Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,640 |
10,825 |
185 |
1.7% |
10,940 |
High |
10,822 |
10,859 |
37 |
0.3% |
11,070 |
Low |
10,572 |
10,688 |
116 |
1.1% |
9,804 |
Close |
10,818 |
10,715 |
-103 |
-1.0% |
10,281 |
Range |
250 |
171 |
-79 |
-31.6% |
1,266 |
ATR |
221 |
217 |
-4 |
-1.6% |
0 |
Volume |
132 |
284 |
152 |
115.2% |
716 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,267 |
11,162 |
10,809 |
|
R3 |
11,096 |
10,991 |
10,762 |
|
R2 |
10,925 |
10,925 |
10,746 |
|
R1 |
10,820 |
10,820 |
10,731 |
10,787 |
PP |
10,754 |
10,754 |
10,754 |
10,738 |
S1 |
10,649 |
10,649 |
10,699 |
10,616 |
S2 |
10,583 |
10,583 |
10,684 |
|
S3 |
10,412 |
10,478 |
10,668 |
|
S4 |
10,241 |
10,307 |
10,621 |
|
|
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 |
10,859 |
10,150 |
709 |
6.6% |
264 |
2.5% |
80% |
True |
False |
269 |
10 |
11,096 |
9,804 |
1,292 |
12.1% |
312 |
2.9% |
71% |
False |
False |
179 |
20 |
11,144 |
9,804 |
1,340 |
12.5% |
219 |
2.0% |
68% |
False |
False |
124 |
40 |
11,144 |
9,804 |
1,340 |
12.5% |
147 |
1.4% |
68% |
False |
False |
77 |
60 |
11,144 |
9,804 |
1,340 |
12.5% |
103 |
1.0% |
68% |
False |
False |
53 |
80 |
11,144 |
9,775 |
1,369 |
12.8% |
86 |
0.8% |
69% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,586 |
2.618 |
11,307 |
1.618 |
11,136 |
1.000 |
11,030 |
0.618 |
10,965 |
HIGH |
10,859 |
0.618 |
10,794 |
0.500 |
10,774 |
0.382 |
10,753 |
LOW |
10,688 |
0.618 |
10,582 |
1.000 |
10,517 |
1.618 |
10,411 |
2.618 |
10,240 |
4.250 |
9,961 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,774 |
10,715 |
PP |
10,754 |
10,715 |
S1 |
10,735 |
10,715 |
|