Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,825 |
10,700 |
-125 |
-1.2% |
10,436 |
High |
10,859 |
10,735 |
-124 |
-1.1% |
10,859 |
Low |
10,688 |
10,457 |
-231 |
-2.2% |
10,402 |
Close |
10,715 |
10,551 |
-164 |
-1.5% |
10,551 |
Range |
171 |
278 |
107 |
62.6% |
457 |
ATR |
217 |
222 |
4 |
2.0% |
0 |
Volume |
284 |
96 |
-188 |
-66.2% |
1,105 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,415 |
11,261 |
10,704 |
|
R3 |
11,137 |
10,983 |
10,628 |
|
R2 |
10,859 |
10,859 |
10,602 |
|
R1 |
10,705 |
10,705 |
10,577 |
10,643 |
PP |
10,581 |
10,581 |
10,581 |
10,550 |
S1 |
10,427 |
10,427 |
10,526 |
10,365 |
S2 |
10,303 |
10,303 |
10,500 |
|
S3 |
10,025 |
10,149 |
10,475 |
|
S4 |
9,747 |
9,871 |
10,398 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,975 |
11,720 |
10,802 |
|
R3 |
11,518 |
11,263 |
10,677 |
|
R2 |
11,061 |
11,061 |
10,635 |
|
R1 |
10,806 |
10,806 |
10,593 |
10,934 |
PP |
10,604 |
10,604 |
10,604 |
10,668 |
S1 |
10,349 |
10,349 |
10,509 |
10,477 |
S2 |
10,147 |
10,147 |
10,467 |
|
S3 |
9,690 |
9,892 |
10,425 |
|
S4 |
9,233 |
9,435 |
10,300 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,859 |
10,402 |
457 |
4.3% |
248 |
2.4% |
33% |
False |
False |
221 |
10 |
11,070 |
9,804 |
1,266 |
12.0% |
319 |
3.0% |
59% |
False |
False |
182 |
20 |
11,144 |
9,804 |
1,340 |
12.7% |
224 |
2.1% |
56% |
False |
False |
127 |
40 |
11,144 |
9,804 |
1,340 |
12.7% |
153 |
1.4% |
56% |
False |
False |
79 |
60 |
11,144 |
9,804 |
1,340 |
12.7% |
107 |
1.0% |
56% |
False |
False |
55 |
80 |
11,144 |
9,775 |
1,369 |
13.0% |
90 |
0.9% |
57% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,917 |
2.618 |
11,463 |
1.618 |
11,185 |
1.000 |
11,013 |
0.618 |
10,907 |
HIGH |
10,735 |
0.618 |
10,629 |
0.500 |
10,596 |
0.382 |
10,563 |
LOW |
10,457 |
0.618 |
10,285 |
1.000 |
10,179 |
1.618 |
10,007 |
2.618 |
9,729 |
4.250 |
9,276 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,596 |
10,658 |
PP |
10,581 |
10,622 |
S1 |
10,566 |
10,587 |
|