| 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 |
10,705 |
10,874 |
169 |
1.6% |
10,972 |
| High |
10,882 |
10,917 |
35 |
0.3% |
11,131 |
| Low |
10,615 |
10,744 |
129 |
1.2% |
9,840 |
| Close |
10,876 |
10,773 |
-103 |
-0.9% |
10,335 |
| Range |
267 |
173 |
-94 |
-35.2% |
1,291 |
| ATR |
233 |
228 |
-4 |
-1.8% |
0 |
| Volume |
169,518 |
142,717 |
-26,801 |
-15.8% |
1,002,444 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,330 |
11,225 |
10,868 |
|
| R3 |
11,157 |
11,052 |
10,821 |
|
| R2 |
10,984 |
10,984 |
10,805 |
|
| R1 |
10,879 |
10,879 |
10,789 |
10,845 |
| PP |
10,811 |
10,811 |
10,811 |
10,795 |
| S1 |
10,706 |
10,706 |
10,757 |
10,672 |
| S2 |
10,638 |
10,638 |
10,741 |
|
| S3 |
10,465 |
10,533 |
10,726 |
|
| S4 |
10,292 |
10,360 |
10,678 |
|
|
| 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 |
10,917 |
10,202 |
715 |
6.6% |
276 |
2.6% |
80% |
True |
False |
238,377 |
| 10 |
11,158 |
9,840 |
1,318 |
12.2% |
322 |
3.0% |
71% |
False |
False |
199,663 |
| 20 |
11,206 |
9,840 |
1,366 |
12.7% |
227 |
2.1% |
68% |
False |
False |
173,026 |
| 40 |
11,206 |
9,840 |
1,366 |
12.7% |
158 |
1.5% |
68% |
False |
False |
138,145 |
| 60 |
11,206 |
9,840 |
1,366 |
12.7% |
140 |
1.3% |
68% |
False |
False |
98,518 |
| 80 |
11,206 |
9,731 |
1,475 |
13.7% |
149 |
1.4% |
71% |
False |
False |
73,924 |
| 100 |
11,206 |
9,731 |
1,475 |
13.7% |
136 |
1.3% |
71% |
False |
False |
59,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,652 |
|
2.618 |
11,370 |
|
1.618 |
11,197 |
|
1.000 |
11,090 |
|
0.618 |
11,024 |
|
HIGH |
10,917 |
|
0.618 |
10,851 |
|
0.500 |
10,831 |
|
0.382 |
10,810 |
|
LOW |
10,744 |
|
0.618 |
10,637 |
|
1.000 |
10,571 |
|
1.618 |
10,464 |
|
2.618 |
10,291 |
|
4.250 |
10,009 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,831 |
10,771 |
| PP |
10,811 |
10,768 |
| S1 |
10,792 |
10,766 |
|