Trading Metrics calculated at close of trading on 26-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,069.50 |
1,072.50 |
3.00 |
0.3% |
1,133.75 |
High |
1,074.75 |
1,089.50 |
14.75 |
1.4% |
1,147.50 |
Low |
1,036.75 |
1,060.50 |
23.75 |
2.3% |
1,051.25 |
Close |
1,073.00 |
1,061.25 |
-11.75 |
-1.1% |
1,084.50 |
Range |
38.00 |
29.00 |
-9.00 |
-23.7% |
96.25 |
ATR |
29.99 |
29.92 |
-0.07 |
-0.2% |
0.00 |
Volume |
2,231,741 |
3,433,912 |
1,202,171 |
53.9% |
17,089,741 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,157.50 |
1,138.25 |
1,077.25 |
|
R3 |
1,128.50 |
1,109.25 |
1,069.25 |
|
R2 |
1,099.50 |
1,099.50 |
1,066.50 |
|
R1 |
1,080.25 |
1,080.25 |
1,064.00 |
1,075.50 |
PP |
1,070.50 |
1,070.50 |
1,070.50 |
1,068.00 |
S1 |
1,051.25 |
1,051.25 |
1,058.50 |
1,046.50 |
S2 |
1,041.50 |
1,041.50 |
1,056.00 |
|
S3 |
1,012.50 |
1,022.25 |
1,053.25 |
|
S4 |
983.50 |
993.25 |
1,045.25 |
|
|
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 |
1,116.50 |
1,036.75 |
79.75 |
7.5% |
34.50 |
3.3% |
31% |
False |
False |
3,530,997 |
10 |
1,174.75 |
1,036.75 |
138.00 |
13.0% |
31.25 |
2.9% |
18% |
False |
False |
3,085,342 |
20 |
1,208.00 |
1,036.75 |
171.25 |
16.1% |
34.25 |
3.2% |
14% |
False |
False |
3,199,563 |
40 |
1,216.75 |
1,036.75 |
180.00 |
17.0% |
24.25 |
2.3% |
14% |
False |
False |
2,539,615 |
60 |
1,216.75 |
1,036.75 |
180.00 |
17.0% |
20.00 |
1.9% |
14% |
False |
False |
2,116,980 |
80 |
1,216.75 |
1,036.25 |
180.50 |
17.0% |
19.00 |
1.8% |
14% |
False |
False |
1,589,186 |
100 |
1,216.75 |
1,036.25 |
180.50 |
17.0% |
18.75 |
1.8% |
14% |
False |
False |
1,271,665 |
120 |
1,216.75 |
1,036.25 |
180.50 |
17.0% |
17.50 |
1.6% |
14% |
False |
False |
1,059,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,212.75 |
2.618 |
1,165.50 |
1.618 |
1,136.50 |
1.000 |
1,118.50 |
0.618 |
1,107.50 |
HIGH |
1,089.50 |
0.618 |
1,078.50 |
0.500 |
1,075.00 |
0.382 |
1,071.50 |
LOW |
1,060.50 |
0.618 |
1,042.50 |
1.000 |
1,031.50 |
1.618 |
1,013.50 |
2.618 |
984.50 |
4.250 |
937.25 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,075.00 |
1,063.00 |
PP |
1,070.50 |
1,062.50 |
S1 |
1,065.75 |
1,062.00 |
|