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 |
12,324 |
12,359 |
35 |
0.3% |
12,535 |
High |
12,420 |
12,424 |
4 |
0.0% |
12,615 |
Low |
12,227 |
12,300 |
73 |
0.6% |
12,350 |
Close |
12,351 |
12,409 |
58 |
0.5% |
12,466 |
Range |
193 |
124 |
-69 |
-35.8% |
265 |
ATR |
149 |
147 |
-2 |
-1.2% |
0 |
Volume |
118,960 |
121,304 |
2,344 |
2.0% |
578,185 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,750 |
12,703 |
12,477 |
|
R3 |
12,626 |
12,579 |
12,443 |
|
R2 |
12,502 |
12,502 |
12,432 |
|
R1 |
12,455 |
12,455 |
12,420 |
12,479 |
PP |
12,378 |
12,378 |
12,378 |
12,389 |
S1 |
12,331 |
12,331 |
12,398 |
12,355 |
S2 |
12,254 |
12,254 |
12,386 |
|
S3 |
12,130 |
12,207 |
12,375 |
|
S4 |
12,006 |
12,083 |
12,341 |
|
|
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 |
12,603 |
12,227 |
376 |
3.0% |
140 |
1.1% |
48% |
False |
False |
115,773 |
10 |
12,713 |
12,227 |
486 |
3.9% |
148 |
1.2% |
37% |
False |
False |
116,223 |
20 |
12,873 |
12,227 |
646 |
5.2% |
151 |
1.2% |
28% |
False |
False |
118,241 |
40 |
12,873 |
12,036 |
837 |
6.7% |
138 |
1.1% |
45% |
False |
False |
105,398 |
60 |
12,873 |
11,451 |
1,422 |
11.5% |
153 |
1.2% |
67% |
False |
False |
100,086 |
80 |
12,873 |
11,451 |
1,422 |
11.5% |
143 |
1.2% |
67% |
False |
False |
75,100 |
100 |
12,873 |
11,451 |
1,422 |
11.5% |
135 |
1.1% |
67% |
False |
False |
60,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,951 |
2.618 |
12,749 |
1.618 |
12,625 |
1.000 |
12,548 |
0.618 |
12,501 |
HIGH |
12,424 |
0.618 |
12,377 |
0.500 |
12,362 |
0.382 |
12,347 |
LOW |
12,300 |
0.618 |
12,223 |
1.000 |
12,176 |
1.618 |
12,099 |
2.618 |
11,975 |
4.250 |
11,773 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,393 |
12,381 |
PP |
12,378 |
12,353 |
S1 |
12,362 |
12,326 |
|