Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,697 |
10,640 |
-57 |
-0.5% |
10,940 |
High |
10,782 |
10,822 |
40 |
0.4% |
11,070 |
Low |
10,570 |
10,572 |
2 |
0.0% |
9,804 |
Close |
10,652 |
10,818 |
166 |
1.6% |
10,281 |
Range |
212 |
250 |
38 |
17.9% |
1,266 |
ATR |
219 |
221 |
2 |
1.0% |
0 |
Volume |
199 |
132 |
-67 |
-33.7% |
716 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,487 |
11,403 |
10,956 |
|
R3 |
11,237 |
11,153 |
10,887 |
|
R2 |
10,987 |
10,987 |
10,864 |
|
R1 |
10,903 |
10,903 |
10,841 |
10,945 |
PP |
10,737 |
10,737 |
10,737 |
10,759 |
S1 |
10,653 |
10,653 |
10,795 |
10,695 |
S2 |
10,487 |
10,487 |
10,772 |
|
S3 |
10,237 |
10,403 |
10,749 |
|
S4 |
9,987 |
10,153 |
10,681 |
|
|
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 |
10,822 |
9,804 |
1,018 |
9.4% |
430 |
4.0% |
100% |
True |
False |
237 |
10 |
11,096 |
9,804 |
1,292 |
11.9% |
310 |
2.9% |
78% |
False |
False |
156 |
20 |
11,144 |
9,804 |
1,340 |
12.4% |
214 |
2.0% |
76% |
False |
False |
112 |
40 |
11,144 |
9,804 |
1,340 |
12.4% |
144 |
1.3% |
76% |
False |
False |
70 |
60 |
11,144 |
9,804 |
1,340 |
12.4% |
101 |
0.9% |
76% |
False |
False |
49 |
80 |
11,144 |
9,775 |
1,369 |
12.7% |
85 |
0.8% |
76% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,885 |
2.618 |
11,477 |
1.618 |
11,227 |
1.000 |
11,072 |
0.618 |
10,977 |
HIGH |
10,822 |
0.618 |
10,727 |
0.500 |
10,697 |
0.382 |
10,668 |
LOW |
10,572 |
0.618 |
10,418 |
1.000 |
10,322 |
1.618 |
10,168 |
2.618 |
9,918 |
4.250 |
9,510 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,778 |
10,749 |
PP |
10,737 |
10,681 |
S1 |
10,697 |
10,612 |
|