Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,080.25 |
1,064.00 |
-16.25 |
-1.5% |
1,128.00 |
High |
1,084.50 |
1,070.25 |
-14.25 |
-1.3% |
1,142.75 |
Low |
1,066.00 |
1,032.75 |
-33.25 |
-3.1% |
1,047.50 |
Close |
1,066.75 |
1,069.00 |
2.25 |
0.2% |
1,080.50 |
Range |
18.50 |
37.50 |
19.00 |
102.7% |
95.25 |
ATR |
28.87 |
29.49 |
0.62 |
2.1% |
0.00 |
Volume |
8,272 |
7,293 |
-979 |
-11.8% |
33,332 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.75 |
1,157.00 |
1,089.50 |
|
R3 |
1,132.25 |
1,119.50 |
1,079.25 |
|
R2 |
1,094.75 |
1,094.75 |
1,076.00 |
|
R1 |
1,082.00 |
1,082.00 |
1,072.50 |
1,088.50 |
PP |
1,057.25 |
1,057.25 |
1,057.25 |
1,060.50 |
S1 |
1,044.50 |
1,044.50 |
1,065.50 |
1,051.00 |
S2 |
1,019.75 |
1,019.75 |
1,062.00 |
|
S3 |
982.25 |
1,007.00 |
1,058.75 |
|
S4 |
944.75 |
969.50 |
1,048.50 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.00 |
1,323.50 |
1,133.00 |
|
R3 |
1,280.75 |
1,228.25 |
1,106.75 |
|
R2 |
1,185.50 |
1,185.50 |
1,098.00 |
|
R1 |
1,133.00 |
1,133.00 |
1,089.25 |
1,111.50 |
PP |
1,090.25 |
1,090.25 |
1,090.25 |
1,079.50 |
S1 |
1,037.75 |
1,037.75 |
1,071.75 |
1,016.50 |
S2 |
995.00 |
995.00 |
1,063.00 |
|
S3 |
899.75 |
942.50 |
1,054.25 |
|
S4 |
804.50 |
847.25 |
1,028.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,118.50 |
1,032.75 |
85.75 |
8.0% |
33.00 |
3.1% |
42% |
False |
True |
6,799 |
10 |
1,170.00 |
1,032.75 |
137.25 |
12.8% |
31.00 |
2.9% |
26% |
False |
True |
6,776 |
20 |
1,203.25 |
1,032.75 |
170.50 |
15.9% |
33.25 |
3.1% |
21% |
False |
True |
5,740 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.7% |
23.25 |
2.2% |
20% |
False |
True |
3,702 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.7% |
19.00 |
1.8% |
20% |
False |
True |
2,649 |
80 |
1,211.50 |
1,032.25 |
179.25 |
16.8% |
17.50 |
1.6% |
21% |
False |
False |
1,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.50 |
2.618 |
1,168.50 |
1.618 |
1,131.00 |
1.000 |
1,107.75 |
0.618 |
1,093.50 |
HIGH |
1,070.25 |
0.618 |
1,056.00 |
0.500 |
1,051.50 |
0.382 |
1,047.00 |
LOW |
1,032.75 |
0.618 |
1,009.50 |
1.000 |
995.25 |
1.618 |
972.00 |
2.618 |
934.50 |
4.250 |
873.50 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,063.25 |
1,065.50 |
PP |
1,057.25 |
1,062.00 |
S1 |
1,051.50 |
1,058.50 |
|