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 |
10,035 |
10,020 |
-15 |
-0.1% |
10,600 |
High |
10,040 |
10,160 |
120 |
1.2% |
10,698 |
Low |
9,757 |
9,916 |
159 |
1.6% |
9,886 |
Close |
10,025 |
9,921 |
-104 |
-1.0% |
10,160 |
Range |
283 |
244 |
-39 |
-13.8% |
812 |
ATR |
244 |
244 |
0 |
0.0% |
0 |
Volume |
142,519 |
199,829 |
57,310 |
40.2% |
1,113,903 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,731 |
10,570 |
10,055 |
|
R3 |
10,487 |
10,326 |
9,988 |
|
R2 |
10,243 |
10,243 |
9,966 |
|
R1 |
10,082 |
10,082 |
9,943 |
10,041 |
PP |
9,999 |
9,999 |
9,999 |
9,978 |
S1 |
9,838 |
9,838 |
9,899 |
9,797 |
S2 |
9,755 |
9,755 |
9,876 |
|
S3 |
9,511 |
9,594 |
9,854 |
|
S4 |
9,267 |
9,350 |
9,787 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,684 |
12,234 |
10,607 |
|
R3 |
11,872 |
11,422 |
10,383 |
|
R2 |
11,060 |
11,060 |
10,309 |
|
R1 |
10,610 |
10,610 |
10,235 |
10,429 |
PP |
10,248 |
10,248 |
10,248 |
10,158 |
S1 |
9,798 |
9,798 |
10,086 |
9,617 |
S2 |
9,436 |
9,436 |
10,011 |
|
S3 |
8,624 |
8,986 |
9,937 |
|
S4 |
7,812 |
8,174 |
9,714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,456 |
9,757 |
699 |
7.0% |
279 |
2.8% |
23% |
False |
False |
217,572 |
10 |
10,917 |
9,757 |
1,160 |
11.7% |
252 |
2.5% |
14% |
False |
False |
198,011 |
20 |
11,158 |
9,757 |
1,401 |
14.1% |
286 |
2.9% |
12% |
False |
False |
200,247 |
40 |
11,206 |
9,757 |
1,449 |
14.6% |
195 |
2.0% |
11% |
False |
False |
157,964 |
60 |
11,206 |
9,757 |
1,449 |
14.6% |
162 |
1.6% |
11% |
False |
False |
129,088 |
80 |
11,206 |
9,731 |
1,475 |
14.9% |
157 |
1.6% |
13% |
False |
False |
96,876 |
100 |
11,206 |
9,731 |
1,475 |
14.9% |
153 |
1.5% |
13% |
False |
False |
77,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,197 |
2.618 |
10,799 |
1.618 |
10,555 |
1.000 |
10,404 |
0.618 |
10,311 |
HIGH |
10,160 |
0.618 |
10,067 |
0.500 |
10,038 |
0.382 |
10,009 |
LOW |
9,916 |
0.618 |
9,765 |
1.000 |
9,672 |
1.618 |
9,521 |
2.618 |
9,277 |
4.250 |
8,879 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,038 |
9,970 |
PP |
9,999 |
9,953 |
S1 |
9,960 |
9,937 |
|