Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
134.35 |
131.98 |
-2.37 |
-1.8% |
133.56 |
High |
134.68 |
133.65 |
-1.03 |
-0.8% |
135.03 |
Low |
133.36 |
131.59 |
-1.77 |
-1.3% |
132.12 |
Close |
133.61 |
132.06 |
-1.55 |
-1.2% |
133.61 |
Range |
1.32 |
2.06 |
0.74 |
56.1% |
2.91 |
ATR |
1.45 |
1.49 |
0.04 |
3.0% |
0.00 |
Volume |
177,035,219 |
167,950,016 |
-9,085,203 |
-5.1% |
763,841,234 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.61 |
137.40 |
133.19 |
|
R3 |
136.55 |
135.34 |
132.63 |
|
R2 |
134.49 |
134.49 |
132.44 |
|
R1 |
133.28 |
133.28 |
132.25 |
133.89 |
PP |
132.43 |
132.43 |
132.43 |
132.74 |
S1 |
131.22 |
131.22 |
131.87 |
131.83 |
S2 |
130.37 |
130.37 |
131.68 |
|
S3 |
128.31 |
129.16 |
131.49 |
|
S4 |
126.25 |
127.10 |
130.93 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.32 |
140.87 |
135.21 |
|
R3 |
139.41 |
137.96 |
134.41 |
|
R2 |
136.50 |
136.50 |
134.14 |
|
R1 |
135.05 |
135.05 |
133.88 |
135.78 |
PP |
133.59 |
133.59 |
133.59 |
133.95 |
S1 |
132.14 |
132.14 |
133.34 |
132.87 |
S2 |
130.68 |
130.68 |
133.08 |
|
S3 |
127.77 |
129.23 |
132.81 |
|
S4 |
124.86 |
126.32 |
132.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.03 |
131.59 |
3.44 |
2.6% |
1.45 |
1.1% |
14% |
False |
True |
158,033,556 |
10 |
136.11 |
131.59 |
4.52 |
3.4% |
1.56 |
1.2% |
10% |
False |
True |
156,034,309 |
20 |
137.18 |
131.59 |
5.59 |
4.2% |
1.45 |
1.1% |
8% |
False |
True |
154,097,242 |
40 |
137.18 |
129.51 |
7.67 |
5.8% |
1.23 |
0.9% |
33% |
False |
False |
146,759,131 |
60 |
137.18 |
125.28 |
11.90 |
9.0% |
1.37 |
1.0% |
57% |
False |
False |
171,364,931 |
80 |
137.18 |
125.28 |
11.90 |
9.0% |
1.34 |
1.0% |
57% |
False |
False |
167,513,506 |
100 |
137.18 |
125.28 |
11.90 |
9.0% |
1.27 |
1.0% |
57% |
False |
False |
159,813,292 |
120 |
137.18 |
120.19 |
16.99 |
12.9% |
1.19 |
0.9% |
70% |
False |
False |
154,380,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.41 |
2.618 |
139.04 |
1.618 |
136.98 |
1.000 |
135.71 |
0.618 |
134.92 |
HIGH |
133.65 |
0.618 |
132.86 |
0.500 |
132.62 |
0.382 |
132.38 |
LOW |
131.59 |
0.618 |
130.32 |
1.000 |
129.53 |
1.618 |
128.26 |
2.618 |
126.20 |
4.250 |
122.84 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
132.62 |
133.31 |
PP |
132.43 |
132.89 |
S1 |
132.25 |
132.48 |
|