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 |
10,020 |
9,916 |
-104 |
-1.0% |
10,600 |
High |
10,160 |
10,252 |
92 |
0.9% |
10,698 |
Low |
9,916 |
9,828 |
-88 |
-0.9% |
9,886 |
Close |
9,921 |
10,235 |
314 |
3.2% |
10,160 |
Range |
244 |
424 |
180 |
73.8% |
812 |
ATR |
244 |
257 |
13 |
5.3% |
0 |
Volume |
199,829 |
168,453 |
-31,376 |
-15.7% |
1,113,903 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,377 |
11,230 |
10,468 |
|
R3 |
10,953 |
10,806 |
10,352 |
|
R2 |
10,529 |
10,529 |
10,313 |
|
R1 |
10,382 |
10,382 |
10,274 |
10,456 |
PP |
10,105 |
10,105 |
10,105 |
10,142 |
S1 |
9,958 |
9,958 |
10,196 |
10,032 |
S2 |
9,681 |
9,681 |
10,157 |
|
S3 |
9,257 |
9,534 |
10,119 |
|
S4 |
8,833 |
9,110 |
10,002 |
|
|
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 |
10,252 |
9,757 |
495 |
4.8% |
279 |
2.7% |
97% |
True |
False |
208,940 |
10 |
10,795 |
9,757 |
1,038 |
10.1% |
277 |
2.7% |
46% |
False |
False |
200,584 |
20 |
11,158 |
9,757 |
1,401 |
13.7% |
299 |
2.9% |
34% |
False |
False |
200,124 |
40 |
11,206 |
9,757 |
1,449 |
14.2% |
204 |
2.0% |
33% |
False |
False |
159,753 |
60 |
11,206 |
9,757 |
1,449 |
14.2% |
167 |
1.6% |
33% |
False |
False |
131,880 |
80 |
11,206 |
9,731 |
1,475 |
14.4% |
160 |
1.6% |
34% |
False |
False |
98,982 |
100 |
11,206 |
9,731 |
1,475 |
14.4% |
156 |
1.5% |
34% |
False |
False |
79,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,054 |
2.618 |
11,362 |
1.618 |
10,938 |
1.000 |
10,676 |
0.618 |
10,514 |
HIGH |
10,252 |
0.618 |
10,090 |
0.500 |
10,040 |
0.382 |
9,990 |
LOW |
9,828 |
0.618 |
9,566 |
1.000 |
9,404 |
1.618 |
9,142 |
2.618 |
8,718 |
4.250 |
8,026 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,170 |
10,158 |
PP |
10,105 |
10,081 |
S1 |
10,040 |
10,005 |
|