Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,200.5 |
7,190.0 |
-10.5 |
-0.1% |
7,200.0 |
High |
7,221.5 |
7,211.0 |
-10.5 |
-0.1% |
7,221.5 |
Low |
7,091.0 |
7,117.5 |
26.5 |
0.4% |
7,067.5 |
Close |
7,171.5 |
7,163.5 |
-8.0 |
-0.1% |
7,163.5 |
Range |
130.5 |
93.5 |
-37.0 |
-28.4% |
154.0 |
ATR |
125.0 |
122.7 |
-2.2 |
-1.8% |
0.0 |
Volume |
156,420 |
120,752 |
-35,668 |
-22.8% |
707,603 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,444.5 |
7,397.5 |
7,214.9 |
|
R3 |
7,351.0 |
7,304.0 |
7,189.2 |
|
R2 |
7,257.5 |
7,257.5 |
7,180.6 |
|
R1 |
7,210.5 |
7,210.5 |
7,172.1 |
7,187.3 |
PP |
7,164.0 |
7,164.0 |
7,164.0 |
7,152.4 |
S1 |
7,117.0 |
7,117.0 |
7,154.9 |
7,093.8 |
S2 |
7,070.5 |
7,070.5 |
7,146.4 |
|
S3 |
6,977.0 |
7,023.5 |
7,137.8 |
|
S4 |
6,883.5 |
6,930.0 |
7,112.1 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,612.8 |
7,542.2 |
7,248.2 |
|
R3 |
7,458.8 |
7,388.2 |
7,205.9 |
|
R2 |
7,304.8 |
7,304.8 |
7,191.7 |
|
R1 |
7,234.2 |
7,234.2 |
7,177.6 |
7,192.5 |
PP |
7,150.8 |
7,150.8 |
7,150.8 |
7,130.0 |
S1 |
7,080.2 |
7,080.2 |
7,149.4 |
7,038.5 |
S2 |
6,996.8 |
6,996.8 |
7,135.3 |
|
S3 |
6,842.8 |
6,926.2 |
7,121.2 |
|
S4 |
6,688.8 |
6,772.2 |
7,078.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,221.5 |
7,067.5 |
154.0 |
2.1% |
109.4 |
1.5% |
62% |
False |
False |
141,520 |
10 |
7,429.0 |
7,067.5 |
361.5 |
5.0% |
116.7 |
1.6% |
27% |
False |
False |
130,150 |
20 |
7,624.0 |
7,067.5 |
556.5 |
7.8% |
123.6 |
1.7% |
17% |
False |
False |
137,319 |
40 |
7,624.0 |
7,009.0 |
615.0 |
8.6% |
103.4 |
1.4% |
25% |
False |
False |
119,957 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
111.4 |
1.6% |
61% |
False |
False |
109,295 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
103.9 |
1.5% |
61% |
False |
False |
82,250 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
98.5 |
1.4% |
61% |
False |
False |
65,873 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
91.3 |
1.3% |
61% |
False |
False |
55,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,608.4 |
2.618 |
7,455.8 |
1.618 |
7,362.3 |
1.000 |
7,304.5 |
0.618 |
7,268.8 |
HIGH |
7,211.0 |
0.618 |
7,175.3 |
0.500 |
7,164.3 |
0.382 |
7,153.2 |
LOW |
7,117.5 |
0.618 |
7,059.7 |
1.000 |
7,024.0 |
1.618 |
6,966.2 |
2.618 |
6,872.7 |
4.250 |
6,720.1 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,164.3 |
7,157.2 |
PP |
7,164.0 |
7,150.8 |
S1 |
7,163.8 |
7,144.5 |
|