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 |
1,524.0 |
1,540.0 |
16.0 |
1.0% |
1,515.7 |
High |
1,542.0 |
1,543.9 |
1.9 |
0.1% |
1,542.0 |
Low |
1,524.0 |
1,536.0 |
12.0 |
0.8% |
1,508.4 |
Close |
1,539.9 |
1,539.4 |
-0.5 |
0.0% |
1,539.9 |
Range |
18.0 |
7.9 |
-10.1 |
-56.1% |
33.6 |
ATR |
21.1 |
20.2 |
-0.9 |
-4.5% |
0.0 |
Volume |
3,347 |
2,954 |
-393 |
-11.7% |
26,120 |
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.5 |
1,559.3 |
1,543.7 |
|
R3 |
1,555.6 |
1,551.4 |
1,541.6 |
|
R2 |
1,547.7 |
1,547.7 |
1,540.8 |
|
R1 |
1,543.5 |
1,543.5 |
1,540.1 |
1,541.7 |
PP |
1,539.8 |
1,539.8 |
1,539.8 |
1,538.8 |
S1 |
1,535.6 |
1,535.6 |
1,538.7 |
1,533.8 |
S2 |
1,531.9 |
1,531.9 |
1,538.0 |
|
S3 |
1,524.0 |
1,527.7 |
1,537.2 |
|
S4 |
1,516.1 |
1,519.8 |
1,535.1 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,630.9 |
1,619.0 |
1,558.4 |
|
R3 |
1,597.3 |
1,585.4 |
1,549.1 |
|
R2 |
1,563.7 |
1,563.7 |
1,546.1 |
|
R1 |
1,551.8 |
1,551.8 |
1,543.0 |
1,557.8 |
PP |
1,530.1 |
1,530.1 |
1,530.1 |
1,533.1 |
S1 |
1,518.2 |
1,518.2 |
1,536.8 |
1,524.2 |
S2 |
1,496.5 |
1,496.5 |
1,533.7 |
|
S3 |
1,462.9 |
1,484.6 |
1,530.7 |
|
S4 |
1,429.3 |
1,451.0 |
1,521.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,543.9 |
1,517.9 |
26.0 |
1.7% |
13.4 |
0.9% |
83% |
True |
False |
5,024 |
10 |
1,543.9 |
1,475.0 |
68.9 |
4.5% |
15.9 |
1.0% |
93% |
True |
False |
4,394 |
20 |
1,554.5 |
1,465.9 |
88.6 |
5.8% |
23.0 |
1.5% |
83% |
False |
False |
5,187 |
40 |
1,579.5 |
1,434.6 |
144.9 |
9.4% |
20.4 |
1.3% |
72% |
False |
False |
3,590 |
60 |
1,579.5 |
1,387.1 |
192.4 |
12.5% |
19.3 |
1.3% |
79% |
False |
False |
2,846 |
80 |
1,579.5 |
1,351.7 |
227.8 |
14.8% |
18.2 |
1.2% |
82% |
False |
False |
2,458 |
100 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.4 |
1.2% |
85% |
False |
False |
2,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,577.5 |
2.618 |
1,564.6 |
1.618 |
1,556.7 |
1.000 |
1,551.8 |
0.618 |
1,548.8 |
HIGH |
1,543.9 |
0.618 |
1,540.9 |
0.500 |
1,540.0 |
0.382 |
1,539.0 |
LOW |
1,536.0 |
0.618 |
1,531.1 |
1.000 |
1,528.1 |
1.618 |
1,523.2 |
2.618 |
1,515.3 |
4.250 |
1,502.4 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,540.0 |
1,536.6 |
PP |
1,539.8 |
1,533.8 |
S1 |
1,539.6 |
1,531.0 |
|