Trading Metrics calculated at close of trading on 26-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,335.0 |
4,365.0 |
30.0 |
0.7% |
4,519.0 |
High |
4,353.0 |
4,378.0 |
25.0 |
0.6% |
4,552.0 |
Low |
4,263.0 |
4,298.0 |
35.0 |
0.8% |
4,183.0 |
Close |
4,275.0 |
4,300.0 |
25.0 |
0.6% |
4,299.0 |
Range |
90.0 |
80.0 |
-10.0 |
-11.1% |
369.0 |
ATR |
95.2 |
95.7 |
0.6 |
0.6% |
0.0 |
Volume |
45,025 |
41,647 |
-3,378 |
-7.5% |
222,441 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,565.3 |
4,512.7 |
4,344.0 |
|
R3 |
4,485.3 |
4,432.7 |
4,322.0 |
|
R2 |
4,405.3 |
4,405.3 |
4,314.7 |
|
R1 |
4,352.7 |
4,352.7 |
4,307.3 |
4,339.0 |
PP |
4,325.3 |
4,325.3 |
4,325.3 |
4,318.5 |
S1 |
4,272.7 |
4,272.7 |
4,292.7 |
4,259.0 |
S2 |
4,245.3 |
4,245.3 |
4,285.3 |
|
S3 |
4,165.3 |
4,192.7 |
4,278.0 |
|
S4 |
4,085.3 |
4,112.7 |
4,256.0 |
|
|
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 |
4,418.0 |
4,183.0 |
235.0 |
5.5% |
104.2 |
2.4% |
50% |
False |
False |
47,438 |
10 |
4,673.0 |
4,183.0 |
490.0 |
11.4% |
83.6 |
1.9% |
24% |
False |
False |
40,947 |
20 |
4,830.0 |
4,183.0 |
647.0 |
15.0% |
82.2 |
1.9% |
18% |
False |
False |
40,491 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.8% |
57.2 |
1.3% |
14% |
False |
False |
30,878 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.8% |
49.0 |
1.1% |
14% |
False |
False |
26,529 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.8% |
43.2 |
1.0% |
14% |
False |
False |
19,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,718.0 |
2.618 |
4,587.4 |
1.618 |
4,507.4 |
1.000 |
4,458.0 |
0.618 |
4,427.4 |
HIGH |
4,378.0 |
0.618 |
4,347.4 |
0.500 |
4,338.0 |
0.382 |
4,328.6 |
LOW |
4,298.0 |
0.618 |
4,248.6 |
1.000 |
4,218.0 |
1.618 |
4,168.6 |
2.618 |
4,088.6 |
4.250 |
3,958.0 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,338.0 |
4,340.5 |
PP |
4,325.3 |
4,327.0 |
S1 |
4,312.7 |
4,313.5 |
|