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 |
9,445 |
9,800 |
355 |
3.8% |
9,830 |
High |
9,835 |
9,870 |
35 |
0.4% |
9,870 |
Low |
9,420 |
9,630 |
210 |
2.2% |
9,290 |
Close |
9,790 |
9,650 |
-140 |
-1.4% |
9,650 |
Range |
415 |
240 |
-175 |
-42.2% |
580 |
ATR |
305 |
300 |
-5 |
-1.5% |
0 |
Volume |
14,903 |
14,656 |
-247 |
-1.7% |
83,086 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,437 |
10,283 |
9,782 |
|
R3 |
10,197 |
10,043 |
9,716 |
|
R2 |
9,957 |
9,957 |
9,694 |
|
R1 |
9,803 |
9,803 |
9,672 |
9,760 |
PP |
9,717 |
9,717 |
9,717 |
9,695 |
S1 |
9,563 |
9,563 |
9,628 |
9,520 |
S2 |
9,477 |
9,477 |
9,606 |
|
S3 |
9,237 |
9,323 |
9,584 |
|
S4 |
8,997 |
9,083 |
9,518 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,343 |
11,077 |
9,969 |
|
R3 |
10,763 |
10,497 |
9,810 |
|
R2 |
10,183 |
10,183 |
9,756 |
|
R1 |
9,917 |
9,917 |
9,703 |
9,760 |
PP |
9,603 |
9,603 |
9,603 |
9,525 |
S1 |
9,337 |
9,337 |
9,597 |
9,180 |
S2 |
9,023 |
9,023 |
9,544 |
|
S3 |
8,443 |
8,757 |
9,491 |
|
S4 |
7,863 |
8,177 |
9,331 |
|
|
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 |
6.0% |
287 |
3.0% |
62% |
True |
False |
16,617 |
10 |
10,395 |
9,290 |
1,105 |
11.5% |
294 |
3.0% |
33% |
False |
False |
17,088 |
20 |
11,165 |
9,290 |
1,875 |
19.4% |
356 |
3.7% |
19% |
False |
False |
19,059 |
40 |
11,450 |
9,290 |
2,160 |
22.4% |
261 |
2.7% |
17% |
False |
False |
14,865 |
60 |
11,450 |
9,290 |
2,160 |
22.4% |
215 |
2.2% |
17% |
False |
False |
12,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,890 |
2.618 |
10,498 |
1.618 |
10,258 |
1.000 |
10,110 |
0.618 |
10,018 |
HIGH |
9,870 |
0.618 |
9,778 |
0.500 |
9,750 |
0.382 |
9,722 |
LOW |
9,630 |
0.618 |
9,482 |
1.000 |
9,390 |
1.618 |
9,242 |
2.618 |
9,002 |
4.250 |
8,610 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
9,750 |
9,648 |
PP |
9,717 |
9,647 |
S1 |
9,683 |
9,645 |
|