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 |
4,296.0 |
4,443.0 |
147.0 |
3.4% |
4,325.0 |
High |
4,390.0 |
4,474.0 |
84.0 |
1.9% |
4,474.0 |
Low |
4,289.0 |
4,430.0 |
141.0 |
3.3% |
4,263.0 |
Close |
4,381.0 |
4,467.0 |
86.0 |
2.0% |
4,467.0 |
Range |
101.0 |
44.0 |
-57.0 |
-56.4% |
211.0 |
ATR |
96.1 |
95.9 |
-0.2 |
-0.2% |
0.0 |
Volume |
41,702 |
33,880 |
-7,822 |
-18.8% |
211,869 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,589.0 |
4,572.0 |
4,491.2 |
|
R3 |
4,545.0 |
4,528.0 |
4,479.1 |
|
R2 |
4,501.0 |
4,501.0 |
4,475.1 |
|
R1 |
4,484.0 |
4,484.0 |
4,471.0 |
4,492.5 |
PP |
4,457.0 |
4,457.0 |
4,457.0 |
4,461.3 |
S1 |
4,440.0 |
4,440.0 |
4,463.0 |
4,448.5 |
S2 |
4,413.0 |
4,413.0 |
4,458.9 |
|
S3 |
4,369.0 |
4,396.0 |
4,454.9 |
|
S4 |
4,325.0 |
4,352.0 |
4,442.8 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,034.3 |
4,961.7 |
4,583.1 |
|
R3 |
4,823.3 |
4,750.7 |
4,525.0 |
|
R2 |
4,612.3 |
4,612.3 |
4,505.7 |
|
R1 |
4,539.7 |
4,539.7 |
4,486.3 |
4,576.0 |
PP |
4,401.3 |
4,401.3 |
4,401.3 |
4,419.5 |
S1 |
4,328.7 |
4,328.7 |
4,447.7 |
4,365.0 |
S2 |
4,190.3 |
4,190.3 |
4,428.3 |
|
S3 |
3,979.3 |
4,117.7 |
4,409.0 |
|
S4 |
3,768.3 |
3,906.7 |
4,351.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,474.0 |
4,263.0 |
211.0 |
4.7% |
85.4 |
1.9% |
97% |
True |
False |
42,373 |
10 |
4,552.0 |
4,183.0 |
369.0 |
8.3% |
89.4 |
2.0% |
77% |
False |
False |
43,431 |
20 |
4,814.0 |
4,183.0 |
631.0 |
14.1% |
85.8 |
1.9% |
45% |
False |
False |
40,800 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.1% |
59.2 |
1.3% |
33% |
False |
False |
31,954 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.1% |
50.5 |
1.1% |
33% |
False |
False |
27,778 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.1% |
44.8 |
1.0% |
33% |
False |
False |
20,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,661.0 |
2.618 |
4,589.2 |
1.618 |
4,545.2 |
1.000 |
4,518.0 |
0.618 |
4,501.2 |
HIGH |
4,474.0 |
0.618 |
4,457.2 |
0.500 |
4,452.0 |
0.382 |
4,446.8 |
LOW |
4,430.0 |
0.618 |
4,402.8 |
1.000 |
4,386.0 |
1.618 |
4,358.8 |
2.618 |
4,314.8 |
4.250 |
4,243.0 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,462.0 |
4,438.5 |
PP |
4,457.0 |
4,410.0 |
S1 |
4,452.0 |
4,381.5 |
|