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 |
12,351 |
12,324 |
-27 |
-0.2% |
12,535 |
High |
12,411 |
12,420 |
9 |
0.1% |
12,615 |
Low |
12,319 |
12,227 |
-92 |
-0.7% |
12,350 |
Close |
12,327 |
12,351 |
24 |
0.2% |
12,466 |
Range |
92 |
193 |
101 |
109.8% |
265 |
ATR |
146 |
149 |
3 |
2.3% |
0 |
Volume |
100,985 |
118,960 |
17,975 |
17.8% |
578,185 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,912 |
12,824 |
12,457 |
|
R3 |
12,719 |
12,631 |
12,404 |
|
R2 |
12,526 |
12,526 |
12,387 |
|
R1 |
12,438 |
12,438 |
12,369 |
12,482 |
PP |
12,333 |
12,333 |
12,333 |
12,355 |
S1 |
12,245 |
12,245 |
12,333 |
12,289 |
S2 |
12,140 |
12,140 |
12,316 |
|
S3 |
11,947 |
12,052 |
12,298 |
|
S4 |
11,754 |
11,859 |
12,245 |
|
|
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 |
12,227 |
388 |
3.1% |
137 |
1.1% |
32% |
False |
True |
111,866 |
10 |
12,713 |
12,227 |
486 |
3.9% |
154 |
1.2% |
26% |
False |
True |
117,503 |
20 |
12,873 |
12,227 |
646 |
5.2% |
150 |
1.2% |
19% |
False |
True |
117,060 |
40 |
12,873 |
12,036 |
837 |
6.8% |
138 |
1.1% |
38% |
False |
False |
104,001 |
60 |
12,873 |
11,451 |
1,422 |
11.5% |
153 |
1.2% |
63% |
False |
False |
98,069 |
80 |
12,873 |
11,451 |
1,422 |
11.5% |
144 |
1.2% |
63% |
False |
False |
73,584 |
100 |
12,873 |
11,451 |
1,422 |
11.5% |
135 |
1.1% |
63% |
False |
False |
58,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,240 |
2.618 |
12,925 |
1.618 |
12,732 |
1.000 |
12,613 |
0.618 |
12,539 |
HIGH |
12,420 |
0.618 |
12,346 |
0.500 |
12,324 |
0.382 |
12,301 |
LOW |
12,227 |
0.618 |
12,108 |
1.000 |
12,034 |
1.618 |
11,915 |
2.618 |
11,722 |
4.250 |
11,407 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,342 |
12,348 |
PP |
12,333 |
12,344 |
S1 |
12,324 |
12,341 |
|