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 |
1,192.4 |
1,203.8 |
11.4 |
1.0% |
1,232.0 |
High |
1,200.7 |
1,216.9 |
16.2 |
1.3% |
1,242.8 |
Low |
1,185.2 |
1,201.0 |
15.8 |
1.3% |
1,166.0 |
Close |
1,198.0 |
1,213.4 |
15.4 |
1.3% |
1,176.1 |
Range |
15.5 |
15.9 |
0.4 |
2.6% |
76.8 |
ATR |
22.4 |
22.2 |
-0.3 |
-1.1% |
0.0 |
Volume |
181,604 |
218,485 |
36,881 |
20.3% |
1,038,677 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.1 |
1,251.7 |
1,222.1 |
|
R3 |
1,242.2 |
1,235.8 |
1,217.8 |
|
R2 |
1,226.3 |
1,226.3 |
1,216.3 |
|
R1 |
1,219.9 |
1,219.9 |
1,214.9 |
1,223.1 |
PP |
1,210.4 |
1,210.4 |
1,210.4 |
1,212.1 |
S1 |
1,204.0 |
1,204.0 |
1,211.9 |
1,207.2 |
S2 |
1,194.5 |
1,194.5 |
1,210.5 |
|
S3 |
1,178.6 |
1,188.1 |
1,209.0 |
|
S4 |
1,162.7 |
1,172.2 |
1,204.7 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.4 |
1,377.5 |
1,218.3 |
|
R3 |
1,348.6 |
1,300.7 |
1,197.2 |
|
R2 |
1,271.8 |
1,271.8 |
1,190.2 |
|
R1 |
1,223.9 |
1,223.9 |
1,183.1 |
1,209.5 |
PP |
1,195.0 |
1,195.0 |
1,195.0 |
1,187.7 |
S1 |
1,147.1 |
1,147.1 |
1,169.1 |
1,132.7 |
S2 |
1,118.2 |
1,118.2 |
1,162.0 |
|
S3 |
1,041.4 |
1,070.3 |
1,155.0 |
|
S4 |
964.6 |
993.5 |
1,133.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,216.9 |
1,166.0 |
50.9 |
4.2% |
19.4 |
1.6% |
93% |
True |
False |
201,691 |
10 |
1,249.7 |
1,166.0 |
83.7 |
6.9% |
23.4 |
1.9% |
57% |
False |
False |
197,285 |
20 |
1,249.7 |
1,156.2 |
93.5 |
7.7% |
22.8 |
1.9% |
61% |
False |
False |
186,961 |
40 |
1,249.7 |
1,103.1 |
146.6 |
12.1% |
19.5 |
1.6% |
75% |
False |
False |
154,243 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.5% |
18.4 |
1.5% |
78% |
False |
False |
113,277 |
80 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.3 |
1.6% |
82% |
False |
False |
86,138 |
100 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.4 |
1.6% |
82% |
False |
False |
69,672 |
120 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
20.2 |
1.7% |
82% |
False |
False |
58,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.5 |
2.618 |
1,258.5 |
1.618 |
1,242.6 |
1.000 |
1,232.8 |
0.618 |
1,226.7 |
HIGH |
1,216.9 |
0.618 |
1,210.8 |
0.500 |
1,209.0 |
0.382 |
1,207.1 |
LOW |
1,201.0 |
0.618 |
1,191.2 |
1.000 |
1,185.1 |
1.618 |
1,175.3 |
2.618 |
1,159.4 |
4.250 |
1,133.4 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,211.9 |
1,207.9 |
PP |
1,210.4 |
1,202.4 |
S1 |
1,209.0 |
1,196.9 |
|