Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,336.25 |
1,320.75 |
-15.50 |
-1.2% |
1,325.00 |
High |
1,338.50 |
1,321.25 |
-17.25 |
-1.3% |
1,339.75 |
Low |
1,321.25 |
1,305.75 |
-15.50 |
-1.2% |
1,311.00 |
Close |
1,322.50 |
1,309.75 |
-12.75 |
-1.0% |
1,322.50 |
Range |
17.25 |
15.50 |
-1.75 |
-10.1% |
28.75 |
ATR |
16.12 |
16.17 |
0.04 |
0.3% |
0.00 |
Volume |
1,757 |
2,158 |
401 |
22.8% |
21,131 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.75 |
1,349.75 |
1,318.25 |
|
R3 |
1,343.25 |
1,334.25 |
1,314.00 |
|
R2 |
1,327.75 |
1,327.75 |
1,312.50 |
|
R1 |
1,318.75 |
1,318.75 |
1,311.25 |
1,315.50 |
PP |
1,312.25 |
1,312.25 |
1,312.25 |
1,310.50 |
S1 |
1,303.25 |
1,303.25 |
1,308.25 |
1,300.00 |
S2 |
1,296.75 |
1,296.75 |
1,307.00 |
|
S3 |
1,281.25 |
1,287.75 |
1,305.50 |
|
S4 |
1,265.75 |
1,272.25 |
1,301.25 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.75 |
1,395.25 |
1,338.25 |
|
R3 |
1,382.00 |
1,366.50 |
1,330.50 |
|
R2 |
1,353.25 |
1,353.25 |
1,327.75 |
|
R1 |
1,337.75 |
1,337.75 |
1,325.25 |
1,331.00 |
PP |
1,324.50 |
1,324.50 |
1,324.50 |
1,321.00 |
S1 |
1,309.00 |
1,309.00 |
1,319.75 |
1,302.50 |
S2 |
1,295.75 |
1,295.75 |
1,317.25 |
|
S3 |
1,267.00 |
1,280.25 |
1,314.50 |
|
S4 |
1,238.25 |
1,251.50 |
1,306.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,339.75 |
1,305.75 |
34.00 |
2.6% |
14.75 |
1.1% |
12% |
False |
True |
4,503 |
10 |
1,352.75 |
1,305.75 |
47.00 |
3.6% |
17.25 |
1.3% |
9% |
False |
True |
2,820 |
20 |
1,367.50 |
1,305.75 |
61.75 |
4.7% |
16.25 |
1.2% |
6% |
False |
True |
2,241 |
40 |
1,367.50 |
1,285.25 |
82.25 |
6.3% |
14.75 |
1.1% |
30% |
False |
False |
1,944 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
17.25 |
1.3% |
56% |
False |
False |
1,408 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
16.25 |
1.2% |
56% |
False |
False |
1,059 |
100 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
15.25 |
1.2% |
56% |
False |
False |
862 |
120 |
1,367.50 |
1,185.00 |
182.50 |
13.9% |
13.00 |
1.0% |
68% |
False |
False |
720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.00 |
2.618 |
1,361.75 |
1.618 |
1,346.25 |
1.000 |
1,336.75 |
0.618 |
1,330.75 |
HIGH |
1,321.25 |
0.618 |
1,315.25 |
0.500 |
1,313.50 |
0.382 |
1,311.75 |
LOW |
1,305.75 |
0.618 |
1,296.25 |
1.000 |
1,290.25 |
1.618 |
1,280.75 |
2.618 |
1,265.25 |
4.250 |
1,240.00 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,313.50 |
1,322.75 |
PP |
1,312.25 |
1,318.50 |
S1 |
1,311.00 |
1,314.00 |
|