Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,190.0 |
7,231.5 |
41.5 |
0.6% |
7,200.0 |
High |
7,211.0 |
7,337.5 |
126.5 |
1.8% |
7,221.5 |
Low |
7,117.5 |
7,222.0 |
104.5 |
1.5% |
7,067.5 |
Close |
7,163.5 |
7,337.0 |
173.5 |
2.4% |
7,163.5 |
Range |
93.5 |
115.5 |
22.0 |
23.5% |
154.0 |
ATR |
122.7 |
126.4 |
3.7 |
3.0% |
0.0 |
Volume |
120,752 |
138,958 |
18,206 |
15.1% |
707,603 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,645.3 |
7,606.7 |
7,400.5 |
|
R3 |
7,529.8 |
7,491.2 |
7,368.8 |
|
R2 |
7,414.3 |
7,414.3 |
7,358.2 |
|
R1 |
7,375.7 |
7,375.7 |
7,347.6 |
7,395.0 |
PP |
7,298.8 |
7,298.8 |
7,298.8 |
7,308.5 |
S1 |
7,260.2 |
7,260.2 |
7,326.4 |
7,279.5 |
S2 |
7,183.3 |
7,183.3 |
7,315.8 |
|
S3 |
7,067.8 |
7,144.7 |
7,305.2 |
|
S4 |
6,952.3 |
7,029.2 |
7,273.5 |
|
|
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 |
7,337.5 |
7,067.5 |
270.0 |
3.7% |
113.5 |
1.5% |
100% |
True |
False |
140,585 |
10 |
7,429.0 |
7,067.5 |
361.5 |
4.9% |
116.4 |
1.6% |
75% |
False |
False |
129,099 |
20 |
7,579.5 |
7,067.5 |
512.0 |
7.0% |
124.0 |
1.7% |
53% |
False |
False |
139,343 |
40 |
7,624.0 |
7,009.0 |
615.0 |
8.4% |
105.2 |
1.4% |
53% |
False |
False |
120,730 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
111.7 |
1.5% |
76% |
False |
False |
111,523 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
104.6 |
1.4% |
76% |
False |
False |
83,979 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
98.6 |
1.3% |
76% |
False |
False |
67,261 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
91.6 |
1.2% |
76% |
False |
False |
56,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,828.4 |
2.618 |
7,639.9 |
1.618 |
7,524.4 |
1.000 |
7,453.0 |
0.618 |
7,408.9 |
HIGH |
7,337.5 |
0.618 |
7,293.4 |
0.500 |
7,279.8 |
0.382 |
7,266.1 |
LOW |
7,222.0 |
0.618 |
7,150.6 |
1.000 |
7,106.5 |
1.618 |
7,035.1 |
2.618 |
6,919.6 |
4.250 |
6,731.1 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,317.9 |
7,296.1 |
PP |
7,298.8 |
7,255.2 |
S1 |
7,279.8 |
7,214.3 |
|