Trading Metrics calculated at close of trading on 30-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
30-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,212.0 |
7,179.5 |
-32.5 |
-0.5% |
7,242.0 |
High |
7,232.0 |
7,230.0 |
-2.0 |
0.0% |
7,242.0 |
Low |
7,142.5 |
7,169.0 |
26.5 |
0.4% |
7,096.0 |
Close |
7,191.5 |
7,189.5 |
-2.0 |
0.0% |
7,191.5 |
Range |
89.5 |
61.0 |
-28.5 |
-31.8% |
146.0 |
ATR |
116.5 |
112.5 |
-4.0 |
-3.4% |
0.0 |
Volume |
3,475 |
370 |
-3,105 |
-89.4% |
11,194 |
|
Daily Pivots for day following 30-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,379.2 |
7,345.3 |
7,223.1 |
|
R3 |
7,318.2 |
7,284.3 |
7,206.3 |
|
R2 |
7,257.2 |
7,257.2 |
7,200.7 |
|
R1 |
7,223.3 |
7,223.3 |
7,195.1 |
7,240.3 |
PP |
7,196.2 |
7,196.2 |
7,196.2 |
7,204.6 |
S1 |
7,162.3 |
7,162.3 |
7,183.9 |
7,179.3 |
S2 |
7,135.2 |
7,135.2 |
7,178.3 |
|
S3 |
7,074.2 |
7,101.3 |
7,172.7 |
|
S4 |
7,013.2 |
7,040.3 |
7,156.0 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,614.5 |
7,549.0 |
7,271.8 |
|
R3 |
7,468.5 |
7,403.0 |
7,231.7 |
|
R2 |
7,322.5 |
7,322.5 |
7,218.3 |
|
R1 |
7,257.0 |
7,257.0 |
7,204.9 |
7,216.8 |
PP |
7,176.5 |
7,176.5 |
7,176.5 |
7,156.4 |
S1 |
7,111.0 |
7,111.0 |
7,178.1 |
7,070.8 |
S2 |
7,030.5 |
7,030.5 |
7,164.7 |
|
S3 |
6,884.5 |
6,965.0 |
7,151.4 |
|
S4 |
6,738.5 |
6,819.0 |
7,111.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,241.0 |
7,096.0 |
145.0 |
2.0% |
97.0 |
1.3% |
64% |
False |
False |
2,137 |
10 |
7,450.0 |
7,096.0 |
354.0 |
4.9% |
104.8 |
1.5% |
26% |
False |
False |
1,503 |
20 |
7,604.0 |
7,096.0 |
508.0 |
7.1% |
113.7 |
1.6% |
18% |
False |
False |
974 |
40 |
7,650.0 |
7,042.5 |
607.5 |
8.4% |
95.9 |
1.3% |
24% |
False |
False |
619 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
101.4 |
1.4% |
60% |
False |
False |
1,413 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
91.4 |
1.3% |
60% |
False |
False |
1,080 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
82.2 |
1.1% |
60% |
False |
False |
878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,489.3 |
2.618 |
7,389.7 |
1.618 |
7,328.7 |
1.000 |
7,291.0 |
0.618 |
7,267.7 |
HIGH |
7,230.0 |
0.618 |
7,206.7 |
0.500 |
7,199.5 |
0.382 |
7,192.3 |
LOW |
7,169.0 |
0.618 |
7,131.3 |
1.000 |
7,108.0 |
1.618 |
7,070.3 |
2.618 |
7,009.3 |
4.250 |
6,909.8 |
|
|
Fisher Pivots for day following 30-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,199.5 |
7,186.0 |
PP |
7,196.2 |
7,182.5 |
S1 |
7,192.8 |
7,179.0 |
|