Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,511.36 |
12,381.57 |
-129.79 |
-1.0% |
12,594.77 |
High |
12,511.36 |
12,422.55 |
-88.81 |
-0.7% |
12,642.90 |
Low |
12,331.77 |
12,350.04 |
18.27 |
0.1% |
12,378.84 |
Close |
12,381.26 |
12,356.21 |
-25.05 |
-0.2% |
12,512.04 |
Range |
179.59 |
72.51 |
-107.08 |
-59.6% |
264.06 |
ATR |
134.15 |
129.75 |
-4.40 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,593.80 |
12,547.51 |
12,396.09 |
|
R3 |
12,521.29 |
12,475.00 |
12,376.15 |
|
R2 |
12,448.78 |
12,448.78 |
12,369.50 |
|
R1 |
12,402.49 |
12,402.49 |
12,362.86 |
12,389.38 |
PP |
12,376.27 |
12,376.27 |
12,376.27 |
12,369.71 |
S1 |
12,329.98 |
12,329.98 |
12,349.56 |
12,316.87 |
S2 |
12,303.76 |
12,303.76 |
12,342.92 |
|
S3 |
12,231.25 |
12,257.47 |
12,336.27 |
|
S4 |
12,158.74 |
12,184.96 |
12,316.33 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,303.44 |
13,171.80 |
12,657.27 |
|
R3 |
13,039.38 |
12,907.74 |
12,584.66 |
|
R2 |
12,775.32 |
12,775.32 |
12,560.45 |
|
R1 |
12,643.68 |
12,643.68 |
12,536.25 |
12,577.47 |
PP |
12,511.26 |
12,511.26 |
12,511.26 |
12,478.16 |
S1 |
12,379.62 |
12,379.62 |
12,487.83 |
12,313.41 |
S2 |
12,247.20 |
12,247.20 |
12,463.63 |
|
S3 |
11,983.14 |
12,115.56 |
12,439.42 |
|
S4 |
11,719.08 |
11,851.50 |
12,366.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,633.59 |
12,331.77 |
301.82 |
2.4% |
119.85 |
1.0% |
8% |
False |
False |
|
10 |
12,748.21 |
12,331.77 |
416.44 |
3.4% |
139.76 |
1.1% |
6% |
False |
False |
|
20 |
12,876.00 |
12,331.77 |
544.23 |
4.4% |
130.02 |
1.1% |
4% |
False |
False |
|
40 |
12,876.00 |
12,093.89 |
782.11 |
6.3% |
119.53 |
1.0% |
34% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
135.21 |
1.1% |
61% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
125.83 |
1.0% |
61% |
False |
False |
|
100 |
12,876.00 |
11,530.32 |
1,345.68 |
10.9% |
118.94 |
1.0% |
61% |
False |
False |
|
120 |
12,876.00 |
11,255.85 |
1,620.15 |
13.1% |
110.17 |
0.9% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,730.72 |
2.618 |
12,612.38 |
1.618 |
12,539.87 |
1.000 |
12,495.06 |
0.618 |
12,467.36 |
HIGH |
12,422.55 |
0.618 |
12,394.85 |
0.500 |
12,386.30 |
0.382 |
12,377.74 |
LOW |
12,350.04 |
0.618 |
12,305.23 |
1.000 |
12,277.53 |
1.618 |
12,232.72 |
2.618 |
12,160.21 |
4.250 |
12,041.87 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,386.30 |
12,468.30 |
PP |
12,376.27 |
12,430.94 |
S1 |
12,366.24 |
12,393.57 |
|