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 |
5,065.5 |
5,212.0 |
146.5 |
2.9% |
5,066.0 |
High |
5,220.0 |
5,228.5 |
8.5 |
0.2% |
5,228.5 |
Low |
5,058.0 |
5,140.0 |
82.0 |
1.6% |
4,883.5 |
Close |
5,179.5 |
5,187.0 |
7.5 |
0.1% |
5,187.0 |
Range |
162.0 |
88.5 |
-73.5 |
-45.4% |
345.0 |
ATR |
151.1 |
146.7 |
-4.5 |
-3.0% |
0.0 |
Volume |
155,920 |
147,345 |
-8,575 |
-5.5% |
864,797 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,450.5 |
5,407.5 |
5,235.5 |
|
R3 |
5,362.0 |
5,319.0 |
5,211.5 |
|
R2 |
5,273.5 |
5,273.5 |
5,203.0 |
|
R1 |
5,230.5 |
5,230.5 |
5,195.0 |
5,208.0 |
PP |
5,185.0 |
5,185.0 |
5,185.0 |
5,174.0 |
S1 |
5,142.0 |
5,142.0 |
5,179.0 |
5,119.0 |
S2 |
5,096.5 |
5,096.5 |
5,171.0 |
|
S3 |
5,008.0 |
5,053.5 |
5,162.5 |
|
S4 |
4,919.5 |
4,965.0 |
5,138.5 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,134.5 |
6,006.0 |
5,377.0 |
|
R3 |
5,789.5 |
5,661.0 |
5,282.0 |
|
R2 |
5,444.5 |
5,444.5 |
5,250.0 |
|
R1 |
5,316.0 |
5,316.0 |
5,218.5 |
5,380.0 |
PP |
5,099.5 |
5,099.5 |
5,099.5 |
5,132.0 |
S1 |
4,971.0 |
4,971.0 |
5,155.5 |
5,035.0 |
S2 |
4,754.5 |
4,754.5 |
5,124.0 |
|
S3 |
4,409.5 |
4,626.0 |
5,092.0 |
|
S4 |
4,064.5 |
4,281.0 |
4,997.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,228.5 |
4,883.5 |
345.0 |
6.7% |
118.0 |
2.3% |
88% |
True |
False |
172,959 |
10 |
5,322.0 |
4,883.5 |
438.5 |
8.5% |
136.0 |
2.6% |
69% |
False |
False |
173,675 |
20 |
5,607.0 |
4,801.0 |
806.0 |
15.5% |
162.0 |
3.1% |
48% |
False |
False |
178,501 |
40 |
5,800.0 |
4,801.0 |
999.0 |
19.3% |
118.0 |
2.3% |
39% |
False |
False |
141,911 |
60 |
5,800.0 |
4,801.0 |
999.0 |
19.3% |
96.5 |
1.9% |
39% |
False |
False |
123,011 |
80 |
5,800.0 |
4,801.0 |
999.0 |
19.3% |
88.5 |
1.7% |
39% |
False |
False |
92,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,604.5 |
2.618 |
5,460.0 |
1.618 |
5,371.5 |
1.000 |
5,317.0 |
0.618 |
5,283.0 |
HIGH |
5,228.5 |
0.618 |
5,194.5 |
0.500 |
5,184.0 |
0.382 |
5,174.0 |
LOW |
5,140.0 |
0.618 |
5,085.5 |
1.000 |
5,051.5 |
1.618 |
4,997.0 |
2.618 |
4,908.5 |
4.250 |
4,764.0 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,186.0 |
5,156.5 |
PP |
5,185.0 |
5,126.0 |
S1 |
5,184.0 |
5,095.0 |
|