Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,518.4 |
1,526.3 |
7.9 |
0.5% |
1,494.0 |
High |
1,529.9 |
1,533.7 |
3.8 |
0.2% |
1,517.0 |
Low |
1,514.2 |
1,522.5 |
8.3 |
0.5% |
1,472.6 |
Close |
1,524.3 |
1,527.8 |
3.5 |
0.2% |
1,510.0 |
Range |
15.7 |
11.2 |
-4.5 |
-28.7% |
44.4 |
ATR |
23.2 |
22.4 |
-0.9 |
-3.7% |
0.0 |
Volume |
103,291 |
95,862 |
-7,429 |
-7.2% |
95,722 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.6 |
1,555.9 |
1,534.0 |
|
R3 |
1,550.4 |
1,544.7 |
1,530.9 |
|
R2 |
1,539.2 |
1,539.2 |
1,529.9 |
|
R1 |
1,533.5 |
1,533.5 |
1,528.8 |
1,536.4 |
PP |
1,528.0 |
1,528.0 |
1,528.0 |
1,529.4 |
S1 |
1,522.3 |
1,522.3 |
1,526.8 |
1,525.2 |
S2 |
1,516.8 |
1,516.8 |
1,525.7 |
|
S3 |
1,505.6 |
1,511.1 |
1,524.7 |
|
S4 |
1,494.4 |
1,499.9 |
1,521.6 |
|
|
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 |
1,533.7 |
1,487.2 |
46.5 |
3.0% |
16.9 |
1.1% |
87% |
True |
False |
61,718 |
10 |
1,533.7 |
1,472.6 |
61.1 |
4.0% |
20.7 |
1.4% |
90% |
True |
False |
37,338 |
20 |
1,577.7 |
1,464.1 |
113.6 |
7.4% |
25.9 |
1.7% |
56% |
False |
False |
24,076 |
40 |
1,577.7 |
1,415.4 |
162.3 |
10.6% |
21.2 |
1.4% |
69% |
False |
False |
14,453 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.3% |
19.6 |
1.3% |
73% |
False |
False |
10,315 |
80 |
1,577.7 |
1,328.7 |
249.0 |
16.3% |
18.1 |
1.2% |
80% |
False |
False |
8,076 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
18.1 |
1.2% |
81% |
False |
False |
6,618 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.2% |
17.1 |
1.1% |
81% |
False |
False |
5,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.3 |
2.618 |
1,563.0 |
1.618 |
1,551.8 |
1.000 |
1,544.9 |
0.618 |
1,540.6 |
HIGH |
1,533.7 |
0.618 |
1,529.4 |
0.500 |
1,528.1 |
0.382 |
1,526.8 |
LOW |
1,522.5 |
0.618 |
1,515.6 |
1.000 |
1,511.3 |
1.618 |
1,504.4 |
2.618 |
1,493.2 |
4.250 |
1,474.9 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,528.1 |
1,525.0 |
PP |
1,528.0 |
1,522.1 |
S1 |
1,527.9 |
1,519.3 |
|