| 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 |
19,065 |
18,993 |
-72 |
-0.4% |
19,723 |
| High |
19,172 |
19,513 |
341 |
1.8% |
19,850 |
| Low |
18,955 |
18,928 |
-27 |
-0.1% |
19,183 |
| Close |
19,121 |
19,386 |
265 |
1.4% |
19,401 |
| Range |
217 |
585 |
368 |
169.6% |
667 |
| ATR |
392 |
406 |
14 |
3.5% |
0 |
| Volume |
43,004 |
58,476 |
15,472 |
36.0% |
12,230 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,031 |
20,793 |
19,708 |
|
| R3 |
20,446 |
20,208 |
19,547 |
|
| R2 |
19,861 |
19,861 |
19,493 |
|
| R1 |
19,623 |
19,623 |
19,440 |
19,742 |
| PP |
19,276 |
19,276 |
19,276 |
19,335 |
| S1 |
19,038 |
19,038 |
19,332 |
19,157 |
| S2 |
18,691 |
18,691 |
19,279 |
|
| S3 |
18,106 |
18,453 |
19,225 |
|
| S4 |
17,521 |
17,868 |
19,064 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,479 |
21,107 |
19,768 |
|
| R3 |
20,812 |
20,440 |
19,584 |
|
| R2 |
20,145 |
20,145 |
19,523 |
|
| R1 |
19,773 |
19,773 |
19,462 |
19,626 |
| PP |
19,478 |
19,478 |
19,478 |
19,404 |
| S1 |
19,106 |
19,106 |
19,340 |
18,959 |
| S2 |
18,811 |
18,811 |
19,279 |
|
| S3 |
18,144 |
18,439 |
19,218 |
|
| S4 |
17,477 |
17,772 |
19,034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,690 |
18,899 |
791 |
4.1% |
409 |
2.1% |
62% |
False |
False |
27,850 |
| 10 |
20,347 |
18,899 |
1,448 |
7.5% |
362 |
1.9% |
34% |
False |
False |
15,253 |
| 20 |
20,870 |
18,899 |
1,971 |
10.2% |
345 |
1.8% |
25% |
False |
False |
8,357 |
| 40 |
22,500 |
18,899 |
3,601 |
18.6% |
298 |
1.5% |
14% |
False |
False |
4,443 |
| 60 |
22,500 |
18,899 |
3,601 |
18.6% |
278 |
1.4% |
14% |
False |
False |
3,106 |
| 80 |
22,500 |
18,899 |
3,601 |
18.6% |
285 |
1.5% |
14% |
False |
False |
2,378 |
| 100 |
22,500 |
18,899 |
3,601 |
18.6% |
285 |
1.5% |
14% |
False |
False |
1,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,999 |
|
2.618 |
21,045 |
|
1.618 |
20,460 |
|
1.000 |
20,098 |
|
0.618 |
19,875 |
|
HIGH |
19,513 |
|
0.618 |
19,290 |
|
0.500 |
19,221 |
|
0.382 |
19,151 |
|
LOW |
18,928 |
|
0.618 |
18,566 |
|
1.000 |
18,343 |
|
1.618 |
17,981 |
|
2.618 |
17,396 |
|
4.250 |
16,442 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,331 |
19,326 |
| PP |
19,276 |
19,266 |
| S1 |
19,221 |
19,206 |
|