Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,060.00 |
1,100.25 |
40.25 |
3.8% |
1,085.50 |
High |
1,103.00 |
1,106.75 |
3.75 |
0.3% |
1,106.75 |
Low |
1,055.50 |
1,083.25 |
27.75 |
2.6% |
1,036.75 |
Close |
1,101.00 |
1,088.50 |
-12.50 |
-1.1% |
1,088.50 |
Range |
47.50 |
23.50 |
-24.00 |
-50.5% |
70.00 |
ATR |
31.17 |
30.62 |
-0.55 |
-1.8% |
0.00 |
Volume |
2,929,237 |
2,613,372 |
-315,865 |
-10.8% |
15,232,869 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,163.25 |
1,149.50 |
1,101.50 |
|
R3 |
1,139.75 |
1,126.00 |
1,095.00 |
|
R2 |
1,116.25 |
1,116.25 |
1,092.75 |
|
R1 |
1,102.50 |
1,102.50 |
1,090.75 |
1,097.50 |
PP |
1,092.75 |
1,092.75 |
1,092.75 |
1,090.50 |
S1 |
1,079.00 |
1,079.00 |
1,086.25 |
1,074.00 |
S2 |
1,069.25 |
1,069.25 |
1,084.25 |
|
S3 |
1,045.75 |
1,055.50 |
1,082.00 |
|
S4 |
1,022.25 |
1,032.00 |
1,075.50 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.25 |
1,258.00 |
1,127.00 |
|
R3 |
1,217.25 |
1,188.00 |
1,107.75 |
|
R2 |
1,147.25 |
1,147.25 |
1,101.25 |
|
R1 |
1,118.00 |
1,118.00 |
1,095.00 |
1,132.50 |
PP |
1,077.25 |
1,077.25 |
1,077.25 |
1,084.75 |
S1 |
1,048.00 |
1,048.00 |
1,082.00 |
1,062.50 |
S2 |
1,007.25 |
1,007.25 |
1,075.75 |
|
S3 |
937.25 |
978.00 |
1,069.25 |
|
S4 |
867.25 |
908.00 |
1,050.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,106.75 |
1,036.75 |
70.00 |
6.4% |
31.25 |
2.9% |
74% |
True |
False |
3,046,573 |
10 |
1,147.50 |
1,036.75 |
110.75 |
10.2% |
32.75 |
3.0% |
47% |
False |
False |
3,232,261 |
20 |
1,202.00 |
1,036.75 |
165.25 |
15.2% |
35.75 |
3.3% |
31% |
False |
False |
3,234,770 |
40 |
1,216.75 |
1,036.75 |
180.00 |
16.5% |
25.50 |
2.3% |
29% |
False |
False |
2,584,374 |
60 |
1,216.75 |
1,036.75 |
180.00 |
16.5% |
20.75 |
1.9% |
29% |
False |
False |
2,208,444 |
80 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
19.75 |
1.8% |
29% |
False |
False |
1,658,425 |
100 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
19.25 |
1.8% |
29% |
False |
False |
1,327,072 |
120 |
1,216.75 |
1,036.25 |
180.50 |
16.6% |
17.75 |
1.6% |
29% |
False |
False |
1,105,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.50 |
2.618 |
1,168.25 |
1.618 |
1,144.75 |
1.000 |
1,130.25 |
0.618 |
1,121.25 |
HIGH |
1,106.75 |
0.618 |
1,097.75 |
0.500 |
1,095.00 |
0.382 |
1,092.25 |
LOW |
1,083.25 |
0.618 |
1,068.75 |
1.000 |
1,059.75 |
1.618 |
1,045.25 |
2.618 |
1,021.75 |
4.250 |
983.50 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,095.00 |
1,086.00 |
PP |
1,092.75 |
1,083.50 |
S1 |
1,090.75 |
1,081.00 |
|