Trading Metrics calculated at close of trading on 26-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,199.0 |
1,208.8 |
9.8 |
0.8% |
1,235.1 |
High |
1,210.7 |
1,222.9 |
12.2 |
1.0% |
1,248.0 |
Low |
1,192.0 |
1,207.5 |
15.5 |
1.3% |
1,172.0 |
Close |
1,204.3 |
1,219.9 |
15.6 |
1.3% |
1,181.8 |
Range |
18.7 |
15.4 |
-3.3 |
-17.6% |
76.0 |
ATR |
21.9 |
21.7 |
-0.2 |
-1.1% |
0.0 |
Volume |
2,920 |
10,098 |
7,178 |
245.8% |
22,464 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.0 |
1,256.8 |
1,228.4 |
|
R3 |
1,247.6 |
1,241.4 |
1,224.1 |
|
R2 |
1,232.2 |
1,232.2 |
1,222.7 |
|
R1 |
1,226.0 |
1,226.0 |
1,221.3 |
1,229.1 |
PP |
1,216.8 |
1,216.8 |
1,216.8 |
1,218.3 |
S1 |
1,210.6 |
1,210.6 |
1,218.5 |
1,213.7 |
S2 |
1,201.4 |
1,201.4 |
1,217.1 |
|
S3 |
1,186.0 |
1,195.2 |
1,215.7 |
|
S4 |
1,170.6 |
1,179.8 |
1,211.4 |
|
|
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 |
1,222.9 |
1,172.0 |
50.9 |
4.2% |
18.9 |
1.6% |
94% |
True |
False |
5,539 |
10 |
1,255.1 |
1,172.0 |
83.1 |
6.8% |
22.7 |
1.9% |
58% |
False |
False |
5,208 |
20 |
1,255.1 |
1,161.2 |
93.9 |
7.7% |
22.1 |
1.8% |
63% |
False |
False |
4,737 |
40 |
1,255.1 |
1,107.5 |
147.6 |
12.1% |
18.5 |
1.5% |
76% |
False |
False |
3,247 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.5% |
17.3 |
1.4% |
79% |
False |
False |
2,615 |
80 |
1,255.1 |
1,048.2 |
206.9 |
17.0% |
18.1 |
1.5% |
83% |
False |
False |
2,498 |
100 |
1,255.1 |
1,048.2 |
206.9 |
17.0% |
18.3 |
1.5% |
83% |
False |
False |
2,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.4 |
2.618 |
1,263.2 |
1.618 |
1,247.8 |
1.000 |
1,238.3 |
0.618 |
1,232.4 |
HIGH |
1,222.9 |
0.618 |
1,217.0 |
0.500 |
1,215.2 |
0.382 |
1,213.4 |
LOW |
1,207.5 |
0.618 |
1,198.0 |
1.000 |
1,192.1 |
1.618 |
1,182.6 |
2.618 |
1,167.2 |
4.250 |
1,142.1 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,218.3 |
1,214.7 |
PP |
1,216.8 |
1,209.5 |
S1 |
1,215.2 |
1,204.4 |
|