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 |
5,842.0 |
5,660.0 |
-182.0 |
-3.1% |
6,005.0 |
High |
5,870.5 |
5,745.5 |
-125.0 |
-2.1% |
6,190.0 |
Low |
5,740.0 |
5,615.0 |
-125.0 |
-2.2% |
5,697.5 |
Close |
5,806.0 |
5,687.5 |
-118.5 |
-2.0% |
5,828.0 |
Range |
130.5 |
130.5 |
0.0 |
0.0% |
492.5 |
ATR |
161.9 |
164.0 |
2.1 |
1.3% |
0.0 |
Volume |
722 |
1,824 |
1,102 |
152.6% |
4,649 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,074.2 |
6,011.3 |
5,759.3 |
|
R3 |
5,943.7 |
5,880.8 |
5,723.4 |
|
R2 |
5,813.2 |
5,813.2 |
5,711.4 |
|
R1 |
5,750.3 |
5,750.3 |
5,699.5 |
5,781.8 |
PP |
5,682.7 |
5,682.7 |
5,682.7 |
5,698.4 |
S1 |
5,619.8 |
5,619.8 |
5,675.5 |
5,651.3 |
S2 |
5,552.2 |
5,552.2 |
5,663.6 |
|
S3 |
5,421.7 |
5,489.3 |
5,651.6 |
|
S4 |
5,291.2 |
5,358.8 |
5,615.7 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,382.7 |
7,097.8 |
6,098.9 |
|
R3 |
6,890.2 |
6,605.3 |
5,963.4 |
|
R2 |
6,397.7 |
6,397.7 |
5,918.3 |
|
R1 |
6,112.8 |
6,112.8 |
5,873.1 |
6,009.0 |
PP |
5,905.2 |
5,905.2 |
5,905.2 |
5,853.3 |
S1 |
5,620.3 |
5,620.3 |
5,782.9 |
5,516.5 |
S2 |
5,412.7 |
5,412.7 |
5,737.7 |
|
S3 |
4,920.2 |
5,127.8 |
5,692.6 |
|
S4 |
4,427.7 |
4,635.3 |
5,557.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,126.5 |
5,615.0 |
511.5 |
9.0% |
171.1 |
3.0% |
14% |
False |
True |
1,293 |
10 |
6,285.0 |
5,615.0 |
670.0 |
11.8% |
161.1 |
2.8% |
11% |
False |
True |
808 |
20 |
6,285.0 |
5,593.5 |
691.5 |
12.2% |
165.9 |
2.9% |
14% |
False |
False |
678 |
40 |
6,348.5 |
5,593.5 |
755.0 |
13.3% |
121.4 |
2.1% |
12% |
False |
False |
531 |
60 |
6,348.5 |
5,593.5 |
755.0 |
13.3% |
101.2 |
1.8% |
12% |
False |
False |
847 |
80 |
6,348.5 |
5,419.0 |
929.5 |
16.3% |
94.6 |
1.7% |
29% |
False |
False |
673 |
100 |
6,348.5 |
5,419.0 |
929.5 |
16.3% |
87.4 |
1.5% |
29% |
False |
False |
550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,300.1 |
2.618 |
6,087.1 |
1.618 |
5,956.6 |
1.000 |
5,876.0 |
0.618 |
5,826.1 |
HIGH |
5,745.5 |
0.618 |
5,695.6 |
0.500 |
5,680.3 |
0.382 |
5,664.9 |
LOW |
5,615.0 |
0.618 |
5,534.4 |
1.000 |
5,484.5 |
1.618 |
5,403.9 |
2.618 |
5,273.4 |
4.250 |
5,060.4 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5,685.1 |
5,743.8 |
PP |
5,682.7 |
5,725.0 |
S1 |
5,680.3 |
5,706.3 |
|