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 |
12,398.06 |
12,443.40 |
45.34 |
0.4% |
12,511.36 |
High |
12,483.81 |
12,574.29 |
90.48 |
0.7% |
12,511.36 |
Low |
12,397.69 |
12,443.40 |
45.71 |
0.4% |
12,309.52 |
Close |
12,441.58 |
12,569.79 |
128.21 |
1.0% |
12,441.58 |
Range |
86.12 |
130.89 |
44.77 |
52.0% |
201.84 |
ATR |
126.27 |
126.73 |
0.46 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,921.83 |
12,876.70 |
12,641.78 |
|
R3 |
12,790.94 |
12,745.81 |
12,605.78 |
|
R2 |
12,660.05 |
12,660.05 |
12,593.79 |
|
R1 |
12,614.92 |
12,614.92 |
12,581.79 |
12,637.49 |
PP |
12,529.16 |
12,529.16 |
12,529.16 |
12,540.44 |
S1 |
12,484.03 |
12,484.03 |
12,557.79 |
12,506.60 |
S2 |
12,398.27 |
12,398.27 |
12,545.79 |
|
S3 |
12,267.38 |
12,353.14 |
12,533.80 |
|
S4 |
12,136.49 |
12,222.25 |
12,497.80 |
|
|
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 |
12,574.29 |
12,309.52 |
264.77 |
2.1% |
108.74 |
0.9% |
98% |
True |
False |
|
10 |
12,633.59 |
12,309.52 |
324.07 |
2.6% |
123.29 |
1.0% |
80% |
False |
False |
|
20 |
12,840.66 |
12,309.52 |
531.14 |
4.2% |
133.85 |
1.1% |
49% |
False |
False |
|
40 |
12,876.00 |
12,093.89 |
782.11 |
6.2% |
121.89 |
1.0% |
61% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
131.23 |
1.0% |
77% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
127.08 |
1.0% |
77% |
False |
False |
|
100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
120.12 |
1.0% |
77% |
False |
False |
|
120 |
12,876.00 |
11,327.49 |
1,548.51 |
12.3% |
111.38 |
0.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,130.57 |
2.618 |
12,916.96 |
1.618 |
12,786.07 |
1.000 |
12,705.18 |
0.618 |
12,655.18 |
HIGH |
12,574.29 |
0.618 |
12,524.29 |
0.500 |
12,508.85 |
0.382 |
12,493.40 |
LOW |
12,443.40 |
0.618 |
12,362.51 |
1.000 |
12,312.51 |
1.618 |
12,231.62 |
2.618 |
12,100.73 |
4.250 |
11,887.12 |
|
|
Fisher Pivots for day following 31-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,549.48 |
12,528.56 |
PP |
12,529.16 |
12,487.33 |
S1 |
12,508.85 |
12,446.11 |
|