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 |
9,916 |
10,234 |
318 |
3.2% |
10,168 |
High |
10,252 |
10,277 |
25 |
0.2% |
10,277 |
Low |
9,828 |
10,083 |
255 |
2.6% |
9,757 |
Close |
10,235 |
10,126 |
-109 |
-1.1% |
10,126 |
Range |
424 |
194 |
-230 |
-54.2% |
520 |
ATR |
257 |
252 |
-4 |
-1.7% |
0 |
Volume |
168,453 |
156,254 |
-12,199 |
-7.2% |
906,853 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,744 |
10,629 |
10,233 |
|
R3 |
10,550 |
10,435 |
10,179 |
|
R2 |
10,356 |
10,356 |
10,162 |
|
R1 |
10,241 |
10,241 |
10,144 |
10,202 |
PP |
10,162 |
10,162 |
10,162 |
10,142 |
S1 |
10,047 |
10,047 |
10,108 |
10,008 |
S2 |
9,968 |
9,968 |
10,091 |
|
S3 |
9,774 |
9,853 |
10,073 |
|
S4 |
9,580 |
9,659 |
10,019 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,613 |
11,390 |
10,412 |
|
R3 |
11,093 |
10,870 |
10,269 |
|
R2 |
10,573 |
10,573 |
10,221 |
|
R1 |
10,350 |
10,350 |
10,174 |
10,202 |
PP |
10,053 |
10,053 |
10,053 |
9,979 |
S1 |
9,830 |
9,830 |
10,078 |
9,682 |
S2 |
9,533 |
9,533 |
10,031 |
|
S3 |
9,013 |
9,310 |
9,983 |
|
S4 |
8,493 |
8,790 |
9,840 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,277 |
9,757 |
520 |
5.1% |
259 |
2.6% |
71% |
True |
False |
181,370 |
10 |
10,698 |
9,757 |
941 |
9.3% |
268 |
2.6% |
39% |
False |
False |
202,075 |
20 |
11,131 |
9,757 |
1,374 |
13.6% |
299 |
2.9% |
27% |
False |
False |
201,503 |
40 |
11,206 |
9,757 |
1,449 |
14.3% |
206 |
2.0% |
25% |
False |
False |
160,740 |
60 |
11,206 |
9,757 |
1,449 |
14.3% |
169 |
1.7% |
25% |
False |
False |
134,473 |
80 |
11,206 |
9,731 |
1,475 |
14.6% |
162 |
1.6% |
27% |
False |
False |
100,933 |
100 |
11,206 |
9,731 |
1,475 |
14.6% |
158 |
1.6% |
27% |
False |
False |
80,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,102 |
2.618 |
10,785 |
1.618 |
10,591 |
1.000 |
10,471 |
0.618 |
10,397 |
HIGH |
10,277 |
0.618 |
10,203 |
0.500 |
10,180 |
0.382 |
10,157 |
LOW |
10,083 |
0.618 |
9,963 |
1.000 |
9,889 |
1.618 |
9,769 |
2.618 |
9,575 |
4.250 |
9,259 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,180 |
10,102 |
PP |
10,162 |
10,077 |
S1 |
10,144 |
10,053 |
|