Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,625 |
9,530 |
-95 |
-1.0% |
9,550 |
High |
9,670 |
9,550 |
-120 |
-1.2% |
9,730 |
Low |
9,530 |
9,385 |
-145 |
-1.5% |
9,510 |
Close |
9,535 |
9,410 |
-125 |
-1.3% |
9,535 |
Range |
140 |
165 |
25 |
17.9% |
220 |
ATR |
162 |
162 |
0 |
0.1% |
0 |
Volume |
6,883 |
10,198 |
3,315 |
48.2% |
33,158 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,943 |
9,842 |
9,501 |
|
R3 |
9,778 |
9,677 |
9,456 |
|
R2 |
9,613 |
9,613 |
9,440 |
|
R1 |
9,512 |
9,512 |
9,425 |
9,480 |
PP |
9,448 |
9,448 |
9,448 |
9,433 |
S1 |
9,347 |
9,347 |
9,395 |
9,315 |
S2 |
9,283 |
9,283 |
9,380 |
|
S3 |
9,118 |
9,182 |
9,365 |
|
S4 |
8,953 |
9,017 |
9,319 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,252 |
10,113 |
9,656 |
|
R3 |
10,032 |
9,893 |
9,596 |
|
R2 |
9,812 |
9,812 |
9,575 |
|
R1 |
9,673 |
9,673 |
9,555 |
9,633 |
PP |
9,592 |
9,592 |
9,592 |
9,571 |
S1 |
9,453 |
9,453 |
9,515 |
9,413 |
S2 |
9,372 |
9,372 |
9,495 |
|
S3 |
9,152 |
9,233 |
9,475 |
|
S4 |
8,932 |
9,013 |
9,414 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,730 |
9,385 |
345 |
3.7% |
134 |
1.4% |
7% |
False |
True |
7,302 |
10 |
9,935 |
9,385 |
550 |
5.8% |
156 |
1.7% |
5% |
False |
True |
7,958 |
20 |
10,055 |
9,385 |
670 |
7.1% |
152 |
1.6% |
4% |
False |
True |
7,824 |
40 |
10,055 |
9,330 |
725 |
7.7% |
165 |
1.7% |
11% |
False |
False |
8,528 |
60 |
10,760 |
8,200 |
2,560 |
27.2% |
227 |
2.4% |
47% |
False |
False |
12,029 |
80 |
10,855 |
8,200 |
2,655 |
28.2% |
179 |
1.9% |
46% |
False |
False |
9,035 |
100 |
10,855 |
8,200 |
2,655 |
28.2% |
143 |
1.5% |
46% |
False |
False |
7,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,251 |
2.618 |
9,982 |
1.618 |
9,817 |
1.000 |
9,715 |
0.618 |
9,652 |
HIGH |
9,550 |
0.618 |
9,487 |
0.500 |
9,468 |
0.382 |
9,448 |
LOW |
9,385 |
0.618 |
9,283 |
1.000 |
9,220 |
1.618 |
9,118 |
2.618 |
8,953 |
4.250 |
8,684 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,468 |
9,558 |
PP |
9,448 |
9,508 |
S1 |
9,429 |
9,459 |
|