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 |
1,064.00 |
1,070.75 |
6.75 |
0.6% |
1,128.00 |
High |
1,070.25 |
1,086.25 |
16.00 |
1.5% |
1,142.75 |
Low |
1,032.75 |
1,056.75 |
24.00 |
2.3% |
1,047.50 |
Close |
1,069.00 |
1,057.00 |
-12.00 |
-1.1% |
1,080.50 |
Range |
37.50 |
29.50 |
-8.00 |
-21.3% |
95.25 |
ATR |
29.49 |
29.49 |
0.00 |
0.0% |
0.00 |
Volume |
7,293 |
31,958 |
24,665 |
338.2% |
33,332 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.25 |
1,135.50 |
1,073.25 |
|
R3 |
1,125.75 |
1,106.00 |
1,065.00 |
|
R2 |
1,096.25 |
1,096.25 |
1,062.50 |
|
R1 |
1,076.50 |
1,076.50 |
1,059.75 |
1,071.50 |
PP |
1,066.75 |
1,066.75 |
1,066.75 |
1,064.25 |
S1 |
1,047.00 |
1,047.00 |
1,054.25 |
1,042.00 |
S2 |
1,037.25 |
1,037.25 |
1,051.50 |
|
S3 |
1,007.75 |
1,017.50 |
1,049.00 |
|
S4 |
978.25 |
988.00 |
1,040.75 |
|
|
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 |
1,112.50 |
1,032.75 |
79.75 |
7.5% |
34.25 |
3.2% |
30% |
False |
False |
12,080 |
10 |
1,170.00 |
1,032.75 |
137.25 |
13.0% |
31.00 |
2.9% |
18% |
False |
False |
8,918 |
20 |
1,203.25 |
1,032.75 |
170.50 |
16.1% |
34.00 |
3.2% |
14% |
False |
False |
7,238 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.9% |
23.75 |
2.2% |
14% |
False |
False |
4,474 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.9% |
19.25 |
1.8% |
14% |
False |
False |
3,179 |
80 |
1,211.50 |
1,032.25 |
179.25 |
17.0% |
17.75 |
1.7% |
14% |
False |
False |
2,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,211.50 |
2.618 |
1,163.50 |
1.618 |
1,134.00 |
1.000 |
1,115.75 |
0.618 |
1,104.50 |
HIGH |
1,086.25 |
0.618 |
1,075.00 |
0.500 |
1,071.50 |
0.382 |
1,068.00 |
LOW |
1,056.75 |
0.618 |
1,038.50 |
1.000 |
1,027.25 |
1.618 |
1,009.00 |
2.618 |
979.50 |
4.250 |
931.50 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,071.50 |
1,059.50 |
PP |
1,066.75 |
1,058.75 |
S1 |
1,061.75 |
1,057.75 |
|