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 |
9,600 |
9,445 |
-155 |
-1.6% |
10,245 |
High |
9,635 |
9,835 |
200 |
2.1% |
10,395 |
Low |
9,420 |
9,420 |
0 |
0.0% |
9,520 |
Close |
9,435 |
9,790 |
355 |
3.8% |
9,840 |
Range |
215 |
415 |
200 |
93.0% |
875 |
ATR |
296 |
305 |
8 |
2.9% |
0 |
Volume |
20,259 |
14,903 |
-5,356 |
-26.4% |
87,795 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,927 |
10,773 |
10,018 |
|
R3 |
10,512 |
10,358 |
9,904 |
|
R2 |
10,097 |
10,097 |
9,866 |
|
R1 |
9,943 |
9,943 |
9,828 |
10,020 |
PP |
9,682 |
9,682 |
9,682 |
9,720 |
S1 |
9,528 |
9,528 |
9,752 |
9,605 |
S2 |
9,267 |
9,267 |
9,714 |
|
S3 |
8,852 |
9,113 |
9,676 |
|
S4 |
8,437 |
8,698 |
9,562 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,543 |
12,067 |
10,321 |
|
R3 |
11,668 |
11,192 |
10,081 |
|
R2 |
10,793 |
10,793 |
10,001 |
|
R1 |
10,317 |
10,317 |
9,920 |
10,118 |
PP |
9,918 |
9,918 |
9,918 |
9,819 |
S1 |
9,442 |
9,442 |
9,760 |
9,243 |
S2 |
9,043 |
9,043 |
9,680 |
|
S3 |
8,168 |
8,567 |
9,600 |
|
S4 |
7,293 |
7,692 |
9,359 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,870 |
9,290 |
580 |
5.9% |
309 |
3.2% |
86% |
False |
False |
18,721 |
10 |
10,550 |
9,290 |
1,260 |
12.9% |
310 |
3.2% |
40% |
False |
False |
16,767 |
20 |
11,165 |
9,290 |
1,875 |
19.2% |
352 |
3.6% |
27% |
False |
False |
18,887 |
40 |
11,450 |
9,290 |
2,160 |
22.1% |
259 |
2.6% |
23% |
False |
False |
14,729 |
60 |
11,450 |
9,290 |
2,160 |
22.1% |
212 |
2.2% |
23% |
False |
False |
12,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,599 |
2.618 |
10,922 |
1.618 |
10,507 |
1.000 |
10,250 |
0.618 |
10,092 |
HIGH |
9,835 |
0.618 |
9,677 |
0.500 |
9,628 |
0.382 |
9,579 |
LOW |
9,420 |
0.618 |
9,164 |
1.000 |
9,005 |
1.618 |
8,749 |
2.618 |
8,334 |
4.250 |
7,656 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
9,736 |
9,714 |
PP |
9,682 |
9,638 |
S1 |
9,628 |
9,563 |
|