Trading Metrics calculated at close of trading on 26-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,470 |
9,500 |
30 |
0.3% |
9,550 |
High |
9,525 |
9,575 |
50 |
0.5% |
9,730 |
Low |
9,415 |
9,485 |
70 |
0.7% |
9,510 |
Close |
9,485 |
9,555 |
70 |
0.7% |
9,535 |
Range |
110 |
90 |
-20 |
-18.2% |
220 |
ATR |
157 |
152 |
-5 |
-3.1% |
0 |
Volume |
8,371 |
7,165 |
-1,206 |
-14.4% |
33,158 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,808 |
9,772 |
9,605 |
|
R3 |
9,718 |
9,682 |
9,580 |
|
R2 |
9,628 |
9,628 |
9,572 |
|
R1 |
9,592 |
9,592 |
9,563 |
9,610 |
PP |
9,538 |
9,538 |
9,538 |
9,548 |
S1 |
9,502 |
9,502 |
9,547 |
9,520 |
S2 |
9,448 |
9,448 |
9,539 |
|
S3 |
9,358 |
9,412 |
9,530 |
|
S4 |
9,268 |
9,322 |
9,506 |
|
|
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 |
9,670 |
9,385 |
285 |
3.0% |
129 |
1.4% |
60% |
False |
False |
8,195 |
10 |
9,785 |
9,385 |
400 |
4.2% |
135 |
1.4% |
43% |
False |
False |
7,722 |
20 |
10,055 |
9,385 |
670 |
7.0% |
142 |
1.5% |
25% |
False |
False |
7,845 |
40 |
10,055 |
9,375 |
680 |
7.1% |
157 |
1.6% |
26% |
False |
False |
8,294 |
60 |
10,730 |
8,200 |
2,530 |
26.5% |
224 |
2.3% |
54% |
False |
False |
12,418 |
80 |
10,855 |
8,200 |
2,655 |
27.8% |
182 |
1.9% |
51% |
False |
False |
9,330 |
100 |
10,855 |
8,200 |
2,655 |
27.8% |
146 |
1.5% |
51% |
False |
False |
7,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,958 |
2.618 |
9,811 |
1.618 |
9,721 |
1.000 |
9,665 |
0.618 |
9,631 |
HIGH |
9,575 |
0.618 |
9,541 |
0.500 |
9,530 |
0.382 |
9,520 |
LOW |
9,485 |
0.618 |
9,430 |
1.000 |
9,395 |
1.618 |
9,340 |
2.618 |
9,250 |
4.250 |
9,103 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,547 |
9,533 |
PP |
9,538 |
9,510 |
S1 |
9,530 |
9,488 |
|