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 |
1,498.0 |
1,515.7 |
17.7 |
1.2% |
1,497.0 |
High |
1,519.3 |
1,521.6 |
2.3 |
0.2% |
1,519.3 |
Low |
1,492.0 |
1,508.4 |
16.4 |
1.1% |
1,475.0 |
Close |
1,512.5 |
1,519.0 |
6.5 |
0.4% |
1,512.5 |
Range |
27.3 |
13.2 |
-14.1 |
-51.6% |
44.3 |
ATR |
24.0 |
23.3 |
-0.8 |
-3.2% |
0.0 |
Volume |
6,046 |
3,954 |
-2,092 |
-34.6% |
25,292 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,555.9 |
1,550.7 |
1,526.3 |
|
R3 |
1,542.7 |
1,537.5 |
1,522.6 |
|
R2 |
1,529.5 |
1,529.5 |
1,521.4 |
|
R1 |
1,524.3 |
1,524.3 |
1,520.2 |
1,526.9 |
PP |
1,516.3 |
1,516.3 |
1,516.3 |
1,517.7 |
S1 |
1,511.1 |
1,511.1 |
1,517.8 |
1,513.7 |
S2 |
1,503.1 |
1,503.1 |
1,516.6 |
|
S3 |
1,489.9 |
1,497.9 |
1,515.4 |
|
S4 |
1,476.7 |
1,484.7 |
1,511.7 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.2 |
1,618.1 |
1,536.9 |
|
R3 |
1,590.9 |
1,573.8 |
1,524.7 |
|
R2 |
1,546.6 |
1,546.6 |
1,520.6 |
|
R1 |
1,529.5 |
1,529.5 |
1,516.6 |
1,538.1 |
PP |
1,502.3 |
1,502.3 |
1,502.3 |
1,506.5 |
S1 |
1,485.2 |
1,485.2 |
1,508.4 |
1,493.8 |
S2 |
1,458.0 |
1,458.0 |
1,504.4 |
|
S3 |
1,413.7 |
1,440.9 |
1,500.3 |
|
S4 |
1,369.4 |
1,396.6 |
1,488.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,521.6 |
1,475.0 |
46.6 |
3.1% |
18.4 |
1.2% |
94% |
True |
False |
3,764 |
10 |
1,530.0 |
1,475.0 |
55.0 |
3.6% |
21.5 |
1.4% |
80% |
False |
False |
4,651 |
20 |
1,579.5 |
1,465.9 |
113.6 |
7.5% |
25.9 |
1.7% |
47% |
False |
False |
4,446 |
40 |
1,579.5 |
1,416.8 |
162.7 |
10.7% |
20.8 |
1.4% |
63% |
False |
False |
3,235 |
60 |
1,579.5 |
1,387.1 |
192.4 |
12.7% |
19.7 |
1.3% |
69% |
False |
False |
2,571 |
80 |
1,579.5 |
1,319.2 |
260.3 |
17.1% |
18.9 |
1.2% |
77% |
False |
False |
2,246 |
100 |
1,579.5 |
1,317.4 |
262.1 |
17.3% |
18.7 |
1.2% |
77% |
False |
False |
2,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,577.7 |
2.618 |
1,556.2 |
1.618 |
1,543.0 |
1.000 |
1,534.8 |
0.618 |
1,529.8 |
HIGH |
1,521.6 |
0.618 |
1,516.6 |
0.500 |
1,515.0 |
0.382 |
1,513.4 |
LOW |
1,508.4 |
0.618 |
1,500.2 |
1.000 |
1,495.2 |
1.618 |
1,487.0 |
2.618 |
1,473.8 |
4.250 |
1,452.3 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,517.7 |
1,514.5 |
PP |
1,516.3 |
1,510.0 |
S1 |
1,515.0 |
1,505.6 |
|