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 |
12,448 |
12,351 |
-97 |
-0.8% |
12,535 |
High |
12,455 |
12,411 |
-44 |
-0.4% |
12,615 |
Low |
12,311 |
12,319 |
8 |
0.1% |
12,350 |
Close |
12,362 |
12,327 |
-35 |
-0.3% |
12,466 |
Range |
144 |
92 |
-52 |
-36.1% |
265 |
ATR |
150 |
146 |
-4 |
-2.8% |
0 |
Volume |
116,413 |
100,985 |
-15,428 |
-13.3% |
578,185 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,628 |
12,570 |
12,378 |
|
R3 |
12,536 |
12,478 |
12,352 |
|
R2 |
12,444 |
12,444 |
12,344 |
|
R1 |
12,386 |
12,386 |
12,336 |
12,369 |
PP |
12,352 |
12,352 |
12,352 |
12,344 |
S1 |
12,294 |
12,294 |
12,319 |
12,277 |
S2 |
12,260 |
12,260 |
12,310 |
|
S3 |
12,168 |
12,202 |
12,302 |
|
S4 |
12,076 |
12,110 |
12,277 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,272 |
13,134 |
12,612 |
|
R3 |
13,007 |
12,869 |
12,539 |
|
R2 |
12,742 |
12,742 |
12,515 |
|
R1 |
12,604 |
12,604 |
12,490 |
12,541 |
PP |
12,477 |
12,477 |
12,477 |
12,445 |
S1 |
12,339 |
12,339 |
12,442 |
12,276 |
S2 |
12,212 |
12,212 |
12,418 |
|
S3 |
11,947 |
12,074 |
12,393 |
|
S4 |
11,682 |
11,809 |
12,320 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,615 |
12,311 |
304 |
2.5% |
124 |
1.0% |
5% |
False |
False |
105,646 |
10 |
12,740 |
12,311 |
429 |
3.5% |
154 |
1.3% |
4% |
False |
False |
118,026 |
20 |
12,873 |
12,311 |
562 |
4.6% |
148 |
1.2% |
3% |
False |
False |
115,367 |
40 |
12,873 |
12,036 |
837 |
6.8% |
136 |
1.1% |
35% |
False |
False |
103,318 |
60 |
12,873 |
11,451 |
1,422 |
11.5% |
155 |
1.3% |
62% |
False |
False |
96,089 |
80 |
12,873 |
11,451 |
1,422 |
11.5% |
143 |
1.2% |
62% |
False |
False |
72,098 |
100 |
12,873 |
11,410 |
1,463 |
11.9% |
134 |
1.1% |
63% |
False |
False |
57,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,802 |
2.618 |
12,652 |
1.618 |
12,560 |
1.000 |
12,503 |
0.618 |
12,468 |
HIGH |
12,411 |
0.618 |
12,376 |
0.500 |
12,365 |
0.382 |
12,354 |
LOW |
12,319 |
0.618 |
12,262 |
1.000 |
12,227 |
1.618 |
12,170 |
2.618 |
12,078 |
4.250 |
11,928 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,365 |
12,457 |
PP |
12,352 |
12,414 |
S1 |
12,340 |
12,370 |
|