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 |
4,616.0 |
4,626.0 |
10.0 |
0.2% |
4,669.0 |
High |
4,647.0 |
4,633.0 |
-14.0 |
-0.3% |
4,773.0 |
Low |
4,599.0 |
4,582.0 |
-17.0 |
-0.4% |
4,650.0 |
Close |
4,630.0 |
4,589.0 |
-41.0 |
-0.9% |
4,740.0 |
Range |
48.0 |
51.0 |
3.0 |
6.3% |
123.0 |
ATR |
59.6 |
59.0 |
-0.6 |
-1.0% |
0.0 |
Volume |
42,040 |
40,094 |
-1,946 |
-4.6% |
140,762 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,754.3 |
4,722.7 |
4,617.1 |
|
R3 |
4,703.3 |
4,671.7 |
4,603.0 |
|
R2 |
4,652.3 |
4,652.3 |
4,598.4 |
|
R1 |
4,620.7 |
4,620.7 |
4,593.7 |
4,611.0 |
PP |
4,601.3 |
4,601.3 |
4,601.3 |
4,596.5 |
S1 |
4,569.7 |
4,569.7 |
4,584.3 |
4,560.0 |
S2 |
4,550.3 |
4,550.3 |
4,579.7 |
|
S3 |
4,499.3 |
4,518.7 |
4,575.0 |
|
S4 |
4,448.3 |
4,467.7 |
4,561.0 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,090.0 |
5,038.0 |
4,807.7 |
|
R3 |
4,967.0 |
4,915.0 |
4,773.8 |
|
R2 |
4,844.0 |
4,844.0 |
4,762.6 |
|
R1 |
4,792.0 |
4,792.0 |
4,751.3 |
4,818.0 |
PP |
4,721.0 |
4,721.0 |
4,721.0 |
4,734.0 |
S1 |
4,669.0 |
4,669.0 |
4,728.7 |
4,695.0 |
S2 |
4,598.0 |
4,598.0 |
4,717.5 |
|
S3 |
4,475.0 |
4,546.0 |
4,706.2 |
|
S4 |
4,352.0 |
4,423.0 |
4,672.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,773.0 |
4,582.0 |
191.0 |
4.2% |
43.6 |
1.0% |
4% |
False |
True |
34,078 |
10 |
4,773.0 |
4,582.0 |
191.0 |
4.2% |
41.5 |
0.9% |
4% |
False |
True |
32,367 |
20 |
4,924.0 |
4,582.0 |
342.0 |
7.5% |
49.2 |
1.1% |
2% |
False |
True |
33,855 |
40 |
5,001.0 |
4,582.0 |
419.0 |
9.1% |
46.6 |
1.0% |
2% |
False |
True |
32,511 |
60 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
49.1 |
1.1% |
20% |
False |
False |
29,867 |
80 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
39.1 |
0.9% |
20% |
False |
False |
22,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,849.8 |
2.618 |
4,766.5 |
1.618 |
4,715.5 |
1.000 |
4,684.0 |
0.618 |
4,664.5 |
HIGH |
4,633.0 |
0.618 |
4,613.5 |
0.500 |
4,607.5 |
0.382 |
4,601.5 |
LOW |
4,582.0 |
0.618 |
4,550.5 |
1.000 |
4,531.0 |
1.618 |
4,499.5 |
2.618 |
4,448.5 |
4.250 |
4,365.3 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,607.5 |
4,639.0 |
PP |
4,601.3 |
4,622.3 |
S1 |
4,595.2 |
4,605.7 |
|