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 |
9,530 |
9,420 |
-110 |
-1.2% |
9,550 |
High |
9,550 |
9,540 |
-10 |
-0.1% |
9,730 |
Low |
9,385 |
9,400 |
15 |
0.2% |
9,510 |
Close |
9,410 |
9,480 |
70 |
0.7% |
9,535 |
Range |
165 |
140 |
-25 |
-15.2% |
220 |
ATR |
162 |
161 |
-2 |
-1.0% |
0 |
Volume |
10,198 |
8,360 |
-1,838 |
-18.0% |
33,158 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,893 |
9,827 |
9,557 |
|
R3 |
9,753 |
9,687 |
9,519 |
|
R2 |
9,613 |
9,613 |
9,506 |
|
R1 |
9,547 |
9,547 |
9,493 |
9,580 |
PP |
9,473 |
9,473 |
9,473 |
9,490 |
S1 |
9,407 |
9,407 |
9,467 |
9,440 |
S2 |
9,333 |
9,333 |
9,454 |
|
S3 |
9,193 |
9,267 |
9,442 |
|
S4 |
9,053 |
9,127 |
9,403 |
|
|
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 |
3.6% |
139 |
1.5% |
28% |
False |
False |
7,183 |
10 |
9,935 |
9,385 |
550 |
5.8% |
154 |
1.6% |
17% |
False |
False |
8,126 |
20 |
10,055 |
9,385 |
670 |
7.1% |
151 |
1.6% |
14% |
False |
False |
7,827 |
40 |
10,055 |
9,330 |
725 |
7.6% |
165 |
1.7% |
21% |
False |
False |
8,558 |
60 |
10,760 |
8,200 |
2,560 |
27.0% |
226 |
2.4% |
50% |
False |
False |
12,166 |
80 |
10,855 |
8,200 |
2,655 |
28.0% |
179 |
1.9% |
48% |
False |
False |
9,140 |
100 |
10,855 |
8,200 |
2,655 |
28.0% |
144 |
1.5% |
48% |
False |
False |
7,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,135 |
2.618 |
9,907 |
1.618 |
9,767 |
1.000 |
9,680 |
0.618 |
9,627 |
HIGH |
9,540 |
0.618 |
9,487 |
0.500 |
9,470 |
0.382 |
9,454 |
LOW |
9,400 |
0.618 |
9,314 |
1.000 |
9,260 |
1.618 |
9,174 |
2.618 |
9,034 |
4.250 |
8,805 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,477 |
9,528 |
PP |
9,473 |
9,512 |
S1 |
9,470 |
9,496 |
|