Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,070.75 |
1,056.00 |
-14.75 |
-1.4% |
1,128.00 |
High |
1,086.25 |
1,098.50 |
12.25 |
1.1% |
1,142.75 |
Low |
1,056.75 |
1,045.00 |
-11.75 |
-1.1% |
1,047.50 |
Close |
1,057.00 |
1,096.75 |
39.75 |
3.8% |
1,080.50 |
Range |
29.50 |
53.50 |
24.00 |
81.4% |
95.25 |
ATR |
29.49 |
31.20 |
1.72 |
5.8% |
0.00 |
Volume |
31,958 |
22,696 |
-9,262 |
-29.0% |
33,332 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.50 |
1,222.25 |
1,126.25 |
|
R3 |
1,187.00 |
1,168.75 |
1,111.50 |
|
R2 |
1,133.50 |
1,133.50 |
1,106.50 |
|
R1 |
1,115.25 |
1,115.25 |
1,101.75 |
1,124.50 |
PP |
1,080.00 |
1,080.00 |
1,080.00 |
1,084.75 |
S1 |
1,061.75 |
1,061.75 |
1,091.75 |
1,071.00 |
S2 |
1,026.50 |
1,026.50 |
1,087.00 |
|
S3 |
973.00 |
1,008.25 |
1,082.00 |
|
S4 |
919.50 |
954.75 |
1,067.25 |
|
|
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 |
1,098.50 |
1,032.75 |
65.75 |
6.0% |
35.25 |
3.2% |
97% |
True |
False |
15,735 |
10 |
1,154.75 |
1,032.75 |
122.00 |
11.1% |
34.25 |
3.1% |
52% |
False |
False |
10,758 |
20 |
1,203.25 |
1,032.75 |
170.50 |
15.5% |
35.75 |
3.3% |
38% |
False |
False |
8,185 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.3% |
24.75 |
2.3% |
36% |
False |
False |
5,026 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.3% |
20.00 |
1.8% |
36% |
False |
False |
3,555 |
80 |
1,211.50 |
1,032.25 |
179.25 |
16.3% |
18.50 |
1.7% |
36% |
False |
False |
2,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.00 |
2.618 |
1,238.50 |
1.618 |
1,185.00 |
1.000 |
1,152.00 |
0.618 |
1,131.50 |
HIGH |
1,098.50 |
0.618 |
1,078.00 |
0.500 |
1,071.75 |
0.382 |
1,065.50 |
LOW |
1,045.00 |
0.618 |
1,012.00 |
1.000 |
991.50 |
1.618 |
958.50 |
2.618 |
905.00 |
4.250 |
817.50 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,088.50 |
1,086.50 |
PP |
1,080.00 |
1,076.00 |
S1 |
1,071.75 |
1,065.50 |
|