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 |
10,061.43 |
10,045.11 |
-16.32 |
-0.2% |
10,616.98 |
High |
10,061.66 |
10,179.03 |
117.37 |
1.2% |
10,718.86 |
Low |
9,774.48 |
9,952.68 |
178.20 |
1.8% |
9,918.82 |
Close |
10,043.75 |
9,974.45 |
-69.30 |
-0.7% |
10,193.39 |
Range |
287.18 |
226.35 |
-60.83 |
-21.2% |
800.04 |
ATR |
228.84 |
228.67 |
-0.18 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,714.44 |
10,570.79 |
10,098.94 |
|
R3 |
10,488.09 |
10,344.44 |
10,036.70 |
|
R2 |
10,261.74 |
10,261.74 |
10,015.95 |
|
R1 |
10,118.09 |
10,118.09 |
9,995.20 |
10,076.74 |
PP |
10,035.39 |
10,035.39 |
10,035.39 |
10,014.71 |
S1 |
9,891.74 |
9,891.74 |
9,953.70 |
9,850.39 |
S2 |
9,809.04 |
9,809.04 |
9,932.95 |
|
S3 |
9,582.69 |
9,665.39 |
9,912.20 |
|
S4 |
9,356.34 |
9,439.04 |
9,849.96 |
|
|
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 |
10,440.21 |
9,774.48 |
665.73 |
6.7% |
262.37 |
2.6% |
30% |
False |
False |
|
10 |
10,920.27 |
9,774.48 |
1,145.79 |
11.5% |
236.33 |
2.4% |
17% |
False |
False |
|
20 |
11,197.93 |
9,774.48 |
1,423.45 |
14.3% |
272.54 |
2.7% |
14% |
False |
False |
|
40 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
186.09 |
1.9% |
13% |
False |
False |
|
60 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
152.15 |
1.5% |
13% |
False |
False |
|
80 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
147.70 |
1.5% |
13% |
False |
False |
|
100 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
144.52 |
1.4% |
13% |
False |
False |
|
120 |
11,258.01 |
9,774.48 |
1,483.53 |
14.9% |
136.15 |
1.4% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,141.02 |
2.618 |
10,771.61 |
1.618 |
10,545.26 |
1.000 |
10,405.38 |
0.618 |
10,318.91 |
HIGH |
10,179.03 |
0.618 |
10,092.56 |
0.500 |
10,065.86 |
0.382 |
10,039.15 |
LOW |
9,952.68 |
0.618 |
9,812.80 |
1.000 |
9,726.33 |
1.618 |
9,586.45 |
2.618 |
9,360.10 |
4.250 |
8,990.69 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,065.86 |
9,985.45 |
PP |
10,035.39 |
9,981.78 |
S1 |
10,004.92 |
9,978.12 |
|