Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,365.0 |
4,296.0 |
-69.0 |
-1.6% |
4,519.0 |
High |
4,378.0 |
4,390.0 |
12.0 |
0.3% |
4,552.0 |
Low |
4,298.0 |
4,289.0 |
-9.0 |
-0.2% |
4,183.0 |
Close |
4,300.0 |
4,381.0 |
81.0 |
1.9% |
4,299.0 |
Range |
80.0 |
101.0 |
21.0 |
26.3% |
369.0 |
ATR |
95.7 |
96.1 |
0.4 |
0.4% |
0.0 |
Volume |
41,647 |
41,702 |
55 |
0.1% |
222,441 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,656.3 |
4,619.7 |
4,436.6 |
|
R3 |
4,555.3 |
4,518.7 |
4,408.8 |
|
R2 |
4,454.3 |
4,454.3 |
4,399.5 |
|
R1 |
4,417.7 |
4,417.7 |
4,390.3 |
4,436.0 |
PP |
4,353.3 |
4,353.3 |
4,353.3 |
4,362.5 |
S1 |
4,316.7 |
4,316.7 |
4,371.7 |
4,335.0 |
S2 |
4,252.3 |
4,252.3 |
4,362.5 |
|
S3 |
4,151.3 |
4,215.7 |
4,353.2 |
|
S4 |
4,050.3 |
4,114.7 |
4,325.5 |
|
|
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 |
4,418.0 |
4,183.0 |
235.0 |
5.4% |
103.8 |
2.4% |
84% |
False |
False |
46,266 |
10 |
4,629.0 |
4,183.0 |
446.0 |
10.2% |
88.1 |
2.0% |
44% |
False |
False |
42,302 |
20 |
4,830.0 |
4,183.0 |
647.0 |
14.8% |
85.4 |
1.9% |
31% |
False |
False |
41,096 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.5% |
58.8 |
1.3% |
23% |
False |
False |
31,516 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.5% |
50.2 |
1.1% |
23% |
False |
False |
27,218 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.5% |
44.5 |
1.0% |
23% |
False |
False |
20,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,819.3 |
2.618 |
4,654.4 |
1.618 |
4,553.4 |
1.000 |
4,491.0 |
0.618 |
4,452.4 |
HIGH |
4,390.0 |
0.618 |
4,351.4 |
0.500 |
4,339.5 |
0.382 |
4,327.6 |
LOW |
4,289.0 |
0.618 |
4,226.6 |
1.000 |
4,188.0 |
1.618 |
4,125.6 |
2.618 |
4,024.6 |
4.250 |
3,859.8 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,367.2 |
4,362.8 |
PP |
4,353.3 |
4,344.7 |
S1 |
4,339.5 |
4,326.5 |
|