Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,314.75 |
1,313.00 |
-1.75 |
-0.1% |
1,332.00 |
High |
1,322.50 |
1,324.50 |
2.00 |
0.2% |
1,345.50 |
Low |
1,311.75 |
1,302.25 |
-9.50 |
-0.7% |
1,316.25 |
Close |
1,313.50 |
1,316.50 |
3.00 |
0.2% |
1,327.75 |
Range |
10.75 |
22.25 |
11.50 |
107.0% |
29.25 |
ATR |
16.25 |
16.67 |
0.43 |
2.6% |
0.00 |
Volume |
1,859,801 |
2,100,099 |
240,298 |
12.9% |
10,149,194 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.25 |
1,371.00 |
1,328.75 |
|
R3 |
1,359.00 |
1,348.75 |
1,322.50 |
|
R2 |
1,336.75 |
1,336.75 |
1,320.50 |
|
R1 |
1,326.50 |
1,326.50 |
1,318.50 |
1,331.50 |
PP |
1,314.50 |
1,314.50 |
1,314.50 |
1,317.00 |
S1 |
1,304.25 |
1,304.25 |
1,314.50 |
1,309.50 |
S2 |
1,292.25 |
1,292.25 |
1,312.50 |
|
S3 |
1,270.00 |
1,282.00 |
1,310.50 |
|
S4 |
1,247.75 |
1,259.75 |
1,304.25 |
|
|
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 |
1,302.25 |
43.25 |
3.3% |
15.50 |
1.2% |
33% |
False |
True |
2,016,511 |
10 |
1,352.50 |
1,302.25 |
50.25 |
3.8% |
16.75 |
1.3% |
28% |
False |
True |
2,064,652 |
20 |
1,373.50 |
1,302.25 |
71.25 |
5.4% |
16.75 |
1.3% |
20% |
False |
True |
2,019,653 |
40 |
1,373.50 |
1,290.50 |
83.00 |
6.3% |
15.50 |
1.2% |
31% |
False |
False |
1,840,517 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
17.50 |
1.3% |
57% |
False |
False |
1,756,812 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
17.00 |
1.3% |
57% |
False |
False |
1,318,586 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
16.50 |
1.2% |
57% |
False |
False |
1,055,109 |
120 |
1,373.50 |
1,204.00 |
169.50 |
12.9% |
15.00 |
1.1% |
66% |
False |
False |
879,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.00 |
2.618 |
1,382.75 |
1.618 |
1,360.50 |
1.000 |
1,346.75 |
0.618 |
1,338.25 |
HIGH |
1,324.50 |
0.618 |
1,316.00 |
0.500 |
1,313.50 |
0.382 |
1,310.75 |
LOW |
1,302.25 |
0.618 |
1,288.50 |
1.000 |
1,280.00 |
1.618 |
1,266.25 |
2.618 |
1,244.00 |
4.250 |
1,207.75 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,315.50 |
1,316.00 |
PP |
1,314.50 |
1,315.25 |
S1 |
1,313.50 |
1,314.50 |
|