Trading Metrics calculated at close of trading on 26-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,355.45 |
12,391.63 |
36.18 |
0.3% |
12,594.77 |
High |
12,440.03 |
12,441.58 |
1.55 |
0.0% |
12,642.90 |
Low |
12,309.52 |
12,317.92 |
8.40 |
0.1% |
12,378.84 |
Close |
12,394.66 |
12,402.76 |
8.10 |
0.1% |
12,512.04 |
Range |
130.51 |
123.66 |
-6.85 |
-5.2% |
264.06 |
ATR |
129.80 |
129.36 |
-0.44 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,758.40 |
12,704.24 |
12,470.77 |
|
R3 |
12,634.74 |
12,580.58 |
12,436.77 |
|
R2 |
12,511.08 |
12,511.08 |
12,425.43 |
|
R1 |
12,456.92 |
12,456.92 |
12,414.10 |
12,484.00 |
PP |
12,387.42 |
12,387.42 |
12,387.42 |
12,400.96 |
S1 |
12,333.26 |
12,333.26 |
12,391.42 |
12,360.34 |
S2 |
12,263.76 |
12,263.76 |
12,380.09 |
|
S3 |
12,140.10 |
12,209.60 |
12,368.75 |
|
S4 |
12,016.44 |
12,085.94 |
12,334.75 |
|
|
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 |
12,604.83 |
12,309.52 |
295.31 |
2.4% |
125.05 |
1.0% |
32% |
False |
False |
|
10 |
12,714.50 |
12,309.52 |
404.98 |
3.3% |
129.93 |
1.0% |
23% |
False |
False |
|
20 |
12,876.00 |
12,309.52 |
566.48 |
4.6% |
131.65 |
1.1% |
16% |
False |
False |
|
40 |
12,876.00 |
12,093.89 |
782.11 |
6.3% |
120.50 |
1.0% |
39% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
134.40 |
1.1% |
64% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
126.11 |
1.0% |
64% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
119.47 |
1.0% |
64% |
False |
False |
|
120 |
12,876.00 |
11,327.49 |
1,548.51 |
12.5% |
110.72 |
0.9% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,967.14 |
2.618 |
12,765.32 |
1.618 |
12,641.66 |
1.000 |
12,565.24 |
0.618 |
12,518.00 |
HIGH |
12,441.58 |
0.618 |
12,394.34 |
0.500 |
12,379.75 |
0.382 |
12,365.16 |
LOW |
12,317.92 |
0.618 |
12,241.50 |
1.000 |
12,194.26 |
1.618 |
12,117.84 |
2.618 |
11,994.18 |
4.250 |
11,792.37 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,395.09 |
12,393.69 |
PP |
12,387.42 |
12,384.62 |
S1 |
12,379.75 |
12,375.55 |
|