Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,211.7 |
1,210.4 |
-1.3 |
-0.1% |
1,178.1 |
High |
1,218.5 |
1,214.8 |
-3.7 |
-0.3% |
1,218.5 |
Low |
1,205.4 |
1,201.1 |
-4.3 |
-0.4% |
1,176.8 |
Close |
1,211.9 |
1,212.2 |
0.3 |
0.0% |
1,212.2 |
Range |
13.1 |
13.7 |
0.6 |
4.6% |
41.7 |
ATR |
21.5 |
21.0 |
-0.6 |
-2.6% |
0.0 |
Volume |
237,497 |
109,434 |
-128,063 |
-53.9% |
911,833 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.5 |
1,245.0 |
1,219.7 |
|
R3 |
1,236.8 |
1,231.3 |
1,216.0 |
|
R2 |
1,223.1 |
1,223.1 |
1,214.7 |
|
R1 |
1,217.6 |
1,217.6 |
1,213.5 |
1,220.4 |
PP |
1,209.4 |
1,209.4 |
1,209.4 |
1,210.7 |
S1 |
1,203.9 |
1,203.9 |
1,210.9 |
1,206.7 |
S2 |
1,195.7 |
1,195.7 |
1,209.7 |
|
S3 |
1,182.0 |
1,190.2 |
1,208.4 |
|
S4 |
1,168.3 |
1,176.5 |
1,204.7 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.6 |
1,311.6 |
1,235.1 |
|
R3 |
1,285.9 |
1,269.9 |
1,223.7 |
|
R2 |
1,244.2 |
1,244.2 |
1,219.8 |
|
R1 |
1,228.2 |
1,228.2 |
1,216.0 |
1,236.2 |
PP |
1,202.5 |
1,202.5 |
1,202.5 |
1,206.5 |
S1 |
1,186.5 |
1,186.5 |
1,208.4 |
1,194.5 |
S2 |
1,160.8 |
1,160.8 |
1,204.6 |
|
S3 |
1,119.1 |
1,144.8 |
1,200.7 |
|
S4 |
1,077.4 |
1,103.1 |
1,189.3 |
|
|
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 |
1,176.8 |
41.7 |
3.4% |
15.7 |
1.3% |
85% |
False |
False |
182,366 |
10 |
1,242.8 |
1,166.0 |
76.8 |
6.3% |
21.2 |
1.8% |
60% |
False |
False |
195,051 |
20 |
1,249.7 |
1,156.2 |
93.5 |
7.7% |
22.9 |
1.9% |
60% |
False |
False |
190,440 |
40 |
1,249.7 |
1,120.8 |
128.9 |
10.6% |
19.3 |
1.6% |
71% |
False |
False |
157,456 |
60 |
1,249.7 |
1,086.1 |
163.6 |
13.5% |
18.4 |
1.5% |
77% |
False |
False |
118,581 |
80 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.2 |
1.6% |
82% |
False |
False |
90,369 |
100 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.3 |
1.6% |
82% |
False |
False |
73,075 |
120 |
1,249.7 |
1,045.6 |
204.1 |
16.8% |
19.7 |
1.6% |
82% |
False |
False |
61,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.0 |
2.618 |
1,250.7 |
1.618 |
1,237.0 |
1.000 |
1,228.5 |
0.618 |
1,223.3 |
HIGH |
1,214.8 |
0.618 |
1,209.6 |
0.500 |
1,208.0 |
0.382 |
1,206.3 |
LOW |
1,201.1 |
0.618 |
1,192.6 |
1.000 |
1,187.4 |
1.618 |
1,178.9 |
2.618 |
1,165.2 |
4.250 |
1,142.9 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,210.8 |
1,211.4 |
PP |
1,209.4 |
1,210.6 |
S1 |
1,208.0 |
1,209.8 |
|