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 |
1,072.50 |
1,055.00 |
-17.50 |
-1.6% |
1,135.00 |
High |
1,080.50 |
1,094.25 |
13.75 |
1.3% |
1,138.00 |
Low |
1,053.00 |
1,049.75 |
-3.25 |
-0.3% |
1,043.75 |
Close |
1,053.00 |
1,092.75 |
39.75 |
3.8% |
1,076.00 |
Range |
27.50 |
44.50 |
17.00 |
61.8% |
94.25 |
ATR |
27.60 |
28.81 |
1.21 |
4.4% |
0.00 |
Volume |
70 |
47 |
-23 |
-32.9% |
813 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,212.50 |
1,197.00 |
1,117.25 |
|
R3 |
1,168.00 |
1,152.50 |
1,105.00 |
|
R2 |
1,123.50 |
1,123.50 |
1,101.00 |
|
R1 |
1,108.00 |
1,108.00 |
1,096.75 |
1,115.75 |
PP |
1,079.00 |
1,079.00 |
1,079.00 |
1,082.75 |
S1 |
1,063.50 |
1,063.50 |
1,088.75 |
1,071.25 |
S2 |
1,034.50 |
1,034.50 |
1,084.50 |
|
S3 |
990.00 |
1,019.00 |
1,080.50 |
|
S4 |
945.50 |
974.50 |
1,068.25 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.75 |
1,316.50 |
1,127.75 |
|
R3 |
1,274.50 |
1,222.25 |
1,102.00 |
|
R2 |
1,180.25 |
1,180.25 |
1,093.25 |
|
R1 |
1,128.00 |
1,128.00 |
1,084.75 |
1,107.00 |
PP |
1,086.00 |
1,086.00 |
1,086.00 |
1,075.50 |
S1 |
1,033.75 |
1,033.75 |
1,067.25 |
1,012.75 |
S2 |
991.75 |
991.75 |
1,058.75 |
|
S3 |
897.50 |
939.50 |
1,050.00 |
|
S4 |
803.25 |
845.25 |
1,024.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,094.25 |
1,029.25 |
65.00 |
5.9% |
32.50 |
3.0% |
98% |
True |
False |
60 |
10 |
1,149.75 |
1,029.25 |
120.50 |
11.0% |
32.75 |
3.0% |
53% |
False |
False |
106 |
20 |
1,198.50 |
1,029.25 |
169.25 |
15.5% |
32.25 |
3.0% |
38% |
False |
False |
126 |
40 |
1,208.00 |
1,029.25 |
178.75 |
16.4% |
22.75 |
2.1% |
36% |
False |
False |
109 |
60 |
1,208.00 |
1,029.25 |
178.75 |
16.4% |
17.75 |
1.6% |
36% |
False |
False |
102 |
80 |
1,208.00 |
1,029.25 |
178.75 |
16.4% |
14.50 |
1.3% |
36% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.50 |
2.618 |
1,210.75 |
1.618 |
1,166.25 |
1.000 |
1,138.75 |
0.618 |
1,121.75 |
HIGH |
1,094.25 |
0.618 |
1,077.25 |
0.500 |
1,072.00 |
0.382 |
1,066.75 |
LOW |
1,049.75 |
0.618 |
1,022.25 |
1.000 |
1,005.25 |
1.618 |
977.75 |
2.618 |
933.25 |
4.250 |
860.50 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
1,085.75 |
1,082.50 |
PP |
1,079.00 |
1,072.00 |
S1 |
1,072.00 |
1,061.75 |
|