Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
5,818.5 |
5,658.5 |
-160.0 |
-2.7% |
5,997.5 |
High |
5,872.5 |
5,749.0 |
-123.5 |
-2.1% |
6,187.0 |
Low |
5,733.5 |
5,608.0 |
-125.5 |
-2.2% |
5,688.0 |
Close |
5,800.5 |
5,682.5 |
-118.0 |
-2.0% |
5,823.0 |
Range |
139.0 |
141.0 |
2.0 |
1.4% |
499.0 |
ATR |
169.1 |
170.8 |
1.7 |
1.0% |
0.0 |
Volume |
146,584 |
232,558 |
85,974 |
58.7% |
1,347,967 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,102.8 |
6,033.7 |
5,760.1 |
|
R3 |
5,961.8 |
5,892.7 |
5,721.3 |
|
R2 |
5,820.8 |
5,820.8 |
5,708.4 |
|
R1 |
5,751.7 |
5,751.7 |
5,695.4 |
5,786.3 |
PP |
5,679.8 |
5,679.8 |
5,679.8 |
5,697.1 |
S1 |
5,610.7 |
5,610.7 |
5,669.6 |
5,645.3 |
S2 |
5,538.8 |
5,538.8 |
5,656.7 |
|
S3 |
5,397.8 |
5,469.7 |
5,643.7 |
|
S4 |
5,256.8 |
5,328.7 |
5,605.0 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,396.3 |
7,108.7 |
6,097.5 |
|
R3 |
6,897.3 |
6,609.7 |
5,960.2 |
|
R2 |
6,398.3 |
6,398.3 |
5,914.5 |
|
R1 |
6,110.7 |
6,110.7 |
5,868.7 |
6,005.0 |
PP |
5,899.3 |
5,899.3 |
5,899.3 |
5,846.5 |
S1 |
5,611.7 |
5,611.7 |
5,777.3 |
5,506.0 |
S2 |
5,400.3 |
5,400.3 |
5,731.5 |
|
S3 |
4,901.3 |
5,112.7 |
5,685.8 |
|
S4 |
4,402.3 |
4,613.7 |
5,548.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,128.0 |
5,608.0 |
520.0 |
9.2% |
179.7 |
3.2% |
14% |
False |
True |
253,881 |
10 |
6,280.0 |
5,608.0 |
672.0 |
11.8% |
168.6 |
3.0% |
11% |
False |
True |
237,213 |
20 |
6,280.0 |
5,557.0 |
723.0 |
12.7% |
176.3 |
3.1% |
17% |
False |
False |
246,763 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.9% |
129.8 |
2.3% |
16% |
False |
False |
196,787 |
60 |
6,347.0 |
5,557.0 |
790.0 |
13.9% |
108.8 |
1.9% |
16% |
False |
False |
150,435 |
80 |
6,347.0 |
5,400.0 |
947.0 |
16.7% |
106.1 |
1.9% |
30% |
False |
False |
112,963 |
100 |
6,347.0 |
5,400.0 |
947.0 |
16.7% |
105.4 |
1.9% |
30% |
False |
False |
90,448 |
120 |
6,347.0 |
5,400.0 |
947.0 |
16.7% |
100.0 |
1.8% |
30% |
False |
False |
75,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,348.3 |
2.618 |
6,118.1 |
1.618 |
5,977.1 |
1.000 |
5,890.0 |
0.618 |
5,836.1 |
HIGH |
5,749.0 |
0.618 |
5,695.1 |
0.500 |
5,678.5 |
0.382 |
5,661.9 |
LOW |
5,608.0 |
0.618 |
5,520.9 |
1.000 |
5,467.0 |
1.618 |
5,379.9 |
2.618 |
5,238.9 |
4.250 |
5,008.8 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,681.2 |
5,740.5 |
PP |
5,679.8 |
5,721.2 |
S1 |
5,678.5 |
5,701.8 |
|