| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
10,463 |
10,465 |
2 |
0.0% |
10,972 |
| High |
10,580 |
10,794 |
214 |
2.0% |
11,131 |
| Low |
10,202 |
10,451 |
249 |
2.4% |
9,840 |
| Close |
10,335 |
10,741 |
406 |
3.9% |
10,335 |
| Range |
378 |
343 |
-35 |
-9.3% |
1,291 |
| ATR |
213 |
231 |
18 |
8.2% |
0 |
| Volume |
326,371 |
322,300 |
-4,071 |
-1.2% |
1,002,444 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,691 |
11,559 |
10,930 |
|
| R3 |
11,348 |
11,216 |
10,835 |
|
| R2 |
11,005 |
11,005 |
10,804 |
|
| R1 |
10,873 |
10,873 |
10,773 |
10,939 |
| PP |
10,662 |
10,662 |
10,662 |
10,695 |
| S1 |
10,530 |
10,530 |
10,710 |
10,596 |
| S2 |
10,319 |
10,319 |
10,678 |
|
| S3 |
9,976 |
10,187 |
10,647 |
|
| S4 |
9,633 |
9,844 |
10,552 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,308 |
13,613 |
11,045 |
|
| R3 |
13,017 |
12,322 |
10,690 |
|
| R2 |
11,726 |
11,726 |
10,572 |
|
| R1 |
11,031 |
11,031 |
10,453 |
10,733 |
| PP |
10,435 |
10,435 |
10,435 |
10,287 |
| S1 |
9,740 |
9,740 |
10,217 |
9,442 |
| S2 |
9,144 |
9,144 |
10,098 |
|
| S3 |
7,853 |
8,449 |
9,980 |
|
| S4 |
6,562 |
7,158 |
9,625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,115 |
9,840 |
1,275 |
11.9% |
437 |
4.1% |
71% |
False |
False |
232,245 |
| 10 |
11,168 |
9,840 |
1,328 |
12.4% |
308 |
2.9% |
68% |
False |
False |
192,846 |
| 20 |
11,206 |
9,840 |
1,366 |
12.7% |
207 |
1.9% |
66% |
False |
False |
161,180 |
| 40 |
11,206 |
9,840 |
1,366 |
12.7% |
148 |
1.4% |
66% |
False |
False |
132,269 |
| 60 |
11,206 |
9,840 |
1,366 |
12.7% |
136 |
1.3% |
66% |
False |
False |
89,476 |
| 80 |
11,206 |
9,731 |
1,475 |
13.7% |
146 |
1.4% |
68% |
False |
False |
67,136 |
| 100 |
11,206 |
9,731 |
1,475 |
13.7% |
132 |
1.2% |
68% |
False |
False |
53,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,252 |
|
2.618 |
11,692 |
|
1.618 |
11,349 |
|
1.000 |
11,137 |
|
0.618 |
11,006 |
|
HIGH |
10,794 |
|
0.618 |
10,663 |
|
0.500 |
10,623 |
|
0.382 |
10,582 |
|
LOW |
10,451 |
|
0.618 |
10,239 |
|
1.000 |
10,108 |
|
1.618 |
9,896 |
|
2.618 |
9,553 |
|
4.250 |
8,993 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,702 |
10,612 |
| PP |
10,662 |
10,482 |
| S1 |
10,623 |
10,353 |
|