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 |
1,526.3 |
1,526.8 |
0.5 |
0.0% |
1,494.0 |
High |
1,533.7 |
1,532.1 |
-1.6 |
-0.1% |
1,517.0 |
Low |
1,522.5 |
1,515.6 |
-6.9 |
-0.5% |
1,472.6 |
Close |
1,527.8 |
1,523.7 |
-4.1 |
-0.3% |
1,510.0 |
Range |
11.2 |
16.5 |
5.3 |
47.3% |
44.4 |
ATR |
22.4 |
21.9 |
-0.4 |
-1.9% |
0.0 |
Volume |
95,862 |
129,379 |
33,517 |
35.0% |
95,722 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,573.3 |
1,565.0 |
1,532.8 |
|
R3 |
1,556.8 |
1,548.5 |
1,528.2 |
|
R2 |
1,540.3 |
1,540.3 |
1,526.7 |
|
R1 |
1,532.0 |
1,532.0 |
1,525.2 |
1,527.9 |
PP |
1,523.8 |
1,523.8 |
1,523.8 |
1,521.8 |
S1 |
1,515.5 |
1,515.5 |
1,522.2 |
1,511.4 |
S2 |
1,507.3 |
1,507.3 |
1,520.7 |
|
S3 |
1,490.8 |
1,499.0 |
1,519.2 |
|
S4 |
1,474.3 |
1,482.5 |
1,514.6 |
|
|
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 |
1,487.8 |
45.9 |
3.0% |
17.5 |
1.2% |
78% |
False |
False |
80,111 |
10 |
1,533.7 |
1,472.6 |
61.1 |
4.0% |
19.2 |
1.3% |
84% |
False |
False |
49,225 |
20 |
1,577.7 |
1,464.1 |
113.6 |
7.5% |
26.0 |
1.7% |
52% |
False |
False |
30,161 |
40 |
1,577.7 |
1,415.5 |
162.2 |
10.6% |
21.2 |
1.4% |
67% |
False |
False |
17,642 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.3% |
19.7 |
1.3% |
71% |
False |
False |
12,440 |
80 |
1,577.7 |
1,328.7 |
249.0 |
16.3% |
18.1 |
1.2% |
78% |
False |
False |
9,684 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.3% |
18.2 |
1.2% |
80% |
False |
False |
7,907 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.3% |
17.2 |
1.1% |
80% |
False |
False |
6,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,602.2 |
2.618 |
1,575.3 |
1.618 |
1,558.8 |
1.000 |
1,548.6 |
0.618 |
1,542.3 |
HIGH |
1,532.1 |
0.618 |
1,525.8 |
0.500 |
1,523.9 |
0.382 |
1,521.9 |
LOW |
1,515.6 |
0.618 |
1,505.4 |
1.000 |
1,499.1 |
1.618 |
1,488.9 |
2.618 |
1,472.4 |
4.250 |
1,445.5 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,523.9 |
1,524.0 |
PP |
1,523.8 |
1,523.9 |
S1 |
1,523.8 |
1,523.8 |
|