Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
1,208.8 |
1,218.0 |
9.2 |
0.8% |
1,235.1 |
High |
1,222.9 |
1,225.0 |
2.1 |
0.2% |
1,248.0 |
Low |
1,207.5 |
1,212.0 |
4.5 |
0.4% |
1,172.0 |
Close |
1,219.9 |
1,218.7 |
-1.2 |
-0.1% |
1,181.8 |
Range |
15.4 |
13.0 |
-2.4 |
-15.6% |
76.0 |
ATR |
21.7 |
21.1 |
-0.6 |
-2.9% |
0.0 |
Volume |
10,098 |
10,828 |
730 |
7.2% |
22,464 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.6 |
1,251.1 |
1,225.9 |
|
R3 |
1,244.6 |
1,238.1 |
1,222.3 |
|
R2 |
1,231.6 |
1,231.6 |
1,221.1 |
|
R1 |
1,225.1 |
1,225.1 |
1,219.9 |
1,228.4 |
PP |
1,218.6 |
1,218.6 |
1,218.6 |
1,220.2 |
S1 |
1,212.1 |
1,212.1 |
1,217.5 |
1,215.4 |
S2 |
1,205.6 |
1,205.6 |
1,216.3 |
|
S3 |
1,192.6 |
1,199.1 |
1,215.1 |
|
S4 |
1,179.6 |
1,186.1 |
1,211.6 |
|
|
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 |
1,225.0 |
1,172.0 |
53.0 |
4.3% |
17.0 |
1.4% |
88% |
True |
False |
6,703 |
10 |
1,255.1 |
1,172.0 |
83.1 |
6.8% |
22.4 |
1.8% |
56% |
False |
False |
5,530 |
20 |
1,255.1 |
1,161.2 |
93.9 |
7.7% |
22.4 |
1.8% |
61% |
False |
False |
5,125 |
40 |
1,255.1 |
1,116.3 |
138.8 |
11.4% |
18.5 |
1.5% |
74% |
False |
False |
3,468 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.6% |
17.3 |
1.4% |
78% |
False |
False |
2,774 |
80 |
1,255.1 |
1,048.2 |
206.9 |
17.0% |
18.0 |
1.5% |
82% |
False |
False |
2,616 |
100 |
1,255.1 |
1,048.2 |
206.9 |
17.0% |
18.2 |
1.5% |
82% |
False |
False |
2,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.3 |
2.618 |
1,259.0 |
1.618 |
1,246.0 |
1.000 |
1,238.0 |
0.618 |
1,233.0 |
HIGH |
1,225.0 |
0.618 |
1,220.0 |
0.500 |
1,218.5 |
0.382 |
1,217.0 |
LOW |
1,212.0 |
0.618 |
1,204.0 |
1.000 |
1,199.0 |
1.618 |
1,191.0 |
2.618 |
1,178.0 |
4.250 |
1,156.8 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,218.6 |
1,215.3 |
PP |
1,218.6 |
1,211.9 |
S1 |
1,218.5 |
1,208.5 |
|