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 |
5,722.0 |
5,752.5 |
30.5 |
0.5% |
5,997.5 |
High |
5,830.0 |
5,974.0 |
144.0 |
2.5% |
6,187.0 |
Low |
5,695.5 |
5,752.0 |
56.5 |
1.0% |
5,688.0 |
Close |
5,763.0 |
5,948.5 |
185.5 |
3.2% |
5,823.0 |
Range |
134.5 |
222.0 |
87.5 |
65.1% |
499.0 |
ATR |
169.1 |
172.9 |
3.8 |
2.2% |
0.0 |
Volume |
190,581 |
211,678 |
21,097 |
11.1% |
1,347,967 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,557.5 |
6,475.0 |
6,070.6 |
|
R3 |
6,335.5 |
6,253.0 |
6,009.6 |
|
R2 |
6,113.5 |
6,113.5 |
5,989.2 |
|
R1 |
6,031.0 |
6,031.0 |
5,968.9 |
6,072.3 |
PP |
5,891.5 |
5,891.5 |
5,891.5 |
5,912.1 |
S1 |
5,809.0 |
5,809.0 |
5,928.2 |
5,850.3 |
S2 |
5,669.5 |
5,669.5 |
5,907.8 |
|
S3 |
5,447.5 |
5,587.0 |
5,887.5 |
|
S4 |
5,225.5 |
5,365.0 |
5,826.4 |
|
|
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 |
5,974.0 |
5,608.0 |
366.0 |
6.2% |
164.3 |
2.8% |
93% |
True |
False |
217,861 |
10 |
6,239.5 |
5,608.0 |
631.5 |
10.6% |
174.3 |
2.9% |
54% |
False |
False |
237,886 |
20 |
6,280.0 |
5,557.0 |
723.0 |
12.2% |
182.8 |
3.1% |
54% |
False |
False |
242,464 |
40 |
6,347.0 |
5,557.0 |
790.0 |
13.3% |
135.7 |
2.3% |
50% |
False |
False |
201,132 |
60 |
6,347.0 |
5,557.0 |
790.0 |
13.3% |
112.3 |
1.9% |
50% |
False |
False |
157,125 |
80 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
108.0 |
1.8% |
58% |
False |
False |
117,984 |
100 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
107.9 |
1.8% |
58% |
False |
False |
94,465 |
120 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
101.7 |
1.7% |
58% |
False |
False |
78,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,917.5 |
2.618 |
6,555.2 |
1.618 |
6,333.2 |
1.000 |
6,196.0 |
0.618 |
6,111.2 |
HIGH |
5,974.0 |
0.618 |
5,889.2 |
0.500 |
5,863.0 |
0.382 |
5,836.8 |
LOW |
5,752.0 |
0.618 |
5,614.8 |
1.000 |
5,530.0 |
1.618 |
5,392.8 |
2.618 |
5,170.8 |
4.250 |
4,808.5 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,920.0 |
5,896.0 |
PP |
5,891.5 |
5,843.5 |
S1 |
5,863.0 |
5,791.0 |
|