Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,495.9 |
1,513.5 |
17.6 |
1.2% |
1,494.0 |
High |
1,517.0 |
1,520.0 |
3.0 |
0.2% |
1,517.0 |
Low |
1,487.8 |
1,504.9 |
17.1 |
1.1% |
1,472.6 |
Close |
1,510.0 |
1,516.5 |
6.5 |
0.4% |
1,510.0 |
Range |
29.2 |
15.1 |
-14.1 |
-48.3% |
44.4 |
ATR |
24.5 |
23.8 |
-0.7 |
-2.7% |
0.0 |
Volume |
22,812 |
49,211 |
26,399 |
115.7% |
95,722 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.1 |
1,552.9 |
1,524.8 |
|
R3 |
1,544.0 |
1,537.8 |
1,520.7 |
|
R2 |
1,528.9 |
1,528.9 |
1,519.3 |
|
R1 |
1,522.7 |
1,522.7 |
1,517.9 |
1,525.8 |
PP |
1,513.8 |
1,513.8 |
1,513.8 |
1,515.4 |
S1 |
1,507.6 |
1,507.6 |
1,515.1 |
1,510.7 |
S2 |
1,498.7 |
1,498.7 |
1,513.7 |
|
S3 |
1,483.6 |
1,492.5 |
1,512.3 |
|
S4 |
1,468.5 |
1,477.4 |
1,508.2 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.1 |
1,615.9 |
1,534.4 |
|
R3 |
1,588.7 |
1,571.5 |
1,522.2 |
|
R2 |
1,544.3 |
1,544.3 |
1,518.1 |
|
R1 |
1,527.1 |
1,527.1 |
1,514.1 |
1,535.7 |
PP |
1,499.9 |
1,499.9 |
1,499.9 |
1,504.2 |
S1 |
1,482.7 |
1,482.7 |
1,505.9 |
1,491.3 |
S2 |
1,455.5 |
1,455.5 |
1,501.9 |
|
S3 |
1,411.1 |
1,438.3 |
1,497.8 |
|
S4 |
1,366.7 |
1,393.9 |
1,485.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,520.0 |
1,472.6 |
47.4 |
3.1% |
19.7 |
1.3% |
93% |
True |
False |
27,082 |
10 |
1,527.9 |
1,472.6 |
55.3 |
3.6% |
22.4 |
1.5% |
79% |
False |
False |
19,874 |
20 |
1,577.7 |
1,464.1 |
113.6 |
7.5% |
26.6 |
1.8% |
46% |
False |
False |
14,608 |
40 |
1,577.7 |
1,413.5 |
164.2 |
10.8% |
21.2 |
1.4% |
63% |
False |
False |
9,674 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.4% |
19.7 |
1.3% |
67% |
False |
False |
7,043 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
18.5 |
1.2% |
77% |
False |
False |
5,612 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
18.1 |
1.2% |
77% |
False |
False |
4,635 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
17.0 |
1.1% |
77% |
False |
False |
3,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,584.2 |
2.618 |
1,559.5 |
1.618 |
1,544.4 |
1.000 |
1,535.1 |
0.618 |
1,529.3 |
HIGH |
1,520.0 |
0.618 |
1,514.2 |
0.500 |
1,512.5 |
0.382 |
1,510.7 |
LOW |
1,504.9 |
0.618 |
1,495.6 |
1.000 |
1,489.8 |
1.618 |
1,480.5 |
2.618 |
1,465.4 |
4.250 |
1,440.7 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,515.2 |
1,512.2 |
PP |
1,513.8 |
1,507.9 |
S1 |
1,512.5 |
1,503.6 |
|