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 |
1,809.75 |
1,814.50 |
4.75 |
0.3% |
1,907.75 |
High |
1,819.50 |
1,849.75 |
30.25 |
1.7% |
1,932.00 |
Low |
1,754.25 |
1,788.75 |
34.50 |
2.0% |
1,765.50 |
Close |
1,815.50 |
1,791.50 |
-24.00 |
-1.3% |
1,819.25 |
Range |
65.25 |
61.00 |
-4.25 |
-6.5% |
166.50 |
ATR |
56.34 |
56.68 |
0.33 |
0.6% |
0.00 |
Volume |
319,255 |
425,513 |
106,258 |
33.3% |
2,229,070 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.00 |
1,953.25 |
1,825.00 |
|
R3 |
1,932.00 |
1,892.25 |
1,808.25 |
|
R2 |
1,871.00 |
1,871.00 |
1,802.75 |
|
R1 |
1,831.25 |
1,831.25 |
1,797.00 |
1,820.50 |
PP |
1,810.00 |
1,810.00 |
1,810.00 |
1,804.75 |
S1 |
1,770.25 |
1,770.25 |
1,786.00 |
1,759.50 |
S2 |
1,749.00 |
1,749.00 |
1,780.25 |
|
S3 |
1,688.00 |
1,709.25 |
1,774.75 |
|
S4 |
1,627.00 |
1,648.25 |
1,758.00 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,338.50 |
2,245.25 |
1,910.75 |
|
R3 |
2,172.00 |
2,078.75 |
1,865.00 |
|
R2 |
2,005.50 |
2,005.50 |
1,849.75 |
|
R1 |
1,912.25 |
1,912.25 |
1,834.50 |
1,875.50 |
PP |
1,839.00 |
1,839.00 |
1,839.00 |
1,820.50 |
S1 |
1,745.75 |
1,745.75 |
1,804.00 |
1,709.00 |
S2 |
1,672.50 |
1,672.50 |
1,788.75 |
|
S3 |
1,506.00 |
1,579.25 |
1,773.50 |
|
S4 |
1,339.50 |
1,412.75 |
1,727.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,875.00 |
1,754.25 |
120.75 |
6.7% |
64.00 |
3.6% |
31% |
False |
False |
454,025 |
10 |
1,981.50 |
1,754.25 |
227.25 |
12.7% |
58.00 |
3.2% |
16% |
False |
False |
414,165 |
20 |
2,047.00 |
1,730.25 |
316.75 |
17.7% |
66.75 |
3.7% |
19% |
False |
False |
431,062 |
40 |
2,058.75 |
1,730.25 |
328.50 |
18.3% |
46.00 |
2.6% |
19% |
False |
False |
342,829 |
60 |
2,058.75 |
1,730.25 |
328.50 |
18.3% |
37.50 |
2.1% |
19% |
False |
False |
284,697 |
80 |
2,058.75 |
1,708.50 |
350.25 |
19.6% |
35.25 |
2.0% |
24% |
False |
False |
213,652 |
100 |
2,058.75 |
1,708.50 |
350.25 |
19.6% |
34.75 |
1.9% |
24% |
False |
False |
171,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,109.00 |
2.618 |
2,009.50 |
1.618 |
1,948.50 |
1.000 |
1,910.75 |
0.618 |
1,887.50 |
HIGH |
1,849.75 |
0.618 |
1,826.50 |
0.500 |
1,819.25 |
0.382 |
1,812.00 |
LOW |
1,788.75 |
0.618 |
1,751.00 |
1.000 |
1,727.75 |
1.618 |
1,690.00 |
2.618 |
1,629.00 |
4.250 |
1,529.50 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,819.25 |
1,802.00 |
PP |
1,810.00 |
1,798.50 |
S1 |
1,800.75 |
1,795.00 |
|