Trading Metrics calculated at close of trading on 26-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,526.2 |
1,526.0 |
-0.2 |
0.0% |
1,494.6 |
High |
1,532.5 |
1,531.1 |
-1.4 |
-0.1% |
1,515.8 |
Low |
1,521.3 |
1,514.6 |
-6.7 |
-0.4% |
1,471.1 |
Close |
1,526.7 |
1,522.8 |
-3.9 |
-0.3% |
1,508.9 |
Range |
11.2 |
16.5 |
5.3 |
47.3% |
44.7 |
ATR |
23.0 |
22.5 |
-0.5 |
-2.0% |
0.0 |
Volume |
180,958 |
177,340 |
-3,618 |
-2.0% |
768,777 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,572.3 |
1,564.1 |
1,531.9 |
|
R3 |
1,555.8 |
1,547.6 |
1,527.3 |
|
R2 |
1,539.3 |
1,539.3 |
1,525.8 |
|
R1 |
1,531.1 |
1,531.1 |
1,524.3 |
1,527.0 |
PP |
1,522.8 |
1,522.8 |
1,522.8 |
1,520.8 |
S1 |
1,514.6 |
1,514.6 |
1,521.3 |
1,510.5 |
S2 |
1,506.3 |
1,506.3 |
1,519.8 |
|
S3 |
1,489.8 |
1,498.1 |
1,518.3 |
|
S4 |
1,473.3 |
1,481.6 |
1,513.7 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,632.7 |
1,615.5 |
1,533.5 |
|
R3 |
1,588.0 |
1,570.8 |
1,521.2 |
|
R2 |
1,543.3 |
1,543.3 |
1,517.1 |
|
R1 |
1,526.1 |
1,526.1 |
1,513.0 |
1,534.7 |
PP |
1,498.6 |
1,498.6 |
1,498.6 |
1,502.9 |
S1 |
1,481.4 |
1,481.4 |
1,504.8 |
1,490.0 |
S2 |
1,453.9 |
1,453.9 |
1,500.7 |
|
S3 |
1,409.2 |
1,436.7 |
1,496.6 |
|
S4 |
1,364.5 |
1,392.0 |
1,484.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,532.5 |
1,486.4 |
46.1 |
3.0% |
17.6 |
1.2% |
79% |
False |
False |
186,224 |
10 |
1,532.5 |
1,471.1 |
61.4 |
4.0% |
19.6 |
1.3% |
84% |
False |
False |
169,096 |
20 |
1,577.4 |
1,462.5 |
114.9 |
7.5% |
26.7 |
1.8% |
52% |
False |
False |
184,705 |
40 |
1,577.4 |
1,413.5 |
163.9 |
10.8% |
22.1 |
1.4% |
67% |
False |
False |
158,975 |
60 |
1,577.4 |
1,382.4 |
195.0 |
12.8% |
21.1 |
1.4% |
72% |
False |
False |
118,465 |
80 |
1,577.4 |
1,327.0 |
250.4 |
16.4% |
19.9 |
1.3% |
78% |
False |
False |
90,269 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
20.1 |
1.3% |
80% |
False |
False |
73,045 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
19.6 |
1.3% |
80% |
False |
False |
61,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,601.2 |
2.618 |
1,574.3 |
1.618 |
1,557.8 |
1.000 |
1,547.6 |
0.618 |
1,541.3 |
HIGH |
1,531.1 |
0.618 |
1,524.8 |
0.500 |
1,522.9 |
0.382 |
1,520.9 |
LOW |
1,514.6 |
0.618 |
1,504.4 |
1.000 |
1,498.1 |
1.618 |
1,487.9 |
2.618 |
1,471.4 |
4.250 |
1,444.5 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,522.9 |
1,522.9 |
PP |
1,522.8 |
1,522.8 |
S1 |
1,522.8 |
1,522.8 |
|