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 |
1,326.50 |
1,329.75 |
3.25 |
0.2% |
1,326.00 |
High |
1,333.75 |
1,345.75 |
12.00 |
0.9% |
1,333.75 |
Low |
1,324.50 |
1,328.25 |
3.75 |
0.3% |
1,302.25 |
Close |
1,330.00 |
1,344.00 |
14.00 |
1.1% |
1,330.00 |
Range |
9.25 |
17.50 |
8.25 |
89.2% |
31.50 |
ATR |
16.03 |
16.14 |
0.10 |
0.7% |
0.00 |
Volume |
1,388,648 |
1,393,298 |
4,650 |
0.3% |
9,683,687 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.75 |
1,385.50 |
1,353.50 |
|
R3 |
1,374.25 |
1,368.00 |
1,348.75 |
|
R2 |
1,356.75 |
1,356.75 |
1,347.25 |
|
R1 |
1,350.50 |
1,350.50 |
1,345.50 |
1,353.50 |
PP |
1,339.25 |
1,339.25 |
1,339.25 |
1,341.00 |
S1 |
1,333.00 |
1,333.00 |
1,342.50 |
1,336.00 |
S2 |
1,321.75 |
1,321.75 |
1,340.75 |
|
S3 |
1,304.25 |
1,315.50 |
1,339.25 |
|
S4 |
1,286.75 |
1,298.00 |
1,334.50 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.50 |
1,404.75 |
1,347.25 |
|
R3 |
1,385.00 |
1,373.25 |
1,338.75 |
|
R2 |
1,353.50 |
1,353.50 |
1,335.75 |
|
R1 |
1,341.75 |
1,341.75 |
1,333.00 |
1,347.50 |
PP |
1,322.00 |
1,322.00 |
1,322.00 |
1,325.00 |
S1 |
1,310.25 |
1,310.25 |
1,327.00 |
1,316.00 |
S2 |
1,290.50 |
1,290.50 |
1,324.25 |
|
S3 |
1,259.00 |
1,278.75 |
1,321.25 |
|
S4 |
1,227.50 |
1,247.25 |
1,312.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.75 |
1,302.25 |
43.50 |
3.2% |
15.00 |
1.1% |
96% |
True |
False |
1,805,362 |
10 |
1,345.75 |
1,302.25 |
43.50 |
3.2% |
15.00 |
1.1% |
96% |
True |
False |
1,904,983 |
20 |
1,358.50 |
1,302.25 |
56.25 |
4.2% |
17.00 |
1.3% |
74% |
False |
False |
2,038,872 |
40 |
1,373.50 |
1,290.50 |
83.00 |
6.2% |
15.75 |
1.2% |
64% |
False |
False |
1,852,658 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
17.25 |
1.3% |
78% |
False |
False |
1,840,220 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
17.00 |
1.3% |
78% |
False |
False |
1,381,853 |
100 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
16.25 |
1.2% |
78% |
False |
False |
1,105,754 |
120 |
1,373.50 |
1,208.00 |
165.50 |
12.3% |
15.00 |
1.1% |
82% |
False |
False |
921,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.00 |
2.618 |
1,391.50 |
1.618 |
1,374.00 |
1.000 |
1,363.25 |
0.618 |
1,356.50 |
HIGH |
1,345.75 |
0.618 |
1,339.00 |
0.500 |
1,337.00 |
0.382 |
1,335.00 |
LOW |
1,328.25 |
0.618 |
1,317.50 |
1.000 |
1,310.75 |
1.618 |
1,300.00 |
2.618 |
1,282.50 |
4.250 |
1,254.00 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,341.75 |
1,339.00 |
PP |
1,339.25 |
1,334.00 |
S1 |
1,337.00 |
1,329.00 |
|