Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,179.5 |
7,250.0 |
70.5 |
1.0% |
7,242.0 |
High |
7,230.0 |
7,360.0 |
130.0 |
1.8% |
7,242.0 |
Low |
7,169.0 |
7,246.5 |
77.5 |
1.1% |
7,096.0 |
Close |
7,189.5 |
7,319.0 |
129.5 |
1.8% |
7,191.5 |
Range |
61.0 |
113.5 |
52.5 |
86.1% |
146.0 |
ATR |
112.5 |
116.7 |
4.1 |
3.7% |
0.0 |
Volume |
370 |
3,292 |
2,922 |
789.7% |
11,194 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,649.0 |
7,597.5 |
7,381.4 |
|
R3 |
7,535.5 |
7,484.0 |
7,350.2 |
|
R2 |
7,422.0 |
7,422.0 |
7,339.8 |
|
R1 |
7,370.5 |
7,370.5 |
7,329.4 |
7,396.3 |
PP |
7,308.5 |
7,308.5 |
7,308.5 |
7,321.4 |
S1 |
7,257.0 |
7,257.0 |
7,308.6 |
7,282.8 |
S2 |
7,195.0 |
7,195.0 |
7,298.2 |
|
S3 |
7,081.5 |
7,143.5 |
7,287.8 |
|
S4 |
6,968.0 |
7,030.0 |
7,256.6 |
|
|
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 |
7,360.0 |
7,096.0 |
264.0 |
3.6% |
104.4 |
1.4% |
84% |
True |
False |
2,444 |
10 |
7,450.0 |
7,096.0 |
354.0 |
4.8% |
105.1 |
1.4% |
63% |
False |
False |
1,738 |
20 |
7,604.0 |
7,096.0 |
508.0 |
6.9% |
116.3 |
1.6% |
44% |
False |
False |
1,124 |
40 |
7,650.0 |
7,042.5 |
607.5 |
8.3% |
95.8 |
1.3% |
46% |
False |
False |
694 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
100.7 |
1.4% |
72% |
False |
False |
1,466 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
92.4 |
1.3% |
72% |
False |
False |
1,121 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.9% |
82.8 |
1.1% |
72% |
False |
False |
911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,842.4 |
2.618 |
7,657.1 |
1.618 |
7,543.6 |
1.000 |
7,473.5 |
0.618 |
7,430.1 |
HIGH |
7,360.0 |
0.618 |
7,316.6 |
0.500 |
7,303.3 |
0.382 |
7,289.9 |
LOW |
7,246.5 |
0.618 |
7,176.4 |
1.000 |
7,133.0 |
1.618 |
7,062.9 |
2.618 |
6,949.4 |
4.250 |
6,764.1 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,313.8 |
7,296.4 |
PP |
7,308.5 |
7,273.8 |
S1 |
7,303.3 |
7,251.3 |
|