Trading Metrics calculated at close of trading on 31-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
31-May-2010 |
Change |
Change % |
Previous Week |
Open |
4,443.0 |
4,441.0 |
-2.0 |
0.0% |
4,325.0 |
High |
4,474.0 |
4,459.0 |
-15.0 |
-0.3% |
4,474.0 |
Low |
4,430.0 |
4,420.0 |
-10.0 |
-0.2% |
4,263.0 |
Close |
4,467.0 |
4,437.0 |
-30.0 |
-0.7% |
4,467.0 |
Range |
44.0 |
39.0 |
-5.0 |
-11.4% |
211.0 |
ATR |
95.9 |
92.4 |
-3.5 |
-3.6% |
0.0 |
Volume |
33,880 |
29,033 |
-4,847 |
-14.3% |
211,869 |
|
Daily Pivots for day following 31-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.7 |
4,535.3 |
4,458.5 |
|
R3 |
4,516.7 |
4,496.3 |
4,447.7 |
|
R2 |
4,477.7 |
4,477.7 |
4,444.2 |
|
R1 |
4,457.3 |
4,457.3 |
4,440.6 |
4,448.0 |
PP |
4,438.7 |
4,438.7 |
4,438.7 |
4,434.0 |
S1 |
4,418.3 |
4,418.3 |
4,433.4 |
4,409.0 |
S2 |
4,399.7 |
4,399.7 |
4,429.9 |
|
S3 |
4,360.7 |
4,379.3 |
4,426.3 |
|
S4 |
4,321.7 |
4,340.3 |
4,415.6 |
|
|
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 |
4.8% |
70.8 |
1.6% |
82% |
False |
False |
38,257 |
10 |
4,538.0 |
4,183.0 |
355.0 |
8.0% |
84.8 |
1.9% |
72% |
False |
False |
42,305 |
20 |
4,814.0 |
4,183.0 |
631.0 |
14.2% |
85.6 |
1.9% |
40% |
False |
False |
41,035 |
40 |
5,036.0 |
4,183.0 |
853.0 |
19.2% |
58.4 |
1.3% |
30% |
False |
False |
31,965 |
60 |
5,036.0 |
4,183.0 |
853.0 |
19.2% |
50.7 |
1.1% |
30% |
False |
False |
28,252 |
80 |
5,036.0 |
4,183.0 |
853.0 |
19.2% |
45.2 |
1.0% |
30% |
False |
False |
21,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,624.8 |
2.618 |
4,561.1 |
1.618 |
4,522.1 |
1.000 |
4,498.0 |
0.618 |
4,483.1 |
HIGH |
4,459.0 |
0.618 |
4,444.1 |
0.500 |
4,439.5 |
0.382 |
4,434.9 |
LOW |
4,420.0 |
0.618 |
4,395.9 |
1.000 |
4,381.0 |
1.618 |
4,356.9 |
2.618 |
4,317.9 |
4.250 |
4,254.3 |
|
|
Fisher Pivots for day following 31-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4,439.5 |
4,418.5 |
PP |
4,438.7 |
4,400.0 |
S1 |
4,437.8 |
4,381.5 |
|