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 |
10,045.11 |
9,971.73 |
-73.38 |
-0.7% |
10,616.98 |
High |
10,179.03 |
10,264.20 |
85.17 |
0.8% |
10,718.86 |
Low |
9,952.68 |
9,971.73 |
19.05 |
0.2% |
9,918.82 |
Close |
9,974.45 |
10,258.99 |
284.54 |
2.9% |
10,193.39 |
Range |
226.35 |
292.47 |
66.12 |
29.2% |
800.04 |
ATR |
228.67 |
233.22 |
4.56 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,042.38 |
10,943.16 |
10,419.85 |
|
R3 |
10,749.91 |
10,650.69 |
10,339.42 |
|
R2 |
10,457.44 |
10,457.44 |
10,312.61 |
|
R1 |
10,358.22 |
10,358.22 |
10,285.80 |
10,407.83 |
PP |
10,164.97 |
10,164.97 |
10,164.97 |
10,189.78 |
S1 |
10,065.75 |
10,065.75 |
10,232.18 |
10,115.36 |
S2 |
9,872.50 |
9,872.50 |
10,205.37 |
|
S3 |
9,580.03 |
9,773.28 |
10,178.56 |
|
S4 |
9,287.56 |
9,480.81 |
10,098.13 |
|
|
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 |
10,264.20 |
9,774.48 |
489.72 |
4.8% |
245.89 |
2.4% |
99% |
True |
False |
|
10 |
10,780.75 |
9,774.48 |
1,006.27 |
9.8% |
250.72 |
2.4% |
48% |
False |
False |
|
20 |
11,197.93 |
9,774.48 |
1,423.45 |
13.9% |
279.38 |
2.7% |
34% |
False |
False |
|
40 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
191.54 |
1.9% |
33% |
False |
False |
|
60 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
155.48 |
1.5% |
33% |
False |
False |
|
80 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
149.59 |
1.5% |
33% |
False |
False |
|
100 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
145.70 |
1.4% |
33% |
False |
False |
|
120 |
11,258.01 |
9,774.48 |
1,483.53 |
14.5% |
137.28 |
1.3% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,507.20 |
2.618 |
11,029.89 |
1.618 |
10,737.42 |
1.000 |
10,556.67 |
0.618 |
10,444.95 |
HIGH |
10,264.20 |
0.618 |
10,152.48 |
0.500 |
10,117.97 |
0.382 |
10,083.45 |
LOW |
9,971.73 |
0.618 |
9,790.98 |
1.000 |
9,679.26 |
1.618 |
9,498.51 |
2.618 |
9,206.04 |
4.250 |
8,728.73 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,211.98 |
10,179.11 |
PP |
10,164.97 |
10,099.22 |
S1 |
10,117.97 |
10,019.34 |
|