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 |
1,213.5 |
1,213.4 |
-0.1 |
0.0% |
1,178.9 |
High |
1,220.6 |
1,217.3 |
-3.3 |
-0.3% |
1,220.6 |
Low |
1,207.4 |
1,203.8 |
-3.6 |
-0.3% |
1,178.6 |
Close |
1,214.4 |
1,215.0 |
0.6 |
0.0% |
1,215.0 |
Range |
13.2 |
13.5 |
0.3 |
2.3% |
42.0 |
ATR |
21.5 |
20.9 |
-0.6 |
-2.7% |
0.0 |
Volume |
155,669 |
138,265 |
-17,404 |
-11.2% |
510,353 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.5 |
1,247.3 |
1,222.4 |
|
R3 |
1,239.0 |
1,233.8 |
1,218.7 |
|
R2 |
1,225.5 |
1,225.5 |
1,217.5 |
|
R1 |
1,220.3 |
1,220.3 |
1,216.2 |
1,222.9 |
PP |
1,212.0 |
1,212.0 |
1,212.0 |
1,213.4 |
S1 |
1,206.8 |
1,206.8 |
1,213.8 |
1,209.4 |
S2 |
1,198.5 |
1,198.5 |
1,212.5 |
|
S3 |
1,185.0 |
1,193.3 |
1,211.3 |
|
S4 |
1,171.5 |
1,179.8 |
1,207.6 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.7 |
1,314.9 |
1,238.1 |
|
R3 |
1,288.7 |
1,272.9 |
1,226.6 |
|
R2 |
1,246.7 |
1,246.7 |
1,222.7 |
|
R1 |
1,230.9 |
1,230.9 |
1,218.9 |
1,238.8 |
PP |
1,204.7 |
1,204.7 |
1,204.7 |
1,208.7 |
S1 |
1,188.9 |
1,188.9 |
1,211.2 |
1,196.8 |
S2 |
1,162.7 |
1,162.7 |
1,207.3 |
|
S3 |
1,120.7 |
1,146.9 |
1,203.5 |
|
S4 |
1,078.7 |
1,104.9 |
1,191.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.6 |
1,178.6 |
42.0 |
3.5% |
16.5 |
1.4% |
87% |
False |
False |
102,070 |
10 |
1,244.3 |
1,168.0 |
76.3 |
6.3% |
21.4 |
1.8% |
62% |
False |
False |
63,516 |
20 |
1,251.4 |
1,157.6 |
93.8 |
7.7% |
23.1 |
1.9% |
61% |
False |
False |
40,028 |
40 |
1,251.4 |
1,123.8 |
127.6 |
10.5% |
18.9 |
1.6% |
71% |
False |
False |
21,314 |
60 |
1,251.4 |
1,087.8 |
163.6 |
13.5% |
17.6 |
1.5% |
78% |
False |
False |
14,855 |
80 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
18.1 |
1.5% |
82% |
False |
False |
11,509 |
100 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.6 |
1.4% |
82% |
False |
False |
9,391 |
120 |
1,251.4 |
1,050.0 |
201.4 |
16.6% |
17.1 |
1.4% |
82% |
False |
False |
7,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.7 |
2.618 |
1,252.6 |
1.618 |
1,239.1 |
1.000 |
1,230.8 |
0.618 |
1,225.6 |
HIGH |
1,217.3 |
0.618 |
1,212.1 |
0.500 |
1,210.6 |
0.382 |
1,209.0 |
LOW |
1,203.8 |
0.618 |
1,195.5 |
1.000 |
1,190.3 |
1.618 |
1,182.0 |
2.618 |
1,168.5 |
4.250 |
1,146.4 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,213.5 |
1,213.9 |
PP |
1,212.0 |
1,212.8 |
S1 |
1,210.6 |
1,211.7 |
|