Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,519.4 |
1,536.7 |
17.3 |
1.1% |
1,512.8 |
High |
1,538.5 |
1,541.1 |
2.6 |
0.2% |
1,538.5 |
Low |
1,518.4 |
1,532.4 |
14.0 |
0.9% |
1,503.7 |
Close |
1,536.3 |
1,535.9 |
-0.4 |
0.0% |
1,536.3 |
Range |
20.1 |
8.7 |
-11.4 |
-56.7% |
34.8 |
ATR |
22.4 |
21.4 |
-1.0 |
-4.4% |
0.0 |
Volume |
71,863 |
76,719 |
4,856 |
6.8% |
816,910 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.6 |
1,557.9 |
1,540.7 |
|
R3 |
1,553.9 |
1,549.2 |
1,538.3 |
|
R2 |
1,545.2 |
1,545.2 |
1,537.5 |
|
R1 |
1,540.5 |
1,540.5 |
1,536.7 |
1,538.5 |
PP |
1,536.5 |
1,536.5 |
1,536.5 |
1,535.5 |
S1 |
1,531.8 |
1,531.8 |
1,535.1 |
1,529.8 |
S2 |
1,527.8 |
1,527.8 |
1,534.3 |
|
S3 |
1,519.1 |
1,523.1 |
1,533.5 |
|
S4 |
1,510.4 |
1,514.4 |
1,531.1 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,630.6 |
1,618.2 |
1,555.4 |
|
R3 |
1,595.8 |
1,583.4 |
1,545.9 |
|
R2 |
1,561.0 |
1,561.0 |
1,542.7 |
|
R1 |
1,548.6 |
1,548.6 |
1,539.5 |
1,554.8 |
PP |
1,526.2 |
1,526.2 |
1,526.2 |
1,529.3 |
S1 |
1,513.8 |
1,513.8 |
1,533.1 |
1,520.0 |
S2 |
1,491.4 |
1,491.4 |
1,529.9 |
|
S3 |
1,456.6 |
1,479.0 |
1,526.7 |
|
S4 |
1,421.8 |
1,444.2 |
1,517.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,541.1 |
1,513.2 |
27.9 |
1.8% |
14.5 |
0.9% |
81% |
True |
False |
142,942 |
10 |
1,541.1 |
1,471.1 |
70.0 |
4.6% |
17.2 |
1.1% |
93% |
True |
False |
154,237 |
20 |
1,551.4 |
1,462.5 |
88.9 |
5.8% |
24.4 |
1.6% |
83% |
False |
False |
174,575 |
40 |
1,577.4 |
1,429.1 |
148.3 |
9.7% |
21.7 |
1.4% |
72% |
False |
False |
155,736 |
60 |
1,577.4 |
1,382.4 |
195.0 |
12.7% |
20.9 |
1.4% |
79% |
False |
False |
120,581 |
80 |
1,577.4 |
1,346.0 |
231.4 |
15.1% |
19.7 |
1.3% |
82% |
False |
False |
91,965 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.4% |
19.8 |
1.3% |
84% |
False |
False |
74,457 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.4% |
19.4 |
1.3% |
84% |
False |
False |
62,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,578.1 |
2.618 |
1,563.9 |
1.618 |
1,555.2 |
1.000 |
1,549.8 |
0.618 |
1,546.5 |
HIGH |
1,541.1 |
0.618 |
1,537.8 |
0.500 |
1,536.8 |
0.382 |
1,535.7 |
LOW |
1,532.4 |
0.618 |
1,527.0 |
1.000 |
1,523.7 |
1.618 |
1,518.3 |
2.618 |
1,509.6 |
4.250 |
1,495.4 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,536.8 |
1,533.2 |
PP |
1,536.5 |
1,530.5 |
S1 |
1,536.2 |
1,527.9 |
|