Trading Metrics calculated at close of trading on 26-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,308.00 |
1,311.00 |
3.00 |
0.2% |
1,325.00 |
High |
1,318.75 |
1,322.00 |
3.25 |
0.2% |
1,339.75 |
Low |
1,297.00 |
1,307.00 |
10.00 |
0.8% |
1,311.00 |
Close |
1,311.25 |
1,321.00 |
9.75 |
0.7% |
1,322.50 |
Range |
21.75 |
15.00 |
-6.75 |
-31.0% |
28.75 |
ATR |
16.17 |
16.09 |
-0.08 |
-0.5% |
0.00 |
Volume |
2,560 |
5,129 |
2,569 |
100.4% |
21,131 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.75 |
1,356.25 |
1,329.25 |
|
R3 |
1,346.75 |
1,341.25 |
1,325.00 |
|
R2 |
1,331.75 |
1,331.75 |
1,323.75 |
|
R1 |
1,326.25 |
1,326.25 |
1,322.50 |
1,329.00 |
PP |
1,316.75 |
1,316.75 |
1,316.75 |
1,318.00 |
S1 |
1,311.25 |
1,311.25 |
1,319.50 |
1,314.00 |
S2 |
1,301.75 |
1,301.75 |
1,318.25 |
|
S3 |
1,286.75 |
1,296.25 |
1,317.00 |
|
S4 |
1,271.75 |
1,281.25 |
1,312.75 |
|
|
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 |
1,338.50 |
1,297.00 |
41.50 |
3.1% |
16.00 |
1.2% |
58% |
False |
False |
2,685 |
10 |
1,347.00 |
1,297.00 |
50.00 |
3.8% |
15.75 |
1.2% |
48% |
False |
False |
3,364 |
20 |
1,367.50 |
1,297.00 |
70.50 |
5.3% |
16.50 |
1.3% |
34% |
False |
False |
2,527 |
40 |
1,367.50 |
1,285.25 |
82.25 |
6.2% |
14.75 |
1.1% |
43% |
False |
False |
2,075 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
16.75 |
1.3% |
64% |
False |
False |
1,554 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
16.00 |
1.2% |
64% |
False |
False |
1,177 |
100 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
15.50 |
1.2% |
64% |
False |
False |
957 |
120 |
1,367.50 |
1,203.50 |
164.00 |
12.4% |
13.50 |
1.0% |
72% |
False |
False |
799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.75 |
2.618 |
1,361.25 |
1.618 |
1,346.25 |
1.000 |
1,337.00 |
0.618 |
1,331.25 |
HIGH |
1,322.00 |
0.618 |
1,316.25 |
0.500 |
1,314.50 |
0.382 |
1,312.75 |
LOW |
1,307.00 |
0.618 |
1,297.75 |
1.000 |
1,292.00 |
1.618 |
1,282.75 |
2.618 |
1,267.75 |
4.250 |
1,243.25 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.75 |
1,317.25 |
PP |
1,316.75 |
1,313.25 |
S1 |
1,314.50 |
1,309.50 |
|