| 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 |
19,967 |
20,201 |
234 |
1.2% |
20,498 |
| High |
20,124 |
20,347 |
223 |
1.1% |
20,735 |
| Low |
19,801 |
20,078 |
277 |
1.4% |
19,380 |
| Close |
20,119 |
20,180 |
61 |
0.3% |
19,670 |
| Range |
323 |
269 |
-54 |
-16.7% |
1,355 |
| ATR |
380 |
372 |
-8 |
-2.1% |
0 |
| Volume |
939 |
4,108 |
3,169 |
337.5% |
7,451 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,009 |
20,863 |
20,328 |
|
| R3 |
20,740 |
20,594 |
20,254 |
|
| R2 |
20,471 |
20,471 |
20,229 |
|
| R1 |
20,325 |
20,325 |
20,205 |
20,264 |
| PP |
20,202 |
20,202 |
20,202 |
20,171 |
| S1 |
20,056 |
20,056 |
20,155 |
19,995 |
| S2 |
19,933 |
19,933 |
20,131 |
|
| S3 |
19,664 |
19,787 |
20,106 |
|
| S4 |
19,395 |
19,518 |
20,032 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,993 |
23,187 |
20,415 |
|
| R3 |
22,638 |
21,832 |
20,043 |
|
| R2 |
21,283 |
21,283 |
19,918 |
|
| R1 |
20,477 |
20,477 |
19,794 |
20,203 |
| PP |
19,928 |
19,928 |
19,928 |
19,791 |
| S1 |
19,122 |
19,122 |
19,546 |
18,848 |
| S2 |
18,573 |
18,573 |
19,422 |
|
| S3 |
17,218 |
17,767 |
19,297 |
|
| S4 |
15,863 |
16,412 |
18,925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,347 |
19,380 |
967 |
4.8% |
395 |
2.0% |
83% |
True |
False |
2,296 |
| 10 |
20,870 |
19,380 |
1,490 |
7.4% |
329 |
1.6% |
54% |
False |
False |
1,786 |
| 20 |
21,845 |
19,380 |
2,465 |
12.2% |
289 |
1.4% |
32% |
False |
False |
1,179 |
| 40 |
22,500 |
19,380 |
3,120 |
15.5% |
277 |
1.4% |
26% |
False |
False |
832 |
| 60 |
22,500 |
19,380 |
3,120 |
15.5% |
268 |
1.3% |
26% |
False |
False |
665 |
| 80 |
22,500 |
19,012 |
3,488 |
17.3% |
281 |
1.4% |
33% |
False |
False |
538 |
| 100 |
22,500 |
19,012 |
3,488 |
17.3% |
269 |
1.3% |
33% |
False |
False |
444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,490 |
|
2.618 |
21,051 |
|
1.618 |
20,782 |
|
1.000 |
20,616 |
|
0.618 |
20,513 |
|
HIGH |
20,347 |
|
0.618 |
20,244 |
|
0.500 |
20,213 |
|
0.382 |
20,181 |
|
LOW |
20,078 |
|
0.618 |
19,912 |
|
1.000 |
19,809 |
|
1.618 |
19,643 |
|
2.618 |
19,374 |
|
4.250 |
18,935 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,213 |
20,139 |
| PP |
20,202 |
20,098 |
| S1 |
20,191 |
20,057 |
|