12.9% |
82 |
0.8% |
64% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,683 |
2.618 |
11,337 |
1.618 |
11,125 |
1.000 |
10,994 |
0.618 |
10,913 |
HIGH |
10,782 |
0.618 |
10,701 |
0.500 |
10,676 |
0.382 |
10,651 |
LOW |
10,570 |
0.618 |
10,439 |
1.000 |
10,358 |
1.618 |
10,227 |
2.618 |
10,015 |
4.250 |
9,669 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,676 |
10,590 |
PP |
10,668 |
10,528 |
S1 |
10,660 |
10,466 |
|