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 |
18,791 |
19,500 |
709 |
3.8% |
19,162 |
High |
19,309 |
19,700 |
391 |
2.0% |
19,700 |
Low |
18,748 |
19,470 |
722 |
3.9% |
18,725 |
Close |
19,192 |
19,522 |
330 |
1.7% |
19,522 |
Range |
561 |
230 |
-331 |
-59.0% |
975 |
ATR |
374 |
383 |
10 |
2.6% |
0 |
Volume |
391 |
287 |
-104 |
-26.6% |
1,137 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,254 |
20,118 |
19,649 |
|
R3 |
20,024 |
19,888 |
19,585 |
|
R2 |
19,794 |
19,794 |
19,564 |
|
R1 |
19,658 |
19,658 |
19,543 |
19,726 |
PP |
19,564 |
19,564 |
19,564 |
19,598 |
S1 |
19,428 |
19,428 |
19,501 |
19,496 |
S2 |
19,334 |
19,334 |
19,480 |
|
S3 |
19,104 |
19,198 |
19,459 |
|
S4 |
18,874 |
18,968 |
19,396 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,241 |
21,856 |
20,058 |
|
R3 |
21,266 |
20,881 |
19,790 |
|
R2 |
20,291 |
20,291 |
19,701 |
|
R1 |
19,906 |
19,906 |
19,611 |
20,099 |
PP |
19,316 |
19,316 |
19,316 |
19,412 |
S1 |
18,931 |
18,931 |
19,433 |
19,124 |
S2 |
18,341 |
18,341 |
19,343 |
|
S3 |
17,366 |
17,956 |
19,254 |
|
S4 |
16,391 |
16,981 |
18,986 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,700 |
18,725 |
975 |
5.0% |
322 |
1.7% |
82% |
True |
False |
227 |
10 |
19,942 |
18,725 |
1,217 |
6.2% |
315 |
1.6% |
65% |
False |
False |
230 |
20 |
20,677 |
18,725 |
1,952 |
10.0% |
293 |
1.5% |
41% |
False |
False |
193 |
40 |
21,927 |
18,725 |
3,202 |
16.4% |
240 |
1.2% |
25% |
False |
False |
157 |
60 |
21,927 |
18,725 |
3,202 |
16.4% |
216 |
1.1% |
25% |
False |
False |
127 |
80 |
21,927 |
18,725 |
3,202 |
16.4% |
193 |
1.0% |
25% |
False |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,678 |
2.618 |
20,302 |
1.618 |
20,072 |
1.000 |
19,930 |
0.618 |
19,842 |
HIGH |
19,700 |
0.618 |
19,612 |
0.500 |
19,585 |
0.382 |
19,558 |
LOW |
19,470 |
0.618 |
19,328 |
1.000 |
19,240 |
1.618 |
19,098 |
2.618 |
18,868 |
4.250 |
18,493 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
19,585 |
19,423 |
PP |
19,564 |
19,323 |
S1 |
19,543 |
19,224 |
|