Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,326.00 |
1,314.75 |
-11.25 |
-0.8% |
1,332.00 |
High |
1,327.00 |
1,322.50 |
-4.50 |
-0.3% |
1,345.50 |
Low |
1,310.75 |
1,311.75 |
1.00 |
0.1% |
1,316.25 |
Close |
1,315.25 |
1,313.50 |
-1.75 |
-0.1% |
1,327.75 |
Range |
16.25 |
10.75 |
-5.50 |
-33.8% |
29.25 |
ATR |
16.67 |
16.25 |
-0.42 |
-2.5% |
0.00 |
Volume |
2,050,172 |
1,859,801 |
-190,371 |
-9.3% |
10,149,194 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.25 |
1,341.50 |
1,319.50 |
|
R3 |
1,337.50 |
1,330.75 |
1,316.50 |
|
R2 |
1,326.75 |
1,326.75 |
1,315.50 |
|
R1 |
1,320.00 |
1,320.00 |
1,314.50 |
1,318.00 |
PP |
1,316.00 |
1,316.00 |
1,316.00 |
1,315.00 |
S1 |
1,309.25 |
1,309.25 |
1,312.50 |
1,307.25 |
S2 |
1,305.25 |
1,305.25 |
1,311.50 |
|
S3 |
1,294.50 |
1,298.50 |
1,310.50 |
|
S4 |
1,283.75 |
1,287.75 |
1,307.50 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.50 |
1,402.00 |
1,343.75 |
|
R3 |
1,388.25 |
1,372.75 |
1,335.75 |
|
R2 |
1,359.00 |
1,359.00 |
1,333.00 |
|
R1 |
1,343.50 |
1,343.50 |
1,330.50 |
1,336.50 |
PP |
1,329.75 |
1,329.75 |
1,329.75 |
1,326.50 |
S1 |
1,314.25 |
1,314.25 |
1,325.00 |
1,307.50 |
S2 |
1,300.50 |
1,300.50 |
1,322.50 |
|
S3 |
1,271.25 |
1,285.00 |
1,319.75 |
|
S4 |
1,242.00 |
1,255.75 |
1,311.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.50 |
1,310.75 |
34.75 |
2.6% |
14.25 |
1.1% |
8% |
False |
False |
1,918,575 |
10 |
1,358.25 |
1,310.75 |
47.50 |
3.6% |
17.00 |
1.3% |
6% |
False |
False |
2,073,733 |
20 |
1,373.50 |
1,310.75 |
62.75 |
4.8% |
16.50 |
1.3% |
4% |
False |
False |
1,983,885 |
40 |
1,373.50 |
1,290.50 |
83.00 |
6.3% |
15.25 |
1.2% |
28% |
False |
False |
1,826,716 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
17.75 |
1.4% |
55% |
False |
False |
1,722,058 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
17.00 |
1.3% |
55% |
False |
False |
1,292,369 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.1% |
16.25 |
1.2% |
55% |
False |
False |
1,034,113 |
120 |
1,373.50 |
1,193.25 |
180.25 |
13.7% |
15.00 |
1.1% |
67% |
False |
False |
861,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.25 |
2.618 |
1,350.75 |
1.618 |
1,340.00 |
1.000 |
1,333.25 |
0.618 |
1,329.25 |
HIGH |
1,322.50 |
0.618 |
1,318.50 |
0.500 |
1,317.00 |
0.382 |
1,315.75 |
LOW |
1,311.75 |
0.618 |
1,305.00 |
1.000 |
1,301.00 |
1.618 |
1,294.25 |
2.618 |
1,283.50 |
4.250 |
1,266.00 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,317.00 |
1,327.50 |
PP |
1,316.00 |
1,322.75 |
S1 |
1,314.75 |
1,318.00 |
|