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 |
9,420 |
9,470 |
50 |
0.5% |
9,550 |
High |
9,540 |
9,525 |
-15 |
-0.2% |
9,730 |
Low |
9,400 |
9,415 |
15 |
0.2% |
9,510 |
Close |
9,480 |
9,485 |
5 |
0.1% |
9,535 |
Range |
140 |
110 |
-30 |
-21.4% |
220 |
ATR |
161 |
157 |
-4 |
-2.3% |
0 |
Volume |
8,360 |
8,371 |
11 |
0.1% |
33,158 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,805 |
9,755 |
9,546 |
|
R3 |
9,695 |
9,645 |
9,515 |
|
R2 |
9,585 |
9,585 |
9,505 |
|
R1 |
9,535 |
9,535 |
9,495 |
9,560 |
PP |
9,475 |
9,475 |
9,475 |
9,488 |
S1 |
9,425 |
9,425 |
9,475 |
9,450 |
S2 |
9,365 |
9,365 |
9,465 |
|
S3 |
9,255 |
9,315 |
9,455 |
|
S4 |
9,145 |
9,205 |
9,425 |
|
|
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% |
136 |
1.4% |
29% |
False |
False |
7,806 |
10 |
9,845 |
9,385 |
460 |
4.8% |
144 |
1.5% |
22% |
False |
False |
7,987 |
20 |
10,055 |
9,385 |
670 |
7.1% |
149 |
1.6% |
15% |
False |
False |
7,880 |
40 |
10,055 |
9,375 |
680 |
7.2% |
163 |
1.7% |
16% |
False |
False |
8,511 |
60 |
10,730 |
8,200 |
2,530 |
26.7% |
225 |
2.4% |
51% |
False |
False |
12,301 |
80 |
10,855 |
8,200 |
2,655 |
28.0% |
181 |
1.9% |
48% |
False |
False |
9,241 |
100 |
10,855 |
8,200 |
2,655 |
28.0% |
145 |
1.5% |
48% |
False |
False |
7,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,993 |
2.618 |
9,813 |
1.618 |
9,703 |
1.000 |
9,635 |
0.618 |
9,593 |
HIGH |
9,525 |
0.618 |
9,483 |
0.500 |
9,470 |
0.382 |
9,457 |
LOW |
9,415 |
0.618 |
9,347 |
1.000 |
9,305 |
1.618 |
9,237 |
2.618 |
9,127 |
4.250 |
8,948 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,480 |
9,479 |
PP |
9,475 |
9,473 |
S1 |
9,470 |
9,468 |
|