Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,311.00 |
1,321.25 |
10.25 |
0.8% |
1,320.75 |
High |
1,322.00 |
1,328.00 |
6.00 |
0.5% |
1,328.00 |
Low |
1,307.00 |
1,319.50 |
12.50 |
1.0% |
1,297.00 |
Close |
1,321.00 |
1,324.50 |
3.50 |
0.3% |
1,324.50 |
Range |
15.00 |
8.50 |
-6.50 |
-43.3% |
31.00 |
ATR |
16.09 |
15.55 |
-0.54 |
-3.4% |
0.00 |
Volume |
5,129 |
6,171 |
1,042 |
20.3% |
17,839 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.50 |
1,345.50 |
1,329.25 |
|
R3 |
1,341.00 |
1,337.00 |
1,326.75 |
|
R2 |
1,332.50 |
1,332.50 |
1,326.00 |
|
R1 |
1,328.50 |
1,328.50 |
1,325.25 |
1,330.50 |
PP |
1,324.00 |
1,324.00 |
1,324.00 |
1,325.00 |
S1 |
1,320.00 |
1,320.00 |
1,323.75 |
1,322.00 |
S2 |
1,315.50 |
1,315.50 |
1,323.00 |
|
S3 |
1,307.00 |
1,311.50 |
1,322.25 |
|
S4 |
1,298.50 |
1,303.00 |
1,319.75 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.50 |
1,398.00 |
1,341.50 |
|
R3 |
1,378.50 |
1,367.00 |
1,333.00 |
|
R2 |
1,347.50 |
1,347.50 |
1,330.25 |
|
R1 |
1,336.00 |
1,336.00 |
1,327.25 |
1,341.75 |
PP |
1,316.50 |
1,316.50 |
1,316.50 |
1,319.50 |
S1 |
1,305.00 |
1,305.00 |
1,321.75 |
1,310.75 |
S2 |
1,285.50 |
1,285.50 |
1,318.75 |
|
S3 |
1,254.50 |
1,274.00 |
1,316.00 |
|
S4 |
1,223.50 |
1,243.00 |
1,307.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,328.00 |
1,297.00 |
31.00 |
2.3% |
14.25 |
1.1% |
89% |
True |
False |
3,567 |
10 |
1,339.75 |
1,297.00 |
42.75 |
3.2% |
14.50 |
1.1% |
64% |
False |
False |
3,897 |
20 |
1,367.50 |
1,297.00 |
70.50 |
5.3% |
16.50 |
1.2% |
39% |
False |
False |
2,786 |
40 |
1,367.50 |
1,285.25 |
82.25 |
6.2% |
15.00 |
1.1% |
48% |
False |
False |
2,187 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.50 |
1.2% |
67% |
False |
False |
1,656 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.00 |
1.2% |
67% |
False |
False |
1,254 |
100 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
15.50 |
1.2% |
67% |
False |
False |
1,019 |
120 |
1,367.50 |
1,203.50 |
164.00 |
12.4% |
13.50 |
1.0% |
74% |
False |
False |
851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.00 |
2.618 |
1,350.25 |
1.618 |
1,341.75 |
1.000 |
1,336.50 |
0.618 |
1,333.25 |
HIGH |
1,328.00 |
0.618 |
1,324.75 |
0.500 |
1,323.75 |
0.382 |
1,322.75 |
LOW |
1,319.50 |
0.618 |
1,314.25 |
1.000 |
1,311.00 |
1.618 |
1,305.75 |
2.618 |
1,297.25 |
4.250 |
1,283.50 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,324.25 |
1,320.50 |
PP |
1,324.00 |
1,316.50 |
S1 |
1,323.75 |
1,312.50 |
|