Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,391.63 |
12,398.06 |
6.43 |
0.1% |
12,511.36 |
High |
12,441.58 |
12,483.81 |
42.23 |
0.3% |
12,511.36 |
Low |
12,317.92 |
12,397.69 |
79.77 |
0.6% |
12,309.52 |
Close |
12,402.76 |
12,441.58 |
38.82 |
0.3% |
12,441.58 |
Range |
123.66 |
86.12 |
-37.54 |
-30.4% |
201.84 |
ATR |
129.36 |
126.27 |
-3.09 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,699.39 |
12,656.60 |
12,488.95 |
|
R3 |
12,613.27 |
12,570.48 |
12,465.26 |
|
R2 |
12,527.15 |
12,527.15 |
12,457.37 |
|
R1 |
12,484.36 |
12,484.36 |
12,449.47 |
12,505.76 |
PP |
12,441.03 |
12,441.03 |
12,441.03 |
12,451.72 |
S1 |
12,398.24 |
12,398.24 |
12,433.69 |
12,419.64 |
S2 |
12,354.91 |
12,354.91 |
12,425.79 |
|
S3 |
12,268.79 |
12,312.12 |
12,417.90 |
|
S4 |
12,182.67 |
12,226.00 |
12,394.21 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,026.34 |
12,935.80 |
12,552.59 |
|
R3 |
12,824.50 |
12,733.96 |
12,497.09 |
|
R2 |
12,622.66 |
12,622.66 |
12,478.58 |
|
R1 |
12,532.12 |
12,532.12 |
12,460.08 |
12,476.47 |
PP |
12,420.82 |
12,420.82 |
12,420.82 |
12,393.00 |
S1 |
12,330.28 |
12,330.28 |
12,423.08 |
12,274.63 |
S2 |
12,218.98 |
12,218.98 |
12,404.58 |
|
S3 |
12,017.14 |
12,128.44 |
12,386.07 |
|
S4 |
11,815.30 |
11,926.60 |
12,330.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,511.36 |
12,309.52 |
201.84 |
1.6% |
118.48 |
1.0% |
65% |
False |
False |
|
10 |
12,642.90 |
12,309.52 |
333.38 |
2.7% |
121.41 |
1.0% |
40% |
False |
False |
|
20 |
12,876.00 |
12,309.52 |
566.48 |
4.6% |
131.87 |
1.1% |
23% |
False |
False |
|
40 |
12,876.00 |
12,093.89 |
782.11 |
6.3% |
121.09 |
1.0% |
44% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
132.25 |
1.1% |
67% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
126.69 |
1.0% |
67% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
119.70 |
1.0% |
67% |
False |
False |
|
120 |
12,876.00 |
11,327.49 |
1,548.51 |
12.4% |
111.09 |
0.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,849.82 |
2.618 |
12,709.27 |
1.618 |
12,623.15 |
1.000 |
12,569.93 |
0.618 |
12,537.03 |
HIGH |
12,483.81 |
0.618 |
12,450.91 |
0.500 |
12,440.75 |
0.382 |
12,430.59 |
LOW |
12,397.69 |
0.618 |
12,344.47 |
1.000 |
12,311.57 |
1.618 |
12,258.35 |
2.618 |
12,172.23 |
4.250 |
12,031.68 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,441.30 |
12,426.61 |
PP |
12,441.03 |
12,411.64 |
S1 |
12,440.75 |
12,396.67 |
|