Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
4,692.0 |
4,675.0 |
-17.0 |
-0.4% |
4,696.0 |
High |
4,692.0 |
4,722.0 |
30.0 |
0.6% |
4,696.0 |
Low |
4,661.0 |
4,670.0 |
9.0 |
0.2% |
4,582.0 |
Close |
4,661.0 |
4,711.0 |
50.0 |
1.1% |
4,690.0 |
Range |
31.0 |
52.0 |
21.0 |
67.7% |
114.0 |
ATR |
57.3 |
57.6 |
0.3 |
0.5% |
0.0 |
Volume |
19,019 |
28,211 |
9,192 |
48.3% |
171,625 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,857.0 |
4,836.0 |
4,739.6 |
|
R3 |
4,805.0 |
4,784.0 |
4,725.3 |
|
R2 |
4,753.0 |
4,753.0 |
4,720.5 |
|
R1 |
4,732.0 |
4,732.0 |
4,715.8 |
4,742.5 |
PP |
4,701.0 |
4,701.0 |
4,701.0 |
4,706.3 |
S1 |
4,680.0 |
4,680.0 |
4,706.2 |
4,690.5 |
S2 |
4,649.0 |
4,649.0 |
4,701.5 |
|
S3 |
4,597.0 |
4,628.0 |
4,696.7 |
|
S4 |
4,545.0 |
4,576.0 |
4,682.4 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,998.0 |
4,958.0 |
4,752.7 |
|
R3 |
4,884.0 |
4,844.0 |
4,721.4 |
|
R2 |
4,770.0 |
4,770.0 |
4,710.9 |
|
R1 |
4,730.0 |
4,730.0 |
4,700.5 |
4,693.0 |
PP |
4,656.0 |
4,656.0 |
4,656.0 |
4,637.5 |
S1 |
4,616.0 |
4,616.0 |
4,679.6 |
4,579.0 |
S2 |
4,542.0 |
4,542.0 |
4,669.1 |
|
S3 |
4,428.0 |
4,502.0 |
4,658.7 |
|
S4 |
4,314.0 |
4,388.0 |
4,627.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,722.0 |
4,582.0 |
140.0 |
3.0% |
46.4 |
1.0% |
92% |
True |
False |
28,696 |
10 |
4,773.0 |
4,582.0 |
191.0 |
4.1% |
43.8 |
0.9% |
68% |
False |
False |
30,171 |
20 |
4,797.0 |
4,582.0 |
215.0 |
4.6% |
45.5 |
1.0% |
60% |
False |
False |
31,706 |
40 |
5,001.0 |
4,582.0 |
419.0 |
8.9% |
46.8 |
1.0% |
31% |
False |
False |
32,052 |
60 |
5,001.0 |
4,484.0 |
517.0 |
11.0% |
50.9 |
1.1% |
44% |
False |
False |
31,584 |
80 |
5,001.0 |
4,484.0 |
517.0 |
11.0% |
41.3 |
0.9% |
44% |
False |
False |
23,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,943.0 |
2.618 |
4,858.1 |
1.618 |
4,806.1 |
1.000 |
4,774.0 |
0.618 |
4,754.1 |
HIGH |
4,722.0 |
0.618 |
4,702.1 |
0.500 |
4,696.0 |
0.382 |
4,689.9 |
LOW |
4,670.0 |
0.618 |
4,637.9 |
1.000 |
4,618.0 |
1.618 |
4,585.9 |
2.618 |
4,533.9 |
4.250 |
4,449.0 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,706.0 |
4,702.8 |
PP |
4,701.0 |
4,694.7 |
S1 |
4,696.0 |
4,686.5 |
|