Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,320.75 |
1,309.00 |
-11.75 |
-0.9% |
1,325.00 |
High |
1,321.25 |
1,316.75 |
-4.50 |
-0.3% |
1,339.75 |
Low |
1,305.75 |
1,306.50 |
0.75 |
0.1% |
1,311.00 |
Close |
1,309.75 |
1,308.25 |
-1.50 |
-0.1% |
1,322.50 |
Range |
15.50 |
10.25 |
-5.25 |
-33.9% |
28.75 |
ATR |
16.17 |
15.74 |
-0.42 |
-2.6% |
0.00 |
Volume |
2,158 |
1,821 |
-337 |
-15.6% |
21,131 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.25 |
1,335.00 |
1,314.00 |
|
R3 |
1,331.00 |
1,324.75 |
1,311.00 |
|
R2 |
1,320.75 |
1,320.75 |
1,310.25 |
|
R1 |
1,314.50 |
1,314.50 |
1,309.25 |
1,312.50 |
PP |
1,310.50 |
1,310.50 |
1,310.50 |
1,309.50 |
S1 |
1,304.25 |
1,304.25 |
1,307.25 |
1,302.25 |
S2 |
1,300.25 |
1,300.25 |
1,306.25 |
|
S3 |
1,290.00 |
1,294.00 |
1,305.50 |
|
S4 |
1,279.75 |
1,283.75 |
1,302.50 |
|
|
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% |
13.75 |
1.1% |
7% |
False |
False |
2,771 |
10 |
1,352.75 |
1,305.75 |
47.00 |
3.6% |
16.50 |
1.3% |
5% |
False |
False |
2,778 |
20 |
1,367.50 |
1,305.75 |
61.75 |
4.7% |
16.00 |
1.2% |
4% |
False |
False |
2,242 |
40 |
1,367.50 |
1,285.25 |
82.25 |
6.3% |
14.75 |
1.1% |
28% |
False |
False |
1,971 |
60 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
17.00 |
1.3% |
55% |
False |
False |
1,438 |
80 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
16.00 |
1.2% |
55% |
False |
False |
1,081 |
100 |
1,367.50 |
1,237.25 |
130.25 |
10.0% |
15.25 |
1.2% |
55% |
False |
False |
880 |
120 |
1,367.50 |
1,200.75 |
166.75 |
12.7% |
13.25 |
1.0% |
64% |
False |
False |
735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.25 |
2.618 |
1,343.50 |
1.618 |
1,333.25 |
1.000 |
1,327.00 |
0.618 |
1,323.00 |
HIGH |
1,316.75 |
0.618 |
1,312.75 |
0.500 |
1,311.50 |
0.382 |
1,310.50 |
LOW |
1,306.50 |
0.618 |
1,300.25 |
1.000 |
1,296.25 |
1.618 |
1,290.00 |
2.618 |
1,279.75 |
4.250 |
1,263.00 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,311.50 |
1,322.00 |
PP |
1,310.50 |
1,317.50 |
S1 |
1,309.50 |
1,313.00 |
|