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 |
10,193.46 |
10,061.43 |
-132.03 |
-1.3% |
10,616.98 |
High |
10,196.41 |
10,061.66 |
-134.75 |
-1.3% |
10,718.86 |
Low |
10,052.67 |
9,774.48 |
-278.19 |
-2.8% |
9,918.82 |
Close |
10,066.57 |
10,043.75 |
-22.82 |
-0.2% |
10,193.39 |
Range |
143.74 |
287.18 |
143.44 |
99.8% |
800.04 |
ATR |
223.98 |
228.84 |
4.87 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,821.50 |
10,719.81 |
10,201.70 |
|
R3 |
10,534.32 |
10,432.63 |
10,122.72 |
|
R2 |
10,247.14 |
10,247.14 |
10,096.40 |
|
R1 |
10,145.45 |
10,145.45 |
10,070.07 |
10,052.71 |
PP |
9,959.96 |
9,959.96 |
9,959.96 |
9,913.59 |
S1 |
9,858.27 |
9,858.27 |
10,017.43 |
9,765.53 |
S2 |
9,672.78 |
9,672.78 |
9,991.10 |
|
S3 |
9,385.60 |
9,571.09 |
9,964.78 |
|
S4 |
9,098.42 |
9,283.91 |
9,885.80 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,677.14 |
12,235.31 |
10,633.41 |
|
R3 |
11,877.10 |
11,435.27 |
10,413.40 |
|
R2 |
11,077.06 |
11,077.06 |
10,340.06 |
|
R1 |
10,635.23 |
10,635.23 |
10,266.73 |
10,456.13 |
PP |
10,277.02 |
10,277.02 |
10,277.02 |
10,187.47 |
S1 |
9,835.19 |
9,835.19 |
10,120.05 |
9,656.09 |
S2 |
9,476.98 |
9,476.98 |
10,046.72 |
|
S3 |
8,676.94 |
9,035.15 |
9,973.38 |
|
S4 |
7,876.90 |
8,235.11 |
9,753.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,522.52 |
9,774.48 |
748.04 |
7.4% |
256.67 |
2.6% |
36% |
False |
True |
|
10 |
10,920.27 |
9,774.48 |
1,145.79 |
11.4% |
230.39 |
2.3% |
24% |
False |
True |
|
20 |
11,197.93 |
9,774.48 |
1,423.45 |
14.2% |
266.88 |
2.7% |
19% |
False |
True |
|
40 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
182.26 |
1.8% |
18% |
False |
True |
|
60 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
149.51 |
1.5% |
18% |
False |
True |
|
80 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
146.40 |
1.5% |
18% |
False |
True |
|
100 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
143.58 |
1.4% |
18% |
False |
True |
|
120 |
11,258.01 |
9,774.48 |
1,483.53 |
14.8% |
135.03 |
1.3% |
18% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,282.18 |
2.618 |
10,813.50 |
1.618 |
10,526.32 |
1.000 |
10,348.84 |
0.618 |
10,239.14 |
HIGH |
10,061.66 |
0.618 |
9,951.96 |
0.500 |
9,918.07 |
0.382 |
9,884.18 |
LOW |
9,774.48 |
0.618 |
9,597.00 |
1.000 |
9,487.30 |
1.618 |
9,309.82 |
2.618 |
9,022.64 |
4.250 |
8,553.97 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,001.86 |
10,024.67 |
PP |
9,959.96 |
10,005.59 |
S1 |
9,918.07 |
9,986.51 |
|