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 |
1,194.0 |
1,205.0 |
11.0 |
0.9% |
1,234.2 |
High |
1,206.3 |
1,218.7 |
12.4 |
1.0% |
1,244.3 |
Low |
1,186.9 |
1,202.7 |
15.8 |
1.3% |
1,168.0 |
Close |
1,199.8 |
1,215.3 |
15.5 |
1.3% |
1,177.9 |
Range |
19.4 |
16.0 |
-3.4 |
-17.5% |
76.3 |
ATR |
22.4 |
22.1 |
-0.2 |
-1.1% |
0.0 |
Volume |
92,394 |
95,515 |
3,121 |
3.4% |
124,808 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.2 |
1,253.8 |
1,224.1 |
|
R3 |
1,244.2 |
1,237.8 |
1,219.7 |
|
R2 |
1,228.2 |
1,228.2 |
1,218.2 |
|
R1 |
1,221.8 |
1,221.8 |
1,216.8 |
1,225.0 |
PP |
1,212.2 |
1,212.2 |
1,212.2 |
1,213.9 |
S1 |
1,205.8 |
1,205.8 |
1,213.8 |
1,209.0 |
S2 |
1,196.2 |
1,196.2 |
1,212.4 |
|
S3 |
1,180.2 |
1,189.8 |
1,210.9 |
|
S4 |
1,164.2 |
1,173.8 |
1,206.5 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.6 |
1,378.1 |
1,219.9 |
|
R3 |
1,349.3 |
1,301.8 |
1,198.9 |
|
R2 |
1,273.0 |
1,273.0 |
1,191.9 |
|
R1 |
1,225.5 |
1,225.5 |
1,184.9 |
1,211.1 |
PP |
1,196.7 |
1,196.7 |
1,196.7 |
1,189.6 |
S1 |
1,149.2 |
1,149.2 |
1,170.9 |
1,134.8 |
S2 |
1,120.4 |
1,120.4 |
1,163.9 |
|
S3 |
1,044.1 |
1,072.9 |
1,156.9 |
|
S4 |
967.8 |
996.6 |
1,135.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,218.7 |
1,168.0 |
50.7 |
4.2% |
20.1 |
1.7% |
93% |
True |
False |
55,783 |
10 |
1,251.4 |
1,168.0 |
83.4 |
6.9% |
23.5 |
1.9% |
57% |
False |
False |
38,303 |
20 |
1,251.4 |
1,157.6 |
93.8 |
7.7% |
22.9 |
1.9% |
62% |
False |
False |
25,670 |
40 |
1,251.4 |
1,105.3 |
146.1 |
12.0% |
19.0 |
1.6% |
75% |
False |
False |
14,024 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.5% |
17.6 |
1.4% |
78% |
False |
False |
10,007 |
80 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.9 |
1.5% |
82% |
False |
False |
7,861 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.6 |
1.4% |
82% |
False |
False |
6,461 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.6 |
1.4% |
82% |
False |
False |
5,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.7 |
2.618 |
1,260.6 |
1.618 |
1,244.6 |
1.000 |
1,234.7 |
0.618 |
1,228.6 |
HIGH |
1,218.7 |
0.618 |
1,212.6 |
0.500 |
1,210.7 |
0.382 |
1,208.8 |
LOW |
1,202.7 |
0.618 |
1,192.8 |
1.000 |
1,186.7 |
1.618 |
1,176.8 |
2.618 |
1,160.8 |
4.250 |
1,134.7 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,213.8 |
1,209.8 |
PP |
1,212.2 |
1,204.2 |
S1 |
1,210.7 |
1,198.7 |
|