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 |
5,066.0 |
4,920.0 |
-146.0 |
-2.9% |
5,207.0 |
High |
5,095.0 |
5,008.0 |
-87.0 |
-1.7% |
5,322.0 |
Low |
5,002.0 |
4,883.5 |
-118.5 |
-2.4% |
4,940.0 |
Close |
5,052.5 |
4,936.0 |
-116.5 |
-2.3% |
5,039.0 |
Range |
93.0 |
124.5 |
31.5 |
33.9% |
382.0 |
ATR |
145.5 |
147.2 |
1.7 |
1.2% |
0.0 |
Volume |
271,443 |
111,080 |
-160,363 |
-59.1% |
871,960 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,316.0 |
5,250.5 |
5,004.5 |
|
R3 |
5,191.5 |
5,126.0 |
4,970.0 |
|
R2 |
5,067.0 |
5,067.0 |
4,959.0 |
|
R1 |
5,001.5 |
5,001.5 |
4,947.5 |
5,034.0 |
PP |
4,942.5 |
4,942.5 |
4,942.5 |
4,959.0 |
S1 |
4,877.0 |
4,877.0 |
4,924.5 |
4,910.0 |
S2 |
4,818.0 |
4,818.0 |
4,913.0 |
|
S3 |
4,693.5 |
4,752.5 |
4,902.0 |
|
S4 |
4,569.0 |
4,628.0 |
4,867.5 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,246.5 |
6,024.5 |
5,249.0 |
|
R3 |
5,864.5 |
5,642.5 |
5,144.0 |
|
R2 |
5,482.5 |
5,482.5 |
5,109.0 |
|
R1 |
5,260.5 |
5,260.5 |
5,074.0 |
5,180.5 |
PP |
5,100.5 |
5,100.5 |
5,100.5 |
5,060.0 |
S1 |
4,878.5 |
4,878.5 |
5,004.0 |
4,798.5 |
S2 |
4,718.5 |
4,718.5 |
4,969.0 |
|
S3 |
4,336.5 |
4,496.5 |
4,934.0 |
|
S4 |
3,954.5 |
4,114.5 |
4,829.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,252.5 |
4,883.5 |
369.0 |
7.5% |
146.0 |
3.0% |
14% |
False |
True |
188,432 |
10 |
5,432.0 |
4,883.5 |
548.5 |
11.1% |
137.0 |
2.8% |
10% |
False |
True |
171,717 |
20 |
5,716.5 |
4,801.0 |
915.5 |
18.5% |
162.0 |
3.3% |
15% |
False |
False |
175,868 |
40 |
5,800.0 |
4,801.0 |
999.0 |
20.2% |
113.5 |
2.3% |
14% |
False |
False |
136,648 |
60 |
5,800.0 |
4,801.0 |
999.0 |
20.2% |
93.5 |
1.9% |
14% |
False |
False |
114,992 |
80 |
5,800.0 |
4,801.0 |
999.0 |
20.2% |
86.0 |
1.7% |
14% |
False |
False |
86,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,537.0 |
2.618 |
5,334.0 |
1.618 |
5,209.5 |
1.000 |
5,132.5 |
0.618 |
5,085.0 |
HIGH |
5,008.0 |
0.618 |
4,960.5 |
0.500 |
4,946.0 |
0.382 |
4,931.0 |
LOW |
4,883.5 |
0.618 |
4,806.5 |
1.000 |
4,759.0 |
1.618 |
4,682.0 |
2.618 |
4,557.5 |
4.250 |
4,354.5 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,946.0 |
4,989.0 |
PP |
4,942.5 |
4,971.5 |
S1 |
4,939.0 |
4,954.0 |
|