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 |
1,309.00 |
1,308.00 |
-1.00 |
-0.1% |
1,325.00 |
High |
1,316.75 |
1,318.75 |
2.00 |
0.2% |
1,339.75 |
Low |
1,306.50 |
1,297.00 |
-9.50 |
-0.7% |
1,311.00 |
Close |
1,308.25 |
1,311.25 |
3.00 |
0.2% |
1,322.50 |
Range |
10.25 |
21.75 |
11.50 |
112.2% |
28.75 |
ATR |
15.74 |
16.17 |
0.43 |
2.7% |
0.00 |
Volume |
1,821 |
2,560 |
739 |
40.6% |
21,131 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.25 |
1,364.50 |
1,323.25 |
|
R3 |
1,352.50 |
1,342.75 |
1,317.25 |
|
R2 |
1,330.75 |
1,330.75 |
1,315.25 |
|
R1 |
1,321.00 |
1,321.00 |
1,313.25 |
1,326.00 |
PP |
1,309.00 |
1,309.00 |
1,309.00 |
1,311.50 |
S1 |
1,299.25 |
1,299.25 |
1,309.25 |
1,304.00 |
S2 |
1,287.25 |
1,287.25 |
1,307.25 |
|
S3 |
1,265.50 |
1,277.50 |
1,305.25 |
|
S4 |
1,243.75 |
1,255.75 |
1,299.25 |
|
|
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 |
1,297.00 |
42.75 |
3.3% |
15.00 |
1.1% |
33% |
False |
True |
2,538 |
10 |
1,347.00 |
1,297.00 |
50.00 |
3.8% |
16.25 |
1.2% |
29% |
False |
True |
2,950 |
20 |
1,367.50 |
1,297.00 |
70.50 |
5.4% |
16.25 |
1.2% |
20% |
False |
True |
2,325 |
40 |
1,367.50 |
1,285.25 |
82.25 |
6.3% |
14.75 |
1.1% |
32% |
False |
False |
2,021 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
16.75 |
1.3% |
57% |
False |
False |
1,469 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
16.00 |
1.2% |
57% |
False |
False |
1,113 |
100 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
15.50 |
1.2% |
57% |
False |
False |
906 |
120 |
1,367.50 |
1,203.50 |
164.00 |
12.5% |
13.25 |
1.0% |
66% |
False |
False |
756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.25 |
2.618 |
1,375.75 |
1.618 |
1,354.00 |
1.000 |
1,340.50 |
0.618 |
1,332.25 |
HIGH |
1,318.75 |
0.618 |
1,310.50 |
0.500 |
1,308.00 |
0.382 |
1,305.25 |
LOW |
1,297.00 |
0.618 |
1,283.50 |
1.000 |
1,275.25 |
1.618 |
1,261.75 |
2.618 |
1,240.00 |
4.250 |
1,204.50 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,310.00 |
1,310.50 |
PP |
1,309.00 |
1,309.75 |
S1 |
1,308.00 |
1,309.00 |
|