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 |
19,296 |
19,065 |
-231 |
-1.2% |
19,723 |
High |
19,296 |
19,172 |
-124 |
-0.6% |
19,850 |
Low |
18,899 |
18,955 |
56 |
0.3% |
19,183 |
Close |
18,899 |
19,121 |
222 |
1.2% |
19,401 |
Range |
397 |
217 |
-180 |
-45.3% |
667 |
ATR |
402 |
392 |
-9 |
-2.3% |
0 |
Volume |
27,020 |
43,004 |
15,984 |
59.2% |
12,230 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,734 |
19,644 |
19,240 |
|
R3 |
19,517 |
19,427 |
19,181 |
|
R2 |
19,300 |
19,300 |
19,161 |
|
R1 |
19,210 |
19,210 |
19,141 |
19,255 |
PP |
19,083 |
19,083 |
19,083 |
19,105 |
S1 |
18,993 |
18,993 |
19,101 |
19,038 |
S2 |
18,866 |
18,866 |
19,081 |
|
S3 |
18,649 |
18,776 |
19,061 |
|
S4 |
18,432 |
18,559 |
19,002 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,479 |
21,107 |
19,768 |
|
R3 |
20,812 |
20,440 |
19,584 |
|
R2 |
20,145 |
20,145 |
19,523 |
|
R1 |
19,773 |
19,773 |
19,462 |
19,626 |
PP |
19,478 |
19,478 |
19,478 |
19,404 |
S1 |
19,106 |
19,106 |
19,340 |
18,959 |
S2 |
18,811 |
18,811 |
19,279 |
|
S3 |
18,144 |
18,439 |
19,218 |
|
S4 |
17,477 |
17,772 |
19,034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,690 |
18,899 |
791 |
4.1% |
362 |
1.9% |
28% |
False |
False |
17,101 |
10 |
20,347 |
18,899 |
1,448 |
7.6% |
336 |
1.8% |
15% |
False |
False |
9,499 |
20 |
20,870 |
18,899 |
1,971 |
10.3% |
326 |
1.7% |
11% |
False |
False |
5,482 |
40 |
22,500 |
18,899 |
3,601 |
18.8% |
297 |
1.6% |
6% |
False |
False |
3,005 |
60 |
22,500 |
18,899 |
3,601 |
18.8% |
275 |
1.4% |
6% |
False |
False |
2,138 |
80 |
22,500 |
18,899 |
3,601 |
18.8% |
284 |
1.5% |
6% |
False |
False |
1,650 |
100 |
22,500 |
18,899 |
3,601 |
18.8% |
280 |
1.5% |
6% |
False |
False |
1,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,094 |
2.618 |
19,740 |
1.618 |
19,523 |
1.000 |
19,389 |
0.618 |
19,306 |
HIGH |
19,172 |
0.618 |
19,089 |
0.500 |
19,064 |
0.382 |
19,038 |
LOW |
18,955 |
0.618 |
18,821 |
1.000 |
18,738 |
1.618 |
18,604 |
2.618 |
18,387 |
4.250 |
18,033 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
19,102 |
19,295 |
PP |
19,083 |
19,237 |
S1 |
19,064 |
19,179 |
|