Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,072.50 |
1,060.00 |
-12.50 |
-1.2% |
1,133.75 |
High |
1,089.50 |
1,103.00 |
13.50 |
1.2% |
1,147.50 |
Low |
1,060.50 |
1,055.50 |
-5.00 |
-0.5% |
1,051.25 |
Close |
1,061.25 |
1,101.00 |
39.75 |
3.7% |
1,084.50 |
Range |
29.00 |
47.50 |
18.50 |
63.8% |
96.25 |
ATR |
29.92 |
31.17 |
1.26 |
4.2% |
0.00 |
Volume |
3,433,912 |
2,929,237 |
-504,675 |
-14.7% |
17,089,741 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,229.00 |
1,212.50 |
1,127.00 |
|
R3 |
1,181.50 |
1,165.00 |
1,114.00 |
|
R2 |
1,134.00 |
1,134.00 |
1,109.75 |
|
R1 |
1,117.50 |
1,117.50 |
1,105.25 |
1,125.75 |
PP |
1,086.50 |
1,086.50 |
1,086.50 |
1,090.50 |
S1 |
1,070.00 |
1,070.00 |
1,096.75 |
1,078.25 |
S2 |
1,039.00 |
1,039.00 |
1,092.25 |
|
S3 |
991.50 |
1,022.50 |
1,088.00 |
|
S4 |
944.00 |
975.00 |
1,075.00 |
|
|
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 |
1,103.00 |
1,036.75 |
66.25 |
6.0% |
34.25 |
3.1% |
97% |
True |
False |
3,399,674 |
10 |
1,159.50 |
1,036.75 |
122.75 |
11.1% |
34.00 |
3.1% |
52% |
False |
False |
3,167,282 |
20 |
1,208.00 |
1,036.75 |
171.25 |
15.6% |
35.75 |
3.3% |
38% |
False |
False |
3,203,139 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.3% |
25.25 |
2.3% |
36% |
False |
False |
2,571,772 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.3% |
20.50 |
1.9% |
36% |
False |
False |
2,165,399 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.4% |
19.50 |
1.8% |
36% |
False |
False |
1,625,793 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.4% |
19.00 |
1.7% |
36% |
False |
False |
1,300,955 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.4% |
17.75 |
1.6% |
36% |
False |
False |
1,084,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.00 |
2.618 |
1,227.25 |
1.618 |
1,179.75 |
1.000 |
1,150.50 |
0.618 |
1,132.25 |
HIGH |
1,103.00 |
0.618 |
1,084.75 |
0.500 |
1,079.25 |
0.382 |
1,073.75 |
LOW |
1,055.50 |
0.618 |
1,026.25 |
1.000 |
1,008.00 |
1.618 |
978.75 |
2.618 |
931.25 |
4.250 |
853.50 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,093.75 |
1,090.50 |
PP |
1,086.50 |
1,080.25 |
S1 |
1,079.25 |
1,070.00 |
|