Trading Metrics calculated at close of trading on 31-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,321.25 |
1,325.00 |
3.75 |
0.3% |
1,320.75 |
High |
1,328.00 |
1,340.25 |
12.25 |
0.9% |
1,328.00 |
Low |
1,319.50 |
1,323.25 |
3.75 |
0.3% |
1,297.00 |
Close |
1,324.50 |
1,338.50 |
14.00 |
1.1% |
1,324.50 |
Range |
8.50 |
17.00 |
8.50 |
100.0% |
31.00 |
ATR |
15.55 |
15.65 |
0.10 |
0.7% |
0.00 |
Volume |
6,171 |
3,187 |
-2,984 |
-48.4% |
17,839 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.00 |
1,378.75 |
1,347.75 |
|
R3 |
1,368.00 |
1,361.75 |
1,343.25 |
|
R2 |
1,351.00 |
1,351.00 |
1,341.50 |
|
R1 |
1,344.75 |
1,344.75 |
1,340.00 |
1,348.00 |
PP |
1,334.00 |
1,334.00 |
1,334.00 |
1,335.50 |
S1 |
1,327.75 |
1,327.75 |
1,337.00 |
1,331.00 |
S2 |
1,317.00 |
1,317.00 |
1,335.50 |
|
S3 |
1,300.00 |
1,310.75 |
1,333.75 |
|
S4 |
1,283.00 |
1,293.75 |
1,329.25 |
|
|
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 |
1,340.25 |
1,297.00 |
43.25 |
3.2% |
14.50 |
1.1% |
96% |
True |
False |
3,773 |
10 |
1,340.25 |
1,297.00 |
43.25 |
3.2% |
14.75 |
1.1% |
96% |
True |
False |
4,138 |
20 |
1,352.75 |
1,297.00 |
55.75 |
4.2% |
16.50 |
1.2% |
74% |
False |
False |
2,905 |
40 |
1,367.50 |
1,285.25 |
82.25 |
6.1% |
15.00 |
1.1% |
65% |
False |
False |
2,246 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.50 |
1.2% |
78% |
False |
False |
1,707 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.00 |
1.2% |
78% |
False |
False |
1,294 |
100 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
15.50 |
1.2% |
78% |
False |
False |
1,051 |
120 |
1,367.50 |
1,203.50 |
164.00 |
12.3% |
13.50 |
1.0% |
82% |
False |
False |
877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.50 |
2.618 |
1,384.75 |
1.618 |
1,367.75 |
1.000 |
1,357.25 |
0.618 |
1,350.75 |
HIGH |
1,340.25 |
0.618 |
1,333.75 |
0.500 |
1,331.75 |
0.382 |
1,329.75 |
LOW |
1,323.25 |
0.618 |
1,312.75 |
1.000 |
1,306.25 |
1.618 |
1,295.75 |
2.618 |
1,278.75 |
4.250 |
1,251.00 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,336.25 |
1,333.50 |
PP |
1,334.00 |
1,328.50 |
S1 |
1,331.75 |
1,323.50 |
|