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 |
1,521.1 |
1,533.1 |
12.0 |
0.8% |
1,497.0 |
High |
1,532.3 |
1,537.0 |
4.7 |
0.3% |
1,519.3 |
Low |
1,517.9 |
1,526.6 |
8.7 |
0.6% |
1,475.0 |
Close |
1,527.0 |
1,530.4 |
3.4 |
0.2% |
1,512.5 |
Range |
14.4 |
10.4 |
-4.0 |
-27.8% |
44.3 |
ATR |
22.6 |
21.7 |
-0.9 |
-3.9% |
0.0 |
Volume |
6,305 |
7,310 |
1,005 |
15.9% |
25,292 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.5 |
1,556.9 |
1,536.1 |
|
R3 |
1,552.1 |
1,546.5 |
1,533.3 |
|
R2 |
1,541.7 |
1,541.7 |
1,532.3 |
|
R1 |
1,536.1 |
1,536.1 |
1,531.4 |
1,533.7 |
PP |
1,531.3 |
1,531.3 |
1,531.3 |
1,530.2 |
S1 |
1,525.7 |
1,525.7 |
1,529.4 |
1,523.3 |
S2 |
1,520.9 |
1,520.9 |
1,528.5 |
|
S3 |
1,510.5 |
1,515.3 |
1,527.5 |
|
S4 |
1,500.1 |
1,504.9 |
1,524.7 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.2 |
1,618.1 |
1,536.9 |
|
R3 |
1,590.9 |
1,573.8 |
1,524.7 |
|
R2 |
1,546.6 |
1,546.6 |
1,520.6 |
|
R1 |
1,529.5 |
1,529.5 |
1,516.6 |
1,538.1 |
PP |
1,502.3 |
1,502.3 |
1,502.3 |
1,506.5 |
S1 |
1,485.2 |
1,485.2 |
1,508.4 |
1,493.8 |
S2 |
1,458.0 |
1,458.0 |
1,504.4 |
|
S3 |
1,413.7 |
1,440.9 |
1,500.3 |
|
S4 |
1,369.4 |
1,396.6 |
1,488.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,537.0 |
1,489.5 |
47.5 |
3.1% |
15.7 |
1.0% |
86% |
True |
False |
5,427 |
10 |
1,537.0 |
1,475.0 |
62.0 |
4.1% |
19.7 |
1.3% |
89% |
True |
False |
4,929 |
20 |
1,579.5 |
1,465.9 |
113.6 |
7.4% |
25.1 |
1.6% |
57% |
False |
False |
4,894 |
40 |
1,579.5 |
1,418.5 |
161.0 |
10.5% |
20.8 |
1.4% |
70% |
False |
False |
3,442 |
60 |
1,579.5 |
1,387.1 |
192.4 |
12.6% |
19.6 |
1.3% |
74% |
False |
False |
2,766 |
80 |
1,579.5 |
1,332.3 |
247.2 |
16.2% |
18.5 |
1.2% |
80% |
False |
False |
2,386 |
100 |
1,579.5 |
1,317.4 |
262.1 |
17.1% |
18.7 |
1.2% |
81% |
False |
False |
2,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.2 |
2.618 |
1,564.2 |
1.618 |
1,553.8 |
1.000 |
1,547.4 |
0.618 |
1,543.4 |
HIGH |
1,537.0 |
0.618 |
1,533.0 |
0.500 |
1,531.8 |
0.382 |
1,530.6 |
LOW |
1,526.6 |
0.618 |
1,520.2 |
1.000 |
1,516.2 |
1.618 |
1,509.8 |
2.618 |
1,499.4 |
4.250 |
1,482.4 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,531.8 |
1,527.8 |
PP |
1,531.3 |
1,525.3 |
S1 |
1,530.9 |
1,522.7 |
|