Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,555 |
9,490 |
-65 |
-0.7% |
9,530 |
High |
9,590 |
9,750 |
160 |
1.7% |
9,590 |
Low |
9,485 |
9,445 |
-40 |
-0.4% |
9,385 |
Close |
9,490 |
9,735 |
245 |
2.6% |
9,490 |
Range |
105 |
305 |
200 |
190.5% |
205 |
ATR |
149 |
160 |
11 |
7.5% |
0 |
Volume |
7,534 |
7,534 |
0 |
0.0% |
41,628 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,558 |
10,452 |
9,903 |
|
R3 |
10,253 |
10,147 |
9,819 |
|
R2 |
9,948 |
9,948 |
9,791 |
|
R1 |
9,842 |
9,842 |
9,763 |
9,895 |
PP |
9,643 |
9,643 |
9,643 |
9,670 |
S1 |
9,537 |
9,537 |
9,707 |
9,590 |
S2 |
9,338 |
9,338 |
9,679 |
|
S3 |
9,033 |
9,232 |
9,651 |
|
S4 |
8,728 |
8,927 |
9,567 |
|
|
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 |
9,750 |
9,400 |
350 |
3.6% |
150 |
1.5% |
96% |
True |
False |
7,792 |
10 |
9,750 |
9,385 |
365 |
3.7% |
142 |
1.5% |
96% |
True |
False |
7,547 |
20 |
9,990 |
9,385 |
605 |
6.2% |
153 |
1.6% |
58% |
False |
False |
8,078 |
40 |
10,055 |
9,375 |
680 |
7.0% |
160 |
1.6% |
53% |
False |
False |
8,308 |
60 |
10,620 |
8,200 |
2,420 |
24.9% |
224 |
2.3% |
63% |
False |
False |
12,610 |
80 |
10,855 |
8,200 |
2,655 |
27.3% |
187 |
1.9% |
58% |
False |
False |
9,518 |
100 |
10,855 |
8,200 |
2,655 |
27.3% |
150 |
1.5% |
58% |
False |
False |
7,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,046 |
2.618 |
10,549 |
1.618 |
10,244 |
1.000 |
10,055 |
0.618 |
9,939 |
HIGH |
9,750 |
0.618 |
9,634 |
0.500 |
9,598 |
0.382 |
9,562 |
LOW |
9,445 |
0.618 |
9,257 |
1.000 |
9,140 |
1.618 |
8,952 |
2.618 |
8,647 |
4.250 |
8,149 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,689 |
9,689 |
PP |
9,643 |
9,643 |
S1 |
9,598 |
9,598 |
|