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 |
1,186.5 |
1,199.0 |
12.5 |
1.1% |
1,235.1 |
High |
1,203.0 |
1,210.7 |
7.7 |
0.6% |
1,248.0 |
Low |
1,185.8 |
1,192.0 |
6.2 |
0.5% |
1,172.0 |
Close |
1,200.0 |
1,204.3 |
4.3 |
0.4% |
1,181.8 |
Range |
17.2 |
18.7 |
1.5 |
8.7% |
76.0 |
ATR |
22.2 |
21.9 |
-0.2 |
-1.1% |
0.0 |
Volume |
3,970 |
2,920 |
-1,050 |
-26.4% |
22,464 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.4 |
1,250.1 |
1,214.6 |
|
R3 |
1,239.7 |
1,231.4 |
1,209.4 |
|
R2 |
1,221.0 |
1,221.0 |
1,207.7 |
|
R1 |
1,212.7 |
1,212.7 |
1,206.0 |
1,216.9 |
PP |
1,202.3 |
1,202.3 |
1,202.3 |
1,204.4 |
S1 |
1,194.0 |
1,194.0 |
1,202.6 |
1,198.2 |
S2 |
1,183.6 |
1,183.6 |
1,200.9 |
|
S3 |
1,164.9 |
1,175.3 |
1,199.2 |
|
S4 |
1,146.2 |
1,156.6 |
1,194.0 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.6 |
1,381.2 |
1,223.6 |
|
R3 |
1,352.6 |
1,305.2 |
1,202.7 |
|
R2 |
1,276.6 |
1,276.6 |
1,195.7 |
|
R1 |
1,229.2 |
1,229.2 |
1,188.8 |
1,214.9 |
PP |
1,200.6 |
1,200.6 |
1,200.6 |
1,193.5 |
S1 |
1,153.2 |
1,153.2 |
1,174.8 |
1,138.9 |
S2 |
1,124.6 |
1,124.6 |
1,167.9 |
|
S3 |
1,048.6 |
1,077.2 |
1,160.9 |
|
S4 |
972.6 |
1,001.2 |
1,140.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,231.6 |
1,172.0 |
59.6 |
4.9% |
23.8 |
2.0% |
54% |
False |
False |
4,126 |
10 |
1,255.1 |
1,172.0 |
83.1 |
6.9% |
23.3 |
1.9% |
39% |
False |
False |
4,899 |
20 |
1,255.1 |
1,161.2 |
93.9 |
7.8% |
22.1 |
1.8% |
46% |
False |
False |
4,422 |
40 |
1,255.1 |
1,106.6 |
148.5 |
12.3% |
18.4 |
1.5% |
66% |
False |
False |
3,055 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.7% |
17.4 |
1.4% |
69% |
False |
False |
2,465 |
80 |
1,255.1 |
1,048.2 |
206.9 |
17.2% |
18.3 |
1.5% |
75% |
False |
False |
2,412 |
100 |
1,255.1 |
1,048.2 |
206.9 |
17.2% |
18.3 |
1.5% |
75% |
False |
False |
2,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.2 |
2.618 |
1,259.7 |
1.618 |
1,241.0 |
1.000 |
1,229.4 |
0.618 |
1,222.3 |
HIGH |
1,210.7 |
0.618 |
1,203.6 |
0.500 |
1,201.4 |
0.382 |
1,199.1 |
LOW |
1,192.0 |
0.618 |
1,180.4 |
1.000 |
1,173.3 |
1.618 |
1,161.7 |
2.618 |
1,143.0 |
4.250 |
1,112.5 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,203.3 |
1,200.0 |
PP |
1,202.3 |
1,195.7 |
S1 |
1,201.4 |
1,191.4 |
|