Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
10,559 |
10,400 |
-159 |
-1.5% |
10,436 |
High |
10,639 |
10,448 |
-191 |
-1.8% |
10,859 |
Low |
10,405 |
10,253 |
-152 |
-1.5% |
10,402 |
Close |
10,433 |
10,348 |
-85 |
-0.8% |
10,551 |
Range |
234 |
195 |
-39 |
-16.7% |
457 |
ATR |
223 |
221 |
-2 |
-0.9% |
0 |
Volume |
190 |
90 |
-100 |
-52.6% |
1,105 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,935 |
10,836 |
10,455 |
|
R3 |
10,740 |
10,641 |
10,402 |
|
R2 |
10,545 |
10,545 |
10,384 |
|
R1 |
10,446 |
10,446 |
10,366 |
10,398 |
PP |
10,350 |
10,350 |
10,350 |
10,326 |
S1 |
10,251 |
10,251 |
10,330 |
10,203 |
S2 |
10,155 |
10,155 |
10,312 |
|
S3 |
9,960 |
10,056 |
10,295 |
|
S4 |
9,765 |
9,861 |
10,241 |
|
|
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 |
10,253 |
606 |
5.9% |
221 |
2.1% |
16% |
False |
True |
156 |
10 |
10,859 |
9,804 |
1,055 |
10.2% |
325 |
3.1% |
52% |
False |
False |
196 |
20 |
11,144 |
9,804 |
1,340 |
12.9% |
244 |
2.4% |
41% |
False |
False |
132 |
40 |
11,144 |
9,804 |
1,340 |
12.9% |
162 |
1.6% |
41% |
False |
False |
87 |
60 |
11,144 |
9,804 |
1,340 |
12.9% |
118 |
1.1% |
41% |
False |
False |
61 |
80 |
11,144 |
9,775 |
1,369 |
13.2% |
98 |
0.9% |
42% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,277 |
2.618 |
10,959 |
1.618 |
10,764 |
1.000 |
10,643 |
0.618 |
10,569 |
HIGH |
10,448 |
0.618 |
10,374 |
0.500 |
10,351 |
0.382 |
10,328 |
LOW |
10,253 |
0.618 |
10,133 |
1.000 |
10,058 |
1.618 |
9,938 |
2.618 |
9,743 |
4.250 |
9,424 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,351 |
10,446 |
PP |
10,350 |
10,413 |
S1 |
10,349 |
10,381 |
|