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 |
7,078.0 |
7,200.5 |
122.5 |
1.7% |
7,348.0 |
High |
7,207.5 |
7,221.5 |
14.0 |
0.2% |
7,429.0 |
Low |
7,067.5 |
7,091.0 |
23.5 |
0.3% |
7,232.5 |
Close |
7,185.5 |
7,171.5 |
-14.0 |
-0.2% |
7,271.5 |
Range |
140.0 |
130.5 |
-9.5 |
-6.8% |
196.5 |
ATR |
124.5 |
125.0 |
0.4 |
0.3% |
0.0 |
Volume |
145,511 |
156,420 |
10,909 |
7.5% |
593,903 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,552.8 |
7,492.7 |
7,243.3 |
|
R3 |
7,422.3 |
7,362.2 |
7,207.4 |
|
R2 |
7,291.8 |
7,291.8 |
7,195.4 |
|
R1 |
7,231.7 |
7,231.7 |
7,183.5 |
7,196.5 |
PP |
7,161.3 |
7,161.3 |
7,161.3 |
7,143.8 |
S1 |
7,101.2 |
7,101.2 |
7,159.5 |
7,066.0 |
S2 |
7,030.8 |
7,030.8 |
7,147.6 |
|
S3 |
6,900.3 |
6,970.7 |
7,135.6 |
|
S4 |
6,769.8 |
6,840.2 |
7,099.7 |
|
|
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 |
7,417.5 |
7,067.5 |
350.0 |
4.9% |
127.7 |
1.8% |
30% |
False |
False |
149,305 |
10 |
7,519.5 |
7,067.5 |
452.0 |
6.3% |
123.7 |
1.7% |
23% |
False |
False |
133,832 |
20 |
7,624.0 |
7,067.5 |
556.5 |
7.8% |
122.1 |
1.7% |
19% |
False |
False |
134,694 |
40 |
7,624.0 |
7,009.0 |
615.0 |
8.6% |
103.0 |
1.4% |
26% |
False |
False |
119,812 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
111.1 |
1.5% |
62% |
False |
False |
107,314 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
103.5 |
1.4% |
62% |
False |
False |
80,746 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
98.7 |
1.4% |
62% |
False |
False |
64,668 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
90.9 |
1.3% |
62% |
False |
False |
54,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,776.1 |
2.618 |
7,563.1 |
1.618 |
7,432.6 |
1.000 |
7,352.0 |
0.618 |
7,302.1 |
HIGH |
7,221.5 |
0.618 |
7,171.6 |
0.500 |
7,156.3 |
0.382 |
7,140.9 |
LOW |
7,091.0 |
0.618 |
7,010.4 |
1.000 |
6,960.5 |
1.618 |
6,879.9 |
2.618 |
6,749.4 |
4.250 |
6,536.4 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,166.4 |
7,162.5 |
PP |
7,161.3 |
7,153.5 |
S1 |
7,156.3 |
7,144.5 |
|