Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,500 |
9,555 |
55 |
0.6% |
9,530 |
High |
9,575 |
9,590 |
15 |
0.2% |
9,590 |
Low |
9,485 |
9,485 |
0 |
0.0% |
9,385 |
Close |
9,555 |
9,490 |
-65 |
-0.7% |
9,490 |
Range |
90 |
105 |
15 |
16.7% |
205 |
ATR |
152 |
149 |
-3 |
-2.2% |
0 |
Volume |
7,165 |
7,534 |
369 |
5.2% |
41,628 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,837 |
9,768 |
9,548 |
|
R3 |
9,732 |
9,663 |
9,519 |
|
R2 |
9,627 |
9,627 |
9,509 |
|
R1 |
9,558 |
9,558 |
9,500 |
9,540 |
PP |
9,522 |
9,522 |
9,522 |
9,513 |
S1 |
9,453 |
9,453 |
9,481 |
9,435 |
S2 |
9,417 |
9,417 |
9,471 |
|
S3 |
9,312 |
9,348 |
9,461 |
|
S4 |
9,207 |
9,243 |
9,432 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,103 |
10,002 |
9,603 |
|
R3 |
9,898 |
9,797 |
9,547 |
|
R2 |
9,693 |
9,693 |
9,528 |
|
R1 |
9,592 |
9,592 |
9,509 |
9,540 |
PP |
9,488 |
9,488 |
9,488 |
9,463 |
S1 |
9,387 |
9,387 |
9,471 |
9,335 |
S2 |
9,283 |
9,283 |
9,453 |
|
S3 |
9,078 |
9,182 |
9,434 |
|
S4 |
8,873 |
8,977 |
9,377 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,590 |
9,385 |
205 |
2.2% |
122 |
1.3% |
51% |
True |
False |
8,325 |
10 |
9,730 |
9,385 |
345 |
3.6% |
123 |
1.3% |
30% |
False |
False |
7,478 |
20 |
10,055 |
9,385 |
670 |
7.1% |
144 |
1.5% |
16% |
False |
False |
7,981 |
40 |
10,055 |
9,375 |
680 |
7.2% |
156 |
1.6% |
17% |
False |
False |
8,303 |
60 |
10,730 |
8,200 |
2,530 |
26.7% |
222 |
2.3% |
51% |
False |
False |
12,534 |
80 |
10,855 |
8,200 |
2,655 |
28.0% |
183 |
1.9% |
49% |
False |
False |
9,424 |
100 |
10,855 |
8,200 |
2,655 |
28.0% |
147 |
1.6% |
49% |
False |
False |
7,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,036 |
2.618 |
9,865 |
1.618 |
9,760 |
1.000 |
9,695 |
0.618 |
9,655 |
HIGH |
9,590 |
0.618 |
9,550 |
0.500 |
9,538 |
0.382 |
9,525 |
LOW |
9,485 |
0.618 |
9,420 |
1.000 |
9,380 |
1.618 |
9,315 |
2.618 |
9,210 |
4.250 |
9,039 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,538 |
9,503 |
PP |
9,522 |
9,498 |
S1 |
9,506 |
9,494 |
|