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 |
9,971.73 |
10,258.00 |
286.27 |
2.9% |
10,193.46 |
High |
10,264.20 |
10,258.00 |
-6.20 |
-0.1% |
10,264.20 |
Low |
9,971.73 |
10,095.90 |
124.17 |
1.2% |
9,774.48 |
Close |
10,258.99 |
10,136.63 |
-122.36 |
-1.2% |
10,136.63 |
Range |
292.47 |
162.10 |
-130.37 |
-44.6% |
489.72 |
ATR |
233.22 |
228.21 |
-5.01 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,649.81 |
10,555.32 |
10,225.79 |
|
R3 |
10,487.71 |
10,393.22 |
10,181.21 |
|
R2 |
10,325.61 |
10,325.61 |
10,166.35 |
|
R1 |
10,231.12 |
10,231.12 |
10,151.49 |
10,197.32 |
PP |
10,163.51 |
10,163.51 |
10,163.51 |
10,146.61 |
S1 |
10,069.02 |
10,069.02 |
10,121.77 |
10,035.22 |
S2 |
10,001.41 |
10,001.41 |
10,106.91 |
|
S3 |
9,839.31 |
9,906.92 |
10,092.05 |
|
S4 |
9,677.21 |
9,744.82 |
10,047.48 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,527.60 |
11,321.83 |
10,405.98 |
|
R3 |
11,037.88 |
10,832.11 |
10,271.30 |
|
R2 |
10,548.16 |
10,548.16 |
10,226.41 |
|
R1 |
10,342.39 |
10,342.39 |
10,181.52 |
10,200.42 |
PP |
10,058.44 |
10,058.44 |
10,058.44 |
9,987.45 |
S1 |
9,852.67 |
9,852.67 |
10,091.74 |
9,710.70 |
S2 |
9,568.72 |
9,568.72 |
10,046.85 |
|
S3 |
9,079.00 |
9,362.95 |
10,001.96 |
|
S4 |
8,589.28 |
8,873.23 |
9,867.28 |
|
|
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% |
222.37 |
2.2% |
74% |
False |
False |
|
10 |
10,718.86 |
9,774.48 |
944.38 |
9.3% |
242.58 |
2.4% |
38% |
False |
False |
|
20 |
11,177.67 |
9,774.48 |
1,403.19 |
13.8% |
277.57 |
2.7% |
26% |
False |
False |
|
40 |
11,258.01 |
9,774.48 |
1,483.53 |
14.6% |
193.11 |
1.9% |
24% |
False |
False |
|
60 |
11,258.01 |
9,774.48 |
1,483.53 |
14.6% |
157.15 |
1.6% |
24% |
False |
False |
|
80 |
11,258.01 |
9,774.48 |
1,483.53 |
14.6% |
150.68 |
1.5% |
24% |
False |
False |
|
100 |
11,258.01 |
9,774.48 |
1,483.53 |
14.6% |
146.70 |
1.4% |
24% |
False |
False |
|
120 |
11,258.01 |
9,774.48 |
1,483.53 |
14.6% |
136.92 |
1.4% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,946.93 |
2.618 |
10,682.38 |
1.618 |
10,520.28 |
1.000 |
10,420.10 |
0.618 |
10,358.18 |
HIGH |
10,258.00 |
0.618 |
10,196.08 |
0.500 |
10,176.95 |
0.382 |
10,157.82 |
LOW |
10,095.90 |
0.618 |
9,995.72 |
1.000 |
9,933.80 |
1.618 |
9,833.62 |
2.618 |
9,671.52 |
4.250 |
9,406.98 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
10,176.95 |
10,127.23 |
PP |
10,163.51 |
10,117.84 |
S1 |
10,150.07 |
10,108.44 |
|