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 |
1,056.00 |
1,095.50 |
39.50 |
3.7% |
1,080.25 |
High |
1,098.50 |
1,102.75 |
4.25 |
0.4% |
1,102.75 |
Low |
1,045.00 |
1,079.25 |
34.25 |
3.3% |
1,032.75 |
Close |
1,096.75 |
1,084.25 |
-12.50 |
-1.1% |
1,084.25 |
Range |
53.50 |
23.50 |
-30.00 |
-56.1% |
70.00 |
ATR |
31.20 |
30.65 |
-0.55 |
-1.8% |
0.00 |
Volume |
22,696 |
37,691 |
14,995 |
66.1% |
107,910 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.25 |
1,145.25 |
1,097.25 |
|
R3 |
1,135.75 |
1,121.75 |
1,090.75 |
|
R2 |
1,112.25 |
1,112.25 |
1,088.50 |
|
R1 |
1,098.25 |
1,098.25 |
1,086.50 |
1,093.50 |
PP |
1,088.75 |
1,088.75 |
1,088.75 |
1,086.50 |
S1 |
1,074.75 |
1,074.75 |
1,082.00 |
1,070.00 |
S2 |
1,065.25 |
1,065.25 |
1,080.00 |
|
S3 |
1,041.75 |
1,051.25 |
1,077.75 |
|
S4 |
1,018.25 |
1,027.75 |
1,071.25 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.25 |
1,253.75 |
1,122.75 |
|
R3 |
1,213.25 |
1,183.75 |
1,103.50 |
|
R2 |
1,143.25 |
1,143.25 |
1,097.00 |
|
R1 |
1,113.75 |
1,113.75 |
1,090.75 |
1,128.50 |
PP |
1,073.25 |
1,073.25 |
1,073.25 |
1,080.50 |
S1 |
1,043.75 |
1,043.75 |
1,077.75 |
1,058.50 |
S2 |
1,003.25 |
1,003.25 |
1,071.50 |
|
S3 |
933.25 |
973.75 |
1,065.00 |
|
S4 |
863.25 |
903.75 |
1,045.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,102.75 |
1,032.75 |
70.00 |
6.5% |
32.50 |
3.0% |
74% |
True |
False |
21,582 |
10 |
1,142.75 |
1,032.75 |
110.00 |
10.1% |
33.00 |
3.0% |
47% |
False |
False |
14,124 |
20 |
1,197.25 |
1,032.75 |
164.50 |
15.2% |
35.75 |
3.3% |
31% |
False |
False |
10,028 |
40 |
1,211.50 |
1,032.75 |
178.75 |
16.5% |
25.00 |
2.3% |
29% |
False |
False |
5,955 |
60 |
1,211.50 |
1,032.75 |
178.75 |
16.5% |
20.25 |
1.9% |
29% |
False |
False |
4,181 |
80 |
1,211.50 |
1,032.25 |
179.25 |
16.5% |
18.50 |
1.7% |
29% |
False |
False |
3,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,202.50 |
2.618 |
1,164.25 |
1.618 |
1,140.75 |
1.000 |
1,126.25 |
0.618 |
1,117.25 |
HIGH |
1,102.75 |
0.618 |
1,093.75 |
0.500 |
1,091.00 |
0.382 |
1,088.25 |
LOW |
1,079.25 |
0.618 |
1,064.75 |
1.000 |
1,055.75 |
1.618 |
1,041.25 |
2.618 |
1,017.75 |
4.250 |
979.50 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,091.00 |
1,080.75 |
PP |
1,088.75 |
1,077.25 |
S1 |
1,086.50 |
1,074.00 |
|