Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,085.50 |
1,069.50 |
-16.00 |
-1.5% |
1,133.75 |
High |
1,088.75 |
1,074.75 |
-14.00 |
-1.3% |
1,147.50 |
Low |
1,070.00 |
1,036.75 |
-33.25 |
-3.1% |
1,051.25 |
Close |
1,071.00 |
1,073.00 |
2.00 |
0.2% |
1,084.50 |
Range |
18.75 |
38.00 |
19.25 |
102.7% |
96.25 |
ATR |
29.37 |
29.99 |
0.62 |
2.1% |
0.00 |
Volume |
4,024,607 |
2,231,741 |
-1,792,866 |
-44.5% |
17,089,741 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.50 |
1,162.25 |
1,094.00 |
|
R3 |
1,137.50 |
1,124.25 |
1,083.50 |
|
R2 |
1,099.50 |
1,099.50 |
1,080.00 |
|
R1 |
1,086.25 |
1,086.25 |
1,076.50 |
1,093.00 |
PP |
1,061.50 |
1,061.50 |
1,061.50 |
1,064.75 |
S1 |
1,048.25 |
1,048.25 |
1,069.50 |
1,055.00 |
S2 |
1,023.50 |
1,023.50 |
1,066.00 |
|
S3 |
985.50 |
1,010.25 |
1,062.50 |
|
S4 |
947.50 |
972.25 |
1,052.00 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.25 |
1,330.00 |
1,137.50 |
|
R3 |
1,287.00 |
1,233.75 |
1,111.00 |
|
R2 |
1,190.75 |
1,190.75 |
1,102.25 |
|
R1 |
1,137.50 |
1,137.50 |
1,093.25 |
1,116.00 |
PP |
1,094.50 |
1,094.50 |
1,094.50 |
1,083.50 |
S1 |
1,041.25 |
1,041.25 |
1,075.75 |
1,019.75 |
S2 |
998.25 |
998.25 |
1,066.75 |
|
S3 |
902.00 |
945.00 |
1,058.00 |
|
S4 |
805.75 |
848.75 |
1,031.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,122.75 |
1,036.75 |
86.00 |
8.0% |
33.50 |
3.1% |
42% |
False |
True |
3,462,768 |
10 |
1,174.75 |
1,036.75 |
138.00 |
12.9% |
31.50 |
2.9% |
26% |
False |
True |
3,008,314 |
20 |
1,208.00 |
1,036.75 |
171.25 |
16.0% |
33.75 |
3.1% |
21% |
False |
True |
3,207,404 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.8% |
23.75 |
2.2% |
20% |
False |
True |
2,490,125 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.8% |
19.50 |
1.8% |
20% |
False |
True |
2,060,085 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.8% |
19.00 |
1.8% |
20% |
False |
False |
1,546,284 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.8% |
18.50 |
1.7% |
20% |
False |
False |
1,237,331 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.8% |
17.25 |
1.6% |
20% |
False |
False |
1,031,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.25 |
2.618 |
1,174.25 |
1.618 |
1,136.25 |
1.000 |
1,112.75 |
0.618 |
1,098.25 |
HIGH |
1,074.75 |
0.618 |
1,060.25 |
0.500 |
1,055.75 |
0.382 |
1,051.25 |
LOW |
1,036.75 |
0.618 |
1,013.25 |
1.000 |
998.75 |
1.618 |
975.25 |
2.618 |
937.25 |
4.250 |
875.25 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,067.25 |
1,069.50 |
PP |
1,061.50 |
1,066.25 |
S1 |
1,055.75 |
1,062.75 |
|