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 |
7,158.5 |
7,122.5 |
-36.0 |
-0.5% |
7,388.0 |
High |
7,225.0 |
7,230.0 |
5.0 |
0.1% |
7,450.0 |
Low |
7,148.5 |
7,096.0 |
-52.5 |
-0.7% |
7,267.5 |
Close |
7,173.5 |
7,203.0 |
29.5 |
0.4% |
7,296.0 |
Range |
76.5 |
134.0 |
57.5 |
75.2% |
182.5 |
ATR |
116.8 |
118.0 |
1.2 |
1.1% |
0.0 |
Volume |
1,757 |
2,486 |
729 |
41.5% |
4,134 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,578.3 |
7,524.7 |
7,276.7 |
|
R3 |
7,444.3 |
7,390.7 |
7,239.9 |
|
R2 |
7,310.3 |
7,310.3 |
7,227.6 |
|
R1 |
7,256.7 |
7,256.7 |
7,215.3 |
7,283.5 |
PP |
7,176.3 |
7,176.3 |
7,176.3 |
7,189.8 |
S1 |
7,122.7 |
7,122.7 |
7,190.7 |
7,149.5 |
S2 |
7,042.3 |
7,042.3 |
7,178.4 |
|
S3 |
6,908.3 |
6,988.7 |
7,166.2 |
|
S4 |
6,774.3 |
6,854.7 |
7,129.3 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,885.3 |
7,773.2 |
7,396.4 |
|
R3 |
7,702.8 |
7,590.7 |
7,346.2 |
|
R2 |
7,520.3 |
7,520.3 |
7,329.5 |
|
R1 |
7,408.2 |
7,408.2 |
7,312.7 |
7,373.0 |
PP |
7,337.8 |
7,337.8 |
7,337.8 |
7,320.3 |
S1 |
7,225.7 |
7,225.7 |
7,279.3 |
7,190.5 |
S2 |
7,155.3 |
7,155.3 |
7,262.5 |
|
S3 |
6,972.8 |
7,043.2 |
7,245.8 |
|
S4 |
6,790.3 |
6,860.7 |
7,195.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,450.0 |
7,096.0 |
354.0 |
4.9% |
118.6 |
1.6% |
30% |
False |
True |
1,391 |
10 |
7,540.0 |
7,096.0 |
444.0 |
6.2% |
117.0 |
1.6% |
24% |
False |
True |
1,008 |
20 |
7,650.0 |
7,096.0 |
554.0 |
7.7% |
111.4 |
1.5% |
19% |
False |
True |
680 |
40 |
7,650.0 |
6,919.5 |
730.5 |
10.1% |
94.0 |
1.3% |
39% |
False |
False |
473 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
101.0 |
1.4% |
62% |
False |
False |
1,313 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
89.1 |
1.2% |
62% |
False |
False |
1,002 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
81.9 |
1.1% |
62% |
False |
False |
814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,799.5 |
2.618 |
7,580.8 |
1.618 |
7,446.8 |
1.000 |
7,364.0 |
0.618 |
7,312.8 |
HIGH |
7,230.0 |
0.618 |
7,178.8 |
0.500 |
7,163.0 |
0.382 |
7,147.2 |
LOW |
7,096.0 |
0.618 |
7,013.2 |
1.000 |
6,962.0 |
1.618 |
6,879.2 |
2.618 |
6,745.2 |
4.250 |
6,526.5 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,189.7 |
7,191.7 |
PP |
7,176.3 |
7,180.3 |
S1 |
7,163.0 |
7,169.0 |
|