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 |
1,218.0 |
1,217.4 |
-0.6 |
0.0% |
1,186.5 |
High |
1,225.0 |
1,221.3 |
-3.7 |
-0.3% |
1,225.0 |
Low |
1,212.0 |
1,207.9 |
-4.1 |
-0.3% |
1,185.8 |
Close |
1,218.7 |
1,219.0 |
0.3 |
0.0% |
1,219.0 |
Range |
13.0 |
13.4 |
0.4 |
3.1% |
39.2 |
ATR |
21.1 |
20.5 |
-0.5 |
-2.6% |
0.0 |
Volume |
10,828 |
5,422 |
-5,406 |
-49.9% |
33,238 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.3 |
1,251.0 |
1,226.4 |
|
R3 |
1,242.9 |
1,237.6 |
1,222.7 |
|
R2 |
1,229.5 |
1,229.5 |
1,221.5 |
|
R1 |
1,224.2 |
1,224.2 |
1,220.2 |
1,226.9 |
PP |
1,216.1 |
1,216.1 |
1,216.1 |
1,217.4 |
S1 |
1,210.8 |
1,210.8 |
1,217.8 |
1,213.5 |
S2 |
1,202.7 |
1,202.7 |
1,216.5 |
|
S3 |
1,189.3 |
1,197.4 |
1,215.3 |
|
S4 |
1,175.9 |
1,184.0 |
1,211.6 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.5 |
1,312.5 |
1,240.6 |
|
R3 |
1,288.3 |
1,273.3 |
1,229.8 |
|
R2 |
1,249.1 |
1,249.1 |
1,226.2 |
|
R1 |
1,234.1 |
1,234.1 |
1,222.6 |
1,241.6 |
PP |
1,209.9 |
1,209.9 |
1,209.9 |
1,213.7 |
S1 |
1,194.9 |
1,194.9 |
1,215.4 |
1,202.4 |
S2 |
1,170.7 |
1,170.7 |
1,211.8 |
|
S3 |
1,131.5 |
1,155.7 |
1,208.2 |
|
S4 |
1,092.3 |
1,116.5 |
1,197.4 |
|
|
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 |
1,185.8 |
39.2 |
3.2% |
15.5 |
1.3% |
85% |
False |
False |
6,647 |
10 |
1,248.0 |
1,172.0 |
76.0 |
6.2% |
20.5 |
1.7% |
62% |
False |
False |
5,570 |
20 |
1,255.1 |
1,161.2 |
93.9 |
7.7% |
22.4 |
1.8% |
62% |
False |
False |
5,368 |
40 |
1,255.1 |
1,127.8 |
127.3 |
10.4% |
18.4 |
1.5% |
72% |
False |
False |
3,576 |
60 |
1,255.1 |
1,089.9 |
165.2 |
13.6% |
17.3 |
1.4% |
78% |
False |
False |
2,835 |
80 |
1,255.1 |
1,048.2 |
206.9 |
17.0% |
18.0 |
1.5% |
83% |
False |
False |
2,667 |
100 |
1,255.1 |
1,048.2 |
206.9 |
17.0% |
18.2 |
1.5% |
83% |
False |
False |
2,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.3 |
2.618 |
1,256.4 |
1.618 |
1,243.0 |
1.000 |
1,234.7 |
0.618 |
1,229.6 |
HIGH |
1,221.3 |
0.618 |
1,216.2 |
0.500 |
1,214.6 |
0.382 |
1,213.0 |
LOW |
1,207.9 |
0.618 |
1,199.6 |
1.000 |
1,194.5 |
1.618 |
1,186.2 |
2.618 |
1,172.8 |
4.250 |
1,151.0 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,217.5 |
1,218.1 |
PP |
1,216.1 |
1,217.2 |
S1 |
1,214.6 |
1,216.3 |
|