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 |
1,526.8 |
1,520.2 |
-6.6 |
-0.4% |
1,513.5 |
High |
1,532.1 |
1,539.5 |
7.4 |
0.5% |
1,539.5 |
Low |
1,515.6 |
1,520.0 |
4.4 |
0.3% |
1,504.9 |
Close |
1,523.7 |
1,537.3 |
13.6 |
0.9% |
1,537.3 |
Range |
16.5 |
19.5 |
3.0 |
18.2% |
34.6 |
ATR |
21.9 |
21.8 |
-0.2 |
-0.8% |
0.0 |
Volume |
129,379 |
124,429 |
-4,950 |
-3.8% |
502,172 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,590.8 |
1,583.5 |
1,548.0 |
|
R3 |
1,571.3 |
1,564.0 |
1,542.7 |
|
R2 |
1,551.8 |
1,551.8 |
1,540.9 |
|
R1 |
1,544.5 |
1,544.5 |
1,539.1 |
1,548.2 |
PP |
1,532.3 |
1,532.3 |
1,532.3 |
1,534.1 |
S1 |
1,525.0 |
1,525.0 |
1,535.5 |
1,528.7 |
S2 |
1,512.8 |
1,512.8 |
1,533.7 |
|
S3 |
1,493.3 |
1,505.5 |
1,531.9 |
|
S4 |
1,473.8 |
1,486.0 |
1,526.6 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,631.0 |
1,618.8 |
1,556.3 |
|
R3 |
1,596.4 |
1,584.2 |
1,546.8 |
|
R2 |
1,561.8 |
1,561.8 |
1,543.6 |
|
R1 |
1,549.6 |
1,549.6 |
1,540.5 |
1,555.7 |
PP |
1,527.2 |
1,527.2 |
1,527.2 |
1,530.3 |
S1 |
1,515.0 |
1,515.0 |
1,534.1 |
1,521.1 |
S2 |
1,492.6 |
1,492.6 |
1,531.0 |
|
S3 |
1,458.0 |
1,480.4 |
1,527.8 |
|
S4 |
1,423.4 |
1,445.8 |
1,518.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,539.5 |
1,504.9 |
34.6 |
2.3% |
15.6 |
1.0% |
94% |
True |
False |
100,434 |
10 |
1,539.5 |
1,472.6 |
66.9 |
4.4% |
17.9 |
1.2% |
97% |
True |
False |
59,789 |
20 |
1,577.7 |
1,464.1 |
113.6 |
7.4% |
25.2 |
1.6% |
64% |
False |
False |
36,087 |
40 |
1,577.7 |
1,415.5 |
162.2 |
10.6% |
21.2 |
1.4% |
75% |
False |
False |
20,705 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.6 |
1.3% |
78% |
False |
False |
14,489 |
80 |
1,577.7 |
1,328.7 |
249.0 |
16.2% |
18.2 |
1.2% |
84% |
False |
False |
11,232 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
18.0 |
1.2% |
85% |
False |
False |
9,150 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
17.2 |
1.1% |
85% |
False |
False |
7,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,622.4 |
2.618 |
1,590.6 |
1.618 |
1,571.1 |
1.000 |
1,559.0 |
0.618 |
1,551.6 |
HIGH |
1,539.5 |
0.618 |
1,532.1 |
0.500 |
1,529.8 |
0.382 |
1,527.4 |
LOW |
1,520.0 |
0.618 |
1,507.9 |
1.000 |
1,500.5 |
1.618 |
1,488.4 |
2.618 |
1,468.9 |
4.250 |
1,437.1 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,534.8 |
1,534.1 |
PP |
1,532.3 |
1,530.8 |
S1 |
1,529.8 |
1,527.6 |
|