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 |
1,814.50 |
1,788.25 |
-26.25 |
-1.4% |
1,907.75 |
High |
1,849.75 |
1,864.50 |
14.75 |
0.8% |
1,932.00 |
Low |
1,788.75 |
1,781.75 |
-7.00 |
-0.4% |
1,765.50 |
Close |
1,791.50 |
1,863.75 |
72.25 |
4.0% |
1,819.25 |
Range |
61.00 |
82.75 |
21.75 |
35.7% |
166.50 |
ATR |
56.68 |
58.54 |
1.86 |
3.3% |
0.00 |
Volume |
425,513 |
391,061 |
-34,452 |
-8.1% |
2,229,070 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.00 |
2,057.00 |
1,909.25 |
|
R3 |
2,002.25 |
1,974.25 |
1,886.50 |
|
R2 |
1,919.50 |
1,919.50 |
1,879.00 |
|
R1 |
1,891.50 |
1,891.50 |
1,871.25 |
1,905.50 |
PP |
1,836.75 |
1,836.75 |
1,836.75 |
1,843.50 |
S1 |
1,808.75 |
1,808.75 |
1,856.25 |
1,822.75 |
S2 |
1,754.00 |
1,754.00 |
1,848.50 |
|
S3 |
1,671.25 |
1,726.00 |
1,841.00 |
|
S4 |
1,588.50 |
1,643.25 |
1,818.25 |
|
|
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 |
1,864.50 |
1,754.25 |
110.25 |
5.9% |
64.25 |
3.5% |
99% |
True |
False |
445,166 |
10 |
1,950.50 |
1,754.25 |
196.25 |
10.5% |
61.75 |
3.3% |
56% |
False |
False |
420,872 |
20 |
2,047.00 |
1,730.25 |
316.75 |
17.0% |
69.00 |
3.7% |
42% |
False |
False |
432,664 |
40 |
2,058.75 |
1,730.25 |
328.50 |
17.6% |
47.75 |
2.6% |
41% |
False |
False |
346,837 |
60 |
2,058.75 |
1,730.25 |
328.50 |
17.6% |
38.75 |
2.1% |
41% |
False |
False |
291,201 |
80 |
2,058.75 |
1,708.50 |
350.25 |
18.8% |
36.00 |
1.9% |
44% |
False |
False |
218,535 |
100 |
2,058.75 |
1,708.50 |
350.25 |
18.8% |
35.25 |
1.9% |
44% |
False |
False |
174,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,216.25 |
2.618 |
2,081.25 |
1.618 |
1,998.50 |
1.000 |
1,947.25 |
0.618 |
1,915.75 |
HIGH |
1,864.50 |
0.618 |
1,833.00 |
0.500 |
1,823.00 |
0.382 |
1,813.25 |
LOW |
1,781.75 |
0.618 |
1,730.50 |
1.000 |
1,699.00 |
1.618 |
1,647.75 |
2.618 |
1,565.00 |
4.250 |
1,430.00 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,850.25 |
1,845.50 |
PP |
1,836.75 |
1,827.50 |
S1 |
1,823.00 |
1,809.50 |
|