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 |
4,325.0 |
4,335.0 |
10.0 |
0.2% |
4,519.0 |
High |
4,418.0 |
4,353.0 |
-65.0 |
-1.5% |
4,552.0 |
Low |
4,306.0 |
4,263.0 |
-43.0 |
-1.0% |
4,183.0 |
Close |
4,417.0 |
4,275.0 |
-142.0 |
-3.2% |
4,299.0 |
Range |
112.0 |
90.0 |
-22.0 |
-19.6% |
369.0 |
ATR |
90.6 |
95.2 |
4.5 |
5.0% |
0.0 |
Volume |
49,615 |
45,025 |
-4,590 |
-9.3% |
222,441 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,567.0 |
4,511.0 |
4,324.5 |
|
R3 |
4,477.0 |
4,421.0 |
4,299.8 |
|
R2 |
4,387.0 |
4,387.0 |
4,291.5 |
|
R1 |
4,331.0 |
4,331.0 |
4,283.3 |
4,314.0 |
PP |
4,297.0 |
4,297.0 |
4,297.0 |
4,288.5 |
S1 |
4,241.0 |
4,241.0 |
4,266.8 |
4,224.0 |
S2 |
4,207.0 |
4,207.0 |
4,258.5 |
|
S3 |
4,117.0 |
4,151.0 |
4,250.3 |
|
S4 |
4,027.0 |
4,061.0 |
4,225.5 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,451.7 |
5,244.3 |
4,502.0 |
|
R3 |
5,082.7 |
4,875.3 |
4,400.5 |
|
R2 |
4,713.7 |
4,713.7 |
4,366.7 |
|
R1 |
4,506.3 |
4,506.3 |
4,332.8 |
4,425.5 |
PP |
4,344.7 |
4,344.7 |
4,344.7 |
4,304.3 |
S1 |
4,137.3 |
4,137.3 |
4,265.2 |
4,056.5 |
S2 |
3,975.7 |
3,975.7 |
4,231.4 |
|
S3 |
3,606.7 |
3,768.3 |
4,197.5 |
|
S4 |
3,237.7 |
3,399.3 |
4,096.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,446.0 |
4,183.0 |
263.0 |
6.2% |
100.0 |
2.3% |
35% |
False |
False |
47,856 |
10 |
4,673.0 |
4,183.0 |
490.0 |
11.5% |
82.3 |
1.9% |
19% |
False |
False |
40,584 |
20 |
4,830.0 |
4,183.0 |
647.0 |
15.1% |
80.4 |
1.9% |
14% |
False |
False |
39,946 |
40 |
5,036.0 |
4,183.0 |
853.0 |
20.0% |
57.0 |
1.3% |
11% |
False |
False |
30,568 |
60 |
5,036.0 |
4,183.0 |
853.0 |
20.0% |
47.8 |
1.1% |
11% |
False |
False |
25,836 |
80 |
5,036.0 |
4,183.0 |
853.0 |
20.0% |
42.9 |
1.0% |
11% |
False |
False |
19,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,735.5 |
2.618 |
4,588.6 |
1.618 |
4,498.6 |
1.000 |
4,443.0 |
0.618 |
4,408.6 |
HIGH |
4,353.0 |
0.618 |
4,318.6 |
0.500 |
4,308.0 |
0.382 |
4,297.4 |
LOW |
4,263.0 |
0.618 |
4,207.4 |
1.000 |
4,173.0 |
1.618 |
4,117.4 |
2.618 |
4,027.4 |
4.250 |
3,880.5 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,308.0 |
4,300.5 |
PP |
4,297.0 |
4,292.0 |
S1 |
4,286.0 |
4,283.5 |
|