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 |
7,384.0 |
7,200.0 |
-184.0 |
-2.5% |
7,348.0 |
High |
7,417.5 |
7,202.0 |
-215.5 |
-2.9% |
7,429.0 |
Low |
7,232.5 |
7,107.0 |
-125.5 |
-1.7% |
7,232.5 |
Close |
7,271.5 |
7,139.0 |
-132.5 |
-1.8% |
7,271.5 |
Range |
185.0 |
95.0 |
-90.0 |
-48.6% |
196.5 |
ATR |
123.1 |
126.1 |
3.0 |
2.4% |
0.0 |
Volume |
159,677 |
143,635 |
-16,042 |
-10.0% |
593,903 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,434.3 |
7,381.7 |
7,191.3 |
|
R3 |
7,339.3 |
7,286.7 |
7,165.1 |
|
R2 |
7,244.3 |
7,244.3 |
7,156.4 |
|
R1 |
7,191.7 |
7,191.7 |
7,147.7 |
7,170.5 |
PP |
7,149.3 |
7,149.3 |
7,149.3 |
7,138.8 |
S1 |
7,096.7 |
7,096.7 |
7,130.3 |
7,075.5 |
S2 |
7,054.3 |
7,054.3 |
7,121.6 |
|
S3 |
6,959.3 |
7,001.7 |
7,112.9 |
|
S4 |
6,864.3 |
6,906.7 |
7,086.8 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,900.5 |
7,782.5 |
7,379.6 |
|
R3 |
7,704.0 |
7,586.0 |
7,325.5 |
|
R2 |
7,507.5 |
7,507.5 |
7,307.5 |
|
R1 |
7,389.5 |
7,389.5 |
7,289.5 |
7,350.3 |
PP |
7,311.0 |
7,311.0 |
7,311.0 |
7,291.4 |
S1 |
7,193.0 |
7,193.0 |
7,253.5 |
7,153.8 |
S2 |
7,114.5 |
7,114.5 |
7,235.5 |
|
S3 |
6,918.0 |
6,996.5 |
7,217.5 |
|
S4 |
6,721.5 |
6,800.0 |
7,163.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,429.0 |
7,107.0 |
322.0 |
4.5% |
119.2 |
1.7% |
10% |
False |
True |
117,613 |
10 |
7,579.5 |
7,107.0 |
472.5 |
6.6% |
126.7 |
1.8% |
7% |
False |
True |
132,889 |
20 |
7,624.0 |
7,107.0 |
517.0 |
7.2% |
118.2 |
1.7% |
6% |
False |
True |
128,169 |
40 |
7,624.0 |
6,885.0 |
739.0 |
10.4% |
99.8 |
1.4% |
34% |
False |
False |
117,850 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
111.8 |
1.6% |
59% |
False |
False |
99,949 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
102.2 |
1.4% |
59% |
False |
False |
75,224 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
97.2 |
1.4% |
59% |
False |
False |
60,247 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
90.4 |
1.3% |
59% |
False |
False |
50,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,605.8 |
2.618 |
7,450.7 |
1.618 |
7,355.7 |
1.000 |
7,297.0 |
0.618 |
7,260.7 |
HIGH |
7,202.0 |
0.618 |
7,165.7 |
0.500 |
7,154.5 |
0.382 |
7,143.3 |
LOW |
7,107.0 |
0.618 |
7,048.3 |
1.000 |
7,012.0 |
1.618 |
6,953.3 |
2.618 |
6,858.3 |
4.250 |
6,703.3 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,154.5 |
7,268.0 |
PP |
7,149.3 |
7,225.0 |
S1 |
7,144.2 |
7,182.0 |
|