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 |
1,203.8 |
1,211.7 |
7.9 |
0.7% |
1,232.0 |
High |
1,216.9 |
1,218.5 |
1.6 |
0.1% |
1,242.8 |
Low |
1,201.0 |
1,205.4 |
4.4 |
0.4% |
1,166.0 |
Close |
1,213.4 |
1,211.9 |
-1.5 |
-0.1% |
1,176.1 |
Range |
15.9 |
13.1 |
-2.8 |
-17.6% |
76.8 |
ATR |
22.2 |
21.5 |
-0.6 |
-2.9% |
0.0 |
Volume |
218,485 |
237,497 |
19,012 |
8.7% |
1,038,677 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.2 |
1,244.7 |
1,219.1 |
|
R3 |
1,238.1 |
1,231.6 |
1,215.5 |
|
R2 |
1,225.0 |
1,225.0 |
1,214.3 |
|
R1 |
1,218.5 |
1,218.5 |
1,213.1 |
1,221.8 |
PP |
1,211.9 |
1,211.9 |
1,211.9 |
1,213.6 |
S1 |
1,205.4 |
1,205.4 |
1,210.7 |
1,208.7 |
S2 |
1,198.8 |
1,198.8 |
1,209.5 |
|
S3 |
1,185.7 |
1,192.3 |
1,208.3 |
|
S4 |
1,172.6 |
1,179.2 |
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 |
1,218.5 |
1,166.0 |
52.5 |
4.3% |
17.4 |
1.4% |
87% |
True |
False |
204,028 |
10 |
1,249.7 |
1,166.0 |
83.7 |
6.9% |
23.1 |
1.9% |
55% |
False |
False |
200,450 |
20 |
1,249.7 |
1,156.2 |
93.5 |
7.7% |
23.0 |
1.9% |
60% |
False |
False |
190,451 |
40 |
1,249.7 |
1,112.3 |
137.4 |
11.3% |
19.4 |
1.6% |
72% |
False |
False |
157,432 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.5% |
18.4 |
1.5% |
77% |
False |
False |
116,947 |
80 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.3 |
1.6% |
81% |
False |
False |
89,059 |
100 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.3 |
1.6% |
81% |
False |
False |
72,023 |
120 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
20.1 |
1.7% |
81% |
False |
False |
60,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.2 |
2.618 |
1,252.8 |
1.618 |
1,239.7 |
1.000 |
1,231.6 |
0.618 |
1,226.6 |
HIGH |
1,218.5 |
0.618 |
1,213.5 |
0.500 |
1,212.0 |
0.382 |
1,210.4 |
LOW |
1,205.4 |
0.618 |
1,197.3 |
1.000 |
1,192.3 |
1.618 |
1,184.2 |
2.618 |
1,171.1 |
4.250 |
1,149.7 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,212.0 |
1,208.6 |
PP |
1,211.9 |
1,205.2 |
S1 |
1,211.9 |
1,201.9 |
|